DLF
Dlf Limited
Historical option data for DLF
14 Nov 2024 04:10 PM IST
DLF 28NOV2024 790 CE | ||||||||||
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Delta: 0.28
Vega: 0.50
Theta: -0.53
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 762.70 | 6.65 | 1.90 | 26.32 | 2,014 | -5 | 1,285 | |||
13 Nov | 748.55 | 4.75 | -3.20 | 27.28 | 2,755 | -105 | 1,301 | |||
12 Nov | 764.85 | 7.95 | -6.40 | 26.37 | 3,506 | 810 | 1,462 | |||
11 Nov | 777.50 | 14.35 | -5.00 | 26.85 | 2,680 | 175 | 659 | |||
8 Nov | 786.00 | 19.35 | -12.55 | 27.26 | 1,745 | 291 | 487 | |||
7 Nov | 803.40 | 31.9 | -19.40 | 27.92 | 176 | 27 | 195 | |||
6 Nov | 828.20 | 51.3 | 21.20 | 30.57 | 503 | -101 | 169 | |||
5 Nov | 799.05 | 30.1 | 1.80 | 28.88 | 3,329 | 18 | 268 | |||
4 Nov | 789.90 | 28.3 | -17.85 | 30.16 | 929 | 227 | 255 | |||
1 Nov | 823.75 | 46.15 | 0.00 | 0.00 | 0 | -4 | 0 | |||
31 Oct | 819.85 | 46.15 | -17.40 | - | 30 | -2 | 30 | |||
30 Oct | 826.40 | 63.55 | 5.15 | - | 12 | -5 | 32 | |||
29 Oct | 832.45 | 58.4 | 8.30 | - | 13 | -3 | 37 | |||
28 Oct | 822.90 | 50.1 | 19.10 | - | 229 | -7 | 41 | |||
25 Oct | 777.00 | 31 | -11.40 | - | 109 | 45 | 48 | |||
24 Oct | 801.40 | 42.4 | -112.35 | - | 3 | 2 | 2 | |||
23 Oct | 805.35 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 815.15 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 860.75 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 875.15 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 861.00 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 884.75 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 875.45 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 862.90 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
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11 Oct | 846.60 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 840.00 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 825.65 | 154.75 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 844.85 | 154.75 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 790 expiring on 28NOV2024
Delta for 790 CE is 0.28
Historical price for 790 CE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 6.65, which was 1.90 higher than the previous day. The implied volatity was 26.32, the open interest changed by -5 which decreased total open position to 1285
On 13 Nov DLF was trading at 748.55. The strike last trading price was 4.75, which was -3.20 lower than the previous day. The implied volatity was 27.28, the open interest changed by -105 which decreased total open position to 1301
On 12 Nov DLF was trading at 764.85. The strike last trading price was 7.95, which was -6.40 lower than the previous day. The implied volatity was 26.37, the open interest changed by 810 which increased total open position to 1462
On 11 Nov DLF was trading at 777.50. The strike last trading price was 14.35, which was -5.00 lower than the previous day. The implied volatity was 26.85, the open interest changed by 175 which increased total open position to 659
On 8 Nov DLF was trading at 786.00. The strike last trading price was 19.35, which was -12.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by 291 which increased total open position to 487
On 7 Nov DLF was trading at 803.40. The strike last trading price was 31.9, which was -19.40 lower than the previous day. The implied volatity was 27.92, the open interest changed by 27 which increased total open position to 195
On 6 Nov DLF was trading at 828.20. The strike last trading price was 51.3, which was 21.20 higher than the previous day. The implied volatity was 30.57, the open interest changed by -101 which decreased total open position to 169
On 5 Nov DLF was trading at 799.05. The strike last trading price was 30.1, which was 1.80 higher than the previous day. The implied volatity was 28.88, the open interest changed by 18 which increased total open position to 268
On 4 Nov DLF was trading at 789.90. The strike last trading price was 28.3, which was -17.85 lower than the previous day. The implied volatity was 30.16, the open interest changed by 227 which increased total open position to 255
