DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.43
Theta: -0.96
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 10.5 | 3.85 | 28.37 | 8,244 | 241 | 1,544 | |||
| 20 Nov | 763.15 | 6.65 | 0.00 | 28.76 | 4,167 | -106 | 1,314 | |||
| 19 Nov | 763.15 | 6.65 | -1.10 | 28.76 | 4,167 | -95 | 1,314 | |||
| 18 Nov | 759.60 | 7.75 | -1.90 | 28.72 | 4,121 | 225 | 1,411 | |||
| 14 Nov | 762.70 | 9.65 | 2.95 | 26.25 | 3,407 | 32 | 1,187 | |||
| 13 Nov | 748.55 | 6.7 | -4.40 | 26.69 | 3,851 | 178 | 1,161 | |||
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| 12 Nov | 764.85 | 11.1 | -8.00 | 26.22 | 4,277 | 462 | 1,011 | |||
| 11 Nov | 777.50 | 19.1 | -5.50 | 27.08 | 2,436 | 265 | 562 | |||
| 8 Nov | 786.00 | 24.6 | -13.90 | 27.42 | 601 | 69 | 299 | |||
| 7 Nov | 803.40 | 38.5 | -21.40 | 27.98 | 97 | 2 | 229 | |||
| 6 Nov | 828.20 | 59.9 | 23.20 | 32.23 | 222 | -46 | 227 | |||
| 5 Nov | 799.05 | 36.7 | 2.55 | 29.61 | 1,654 | 110 | 271 | |||
| 4 Nov | 789.90 | 34.15 | -19.90 | 30.45 | 386 | 75 | 161 | |||
| 1 Nov | 823.75 | 54.05 | -0.10 | 25.25 | 8 | -4 | 84 | |||
| 31 Oct | 819.85 | 54.15 | -7.70 | - | 45 | 4 | 87 | |||
| 30 Oct | 826.40 | 61.85 | -4.75 | - | 33 | -2 | 83 | |||
| 29 Oct | 832.45 | 66.6 | 8.95 | - | 16 | -3 | 84 | |||
| 28 Oct | 822.90 | 57.65 | 21.10 | - | 345 | -62 | 87 | |||
| 25 Oct | 777.00 | 36.55 | -65.40 | - | 300 | 149 | 149 | |||
| 24 Oct | 801.40 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 805.35 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 815.15 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 860.75 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 875.15 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 884.75 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 875.45 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 862.90 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 846.60 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 840.00 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 825.65 | 101.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 101.95 | 101.95 | - | 0 | 0 | 0 | |||
| 6 Sept | 814.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 841.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 850.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 847.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 848.25 | 0 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 780 expiring on 28NOV2024
Delta for 780 CE is 0.46
Historical price for 780 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 10.5, which was 3.85 higher than the previous day. The implied volatity was 28.37, the open interest changed by 241 which increased total open position to 1544
On 20 Nov DLF was trading at 763.15. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was 28.76, the open interest changed by -106 which decreased total open position to 1314
On 19 Nov DLF was trading at 763.15. The strike last trading price was 6.65, which was -1.10 lower than the previous day. The implied volatity was 28.76, the open interest changed by -95 which decreased total open position to 1314
On 18 Nov DLF was trading at 759.60. The strike last trading price was 7.75, which was -1.90 lower than the previous day. The implied volatity was 28.72, the open interest changed by 225 which increased total open position to 1411
On 14 Nov DLF was trading at 762.70. The strike last trading price was 9.65, which was 2.95 higher than the previous day. The implied volatity was 26.25, the open interest changed by 32 which increased total open position to 1187
On 13 Nov DLF was trading at 748.55. The strike last trading price was 6.7, which was -4.40 lower than the previous day. The implied volatity was 26.69, the open interest changed by 178 which increased total open position to 1161
On 12 Nov DLF was trading at 764.85. The strike last trading price was 11.1, which was -8.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 462 which increased total open position to 1011
On 11 Nov DLF was trading at 777.50. The strike last trading price was 19.1, which was -5.50 lower than the previous day. The implied volatity was 27.08, the open interest changed by 265 which increased total open position to 562
On 8 Nov DLF was trading at 786.00. The strike last trading price was 24.6, which was -13.90 lower than the previous day. The implied volatity was 27.42, the open interest changed by 69 which increased total open position to 299
On 7 Nov DLF was trading at 803.40. The strike last trading price was 38.5, which was -21.40 lower than the previous day. The implied volatity was 27.98, the open interest changed by 2 which increased total open position to 229
On 6 Nov DLF was trading at 828.20. The strike last trading price was 59.9, which was 23.20 higher than the previous day. The implied volatity was 32.23, the open interest changed by -46 which decreased total open position to 227
On 5 Nov DLF was trading at 799.05. The strike last trading price was 36.7, which was 2.55 higher than the previous day. The implied volatity was 29.61, the open interest changed by 110 which increased total open position to 271
On 4 Nov DLF was trading at 789.90. The strike last trading price was 34.15, which was -19.90 lower than the previous day. The implied volatity was 30.45, the open interest changed by 75 which increased total open position to 161
On 1 Nov DLF was trading at 823.75. The strike last trading price was 54.05, which was -0.10 lower than the previous day. The implied volatity was 25.25, the open interest changed by -4 which decreased total open position to 84
On 31 Oct DLF was trading at 819.85. The strike last trading price was 54.15, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DLF was trading at 826.40. The strike last trading price was 61.85, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DLF was trading at 832.45. The strike last trading price was 66.6, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DLF was trading at 822.90. The strike last trading price was 57.65, which was 21.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DLF was trading at 777.00. The strike last trading price was 36.55, which was -65.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DLF was trading at 801.40. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct DLF was trading at 805.35. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct DLF was trading at 815.15. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct DLF was trading at 860.75. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct DLF was trading at 875.15. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct DLF was trading at 884.75. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct DLF was trading at 875.45. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct DLF was trading at 862.90. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct DLF was trading at 846.60. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct DLF was trading at 840.00. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct DLF was trading at 825.65. The strike last trading price was 101.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct DLF was trading at 844.85. The strike last trading price was 101.95, which was 101.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept DLF was trading at 814.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept DLF was trading at 841.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept DLF was trading at 850.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept DLF was trading at 847.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept DLF was trading at 848.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.43
Theta: -0.86
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 15.6 | -10.40 | 32.11 | 2,321 | 123 | 696 |
| 20 Nov | 763.15 | 26 | 0.00 | 31.74 | 1,732 | -38 | 579 |
| 19 Nov | 763.15 | 26 | 1.30 | 31.74 | 1,732 | -32 | 579 |
| 18 Nov | 759.60 | 24.7 | 1.15 | 29.34 | 1,640 | -117 | 612 |
| 14 Nov | 762.70 | 23.55 | -10.80 | 25.51 | 539 | -8 | 728 |
| 13 Nov | 748.55 | 34.35 | 7.10 | 30.25 | 989 | -200 | 743 |
| 12 Nov | 764.85 | 27.25 | 8.80 | 31.10 | 3,704 | 112 | 1,029 |
| 11 Nov | 777.50 | 18.45 | 0.55 | 28.99 | 2,245 | 59 | 929 |
| 8 Nov | 786.00 | 17.9 | 7.10 | 30.15 | 2,584 | 365 | 878 |
| 7 Nov | 803.40 | 10.8 | 4.75 | 29.46 | 1,027 | 49 | 514 |
| 6 Nov | 828.20 | 6.05 | -8.45 | 30.09 | 1,517 | -139 | 468 |
| 5 Nov | 799.05 | 14.5 | -4.80 | 30.91 | 2,524 | 157 | 609 |
| 4 Nov | 789.90 | 19.3 | 8.55 | 33.90 | 2,108 | 159 | 447 |
| 1 Nov | 823.75 | 10.75 | 0.75 | 33.23 | 30 | 1 | 287 |
| 31 Oct | 819.85 | 10 | 0.65 | - | 390 | 49 | 284 |
| 30 Oct | 826.40 | 9.35 | 1.15 | - | 158 | -7 | 234 |
| 29 Oct | 832.45 | 8.2 | -1.20 | - | 268 | 17 | 238 |
| 28 Oct | 822.90 | 9.4 | -23.10 | - | 870 | 3 | 220 |
| 25 Oct | 777.00 | 32.5 | 12.70 | - | 569 | 160 | 217 |
| 24 Oct | 801.40 | 19.8 | -0.60 | - | 41 | 20 | 55 |
| 23 Oct | 805.35 | 20.4 | 1.95 | - | 80 | 18 | 34 |
| 22 Oct | 815.15 | 18.45 | -17.55 | - | 74 | 15 | 15 |
| 21 Oct | 860.75 | 36 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 875.15 | 36 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 884.75 | 36 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 875.45 | 36 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 862.90 | 36 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 846.60 | 36 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 840.00 | 36 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 825.65 | 36 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 844.85 | 36 | 36.00 | - | 0 | 0 | 0 |
| 6 Sept | 814.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 841.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 850.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 847.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 848.25 | 0 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 780 expiring on 28NOV2024
Delta for 780 PE is -0.53
Historical price for 780 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 15.6, which was -10.40 lower than the previous day. The implied volatity was 32.11, the open interest changed by 123 which increased total open position to 696
On 20 Nov DLF was trading at 763.15. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 31.74, the open interest changed by -38 which decreased total open position to 579
On 19 Nov DLF was trading at 763.15. The strike last trading price was 26, which was 1.30 higher than the previous day. The implied volatity was 31.74, the open interest changed by -32 which decreased total open position to 579
On 18 Nov DLF was trading at 759.60. The strike last trading price was 24.7, which was 1.15 higher than the previous day. The implied volatity was 29.34, the open interest changed by -117 which decreased total open position to 612
On 14 Nov DLF was trading at 762.70. The strike last trading price was 23.55, which was -10.80 lower than the previous day. The implied volatity was 25.51, the open interest changed by -8 which decreased total open position to 728
On 13 Nov DLF was trading at 748.55. The strike last trading price was 34.35, which was 7.10 higher than the previous day. The implied volatity was 30.25, the open interest changed by -200 which decreased total open position to 743
On 12 Nov DLF was trading at 764.85. The strike last trading price was 27.25, which was 8.80 higher than the previous day. The implied volatity was 31.10, the open interest changed by 112 which increased total open position to 1029
On 11 Nov DLF was trading at 777.50. The strike last trading price was 18.45, which was 0.55 higher than the previous day. The implied volatity was 28.99, the open interest changed by 59 which increased total open position to 929
On 8 Nov DLF was trading at 786.00. The strike last trading price was 17.9, which was 7.10 higher than the previous day. The implied volatity was 30.15, the open interest changed by 365 which increased total open position to 878
On 7 Nov DLF was trading at 803.40. The strike last trading price was 10.8, which was 4.75 higher than the previous day. The implied volatity was 29.46, the open interest changed by 49 which increased total open position to 514
On 6 Nov DLF was trading at 828.20. The strike last trading price was 6.05, which was -8.45 lower than the previous day. The implied volatity was 30.09, the open interest changed by -139 which decreased total open position to 468
On 5 Nov DLF was trading at 799.05. The strike last trading price was 14.5, which was -4.80 lower than the previous day. The implied volatity was 30.91, the open interest changed by 157 which increased total open position to 609
On 4 Nov DLF was trading at 789.90. The strike last trading price was 19.3, which was 8.55 higher than the previous day. The implied volatity was 33.90, the open interest changed by 159 which increased total open position to 447
On 1 Nov DLF was trading at 823.75. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 287
On 31 Oct DLF was trading at 819.85. The strike last trading price was 10, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DLF was trading at 826.40. The strike last trading price was 9.35, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DLF was trading at 832.45. The strike last trading price was 8.2, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DLF was trading at 822.90. The strike last trading price was 9.4, which was -23.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DLF was trading at 777.00. The strike last trading price was 32.5, which was 12.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DLF was trading at 801.40. The strike last trading price was 19.8, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct DLF was trading at 805.35. The strike last trading price was 20.4, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct DLF was trading at 815.15. The strike last trading price was 18.45, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct DLF was trading at 860.75. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct DLF was trading at 875.15. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct DLF was trading at 884.75. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct DLF was trading at 875.45. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct DLF was trading at 862.90. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct DLF was trading at 846.60. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct DLF was trading at 840.00. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct DLF was trading at 825.65. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct DLF was trading at 844.85. The strike last trading price was 36, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept DLF was trading at 814.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept DLF was trading at 841.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept DLF was trading at 850.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept DLF was trading at 847.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept DLF was trading at 848.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