On 1 Nov DLF was trading at 823.75. The strike last trading price was 46.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 31 Oct DLF was trading at 819.85. The strike last trading price was 46.15, which was -17.40 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 63.55, which was 5.15 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 58.4, which was 8.30 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 50.1, which was 19.10 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 31, which was -11.40 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 42.4, which was -112.35 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
DLF 28NOV2024 790 PE | |||||||
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Delta: -0.73
Vega: 0.49
Theta: -0.28
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 762.70 | 30.2 | -11.55 | 24.86 | 237 | -19 | 442 |
13 Nov | 748.55 | 41.75 | 7.75 | 30.03 | 725 | -268 | 459 |
12 Nov | 764.85 | 34 | 10.75 | 31.53 | 1,121 | 36 | 784 |
11 Nov | 777.50 | 23.25 | 0.90 | 28.16 | 1,052 | -38 | 763 |
8 Nov | 786.00 | 22.35 | 8.55 | 29.61 | 3,189 | 421 | 804 |
7 Nov | 803.40 | 13.8 | 5.75 | 28.81 | 1,083 | 28 | 390 |
6 Nov | 828.20 | 8.05 | -9.85 | 29.75 | 1,546 | -164 | 359 |
5 Nov | 799.05 | 17.9 | -5.50 | 30.19 | 1,982 | 121 | 521 |
4 Nov | 789.90 | 23.4 | 10.20 | 33.50 | 2,378 | 213 | 390 |
1 Nov | 823.75 | 13.2 | 0.40 | 32.67 | 9 | 1 | 178 |
31 Oct | 819.85 | 12.8 | 1.30 | - | 324 | 26 | 181 |
30 Oct | 826.40 | 11.5 | 1.85 | - | 86 | 17 | 155 |
29 Oct | 832.45 | 9.65 | -2.00 | - | 154 | 10 | 137 |
28 Oct | 822.90 | 11.65 | -25.95 | - | 551 | 24 | 127 |
25 Oct | 777.00 | 37.6 | 14.10 | - | 154 | 68 | 103 |
24 Oct | 801.40 | 23.5 | -1.05 | - | 21 | 9 | 34 |
23 Oct | 805.35 | 24.55 | 7.25 | - | 51 | 13 | 25 |
22 Oct | 815.15 | 17.3 | 8.30 | - | 9 | 5 | 12 |
21 Oct | 860.75 | 9 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 875.15 | 9 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 861.00 | 9 | 3.65 | - | 4 | 0 | 7 |
16 Oct | 884.75 | 5.35 | 0.00 | - | 0 | -1 | 0 |
15 Oct | 875.45 | 5.35 | -1.65 | - | 6 | -1 | 7 |
14 Oct | 862.90 | 7 | -3.85 | - | 253 | 9 | 9 |
11 Oct | 846.60 | 10.85 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 840.00 | 10.85 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 825.65 | 10.85 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 844.85 | 10.85 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 790 expiring on 28NOV2024
Delta for 790 PE is -0.73
Historical price for 790 PE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 30.2, which was -11.55 lower than the previous day. The implied volatity was 24.86, the open interest changed by -19 which decreased total open position to 442
On 13 Nov DLF was trading at 748.55. The strike last trading price was 41.75, which was 7.75 higher than the previous day. The implied volatity was 30.03, the open interest changed by -268 which decreased total open position to 459
On 12 Nov DLF was trading at 764.85. The strike last trading price was 34, which was 10.75 higher than the previous day. The implied volatity was 31.53, the open interest changed by 36 which increased total open position to 784
On 11 Nov DLF was trading at 777.50. The strike last trading price was 23.25, which was 0.90 higher than the previous day. The implied volatity was 28.16, the open interest changed by -38 which decreased total open position to 763
On 8 Nov DLF was trading at 786.00. The strike last trading price was 22.35, which was 8.55 higher than the previous day. The implied volatity was 29.61, the open interest changed by 421 which increased total open position to 804
On 7 Nov DLF was trading at 803.40. The strike last trading price was 13.8, which was 5.75 higher than the previous day. The implied volatity was 28.81, the open interest changed by 28 which increased total open position to 390
On 6 Nov DLF was trading at 828.20. The strike last trading price was 8.05, which was -9.85 lower than the previous day. The implied volatity was 29.75, the open interest changed by -164 which decreased total open position to 359
On 5 Nov DLF was trading at 799.05. The strike last trading price was 17.9, which was -5.50 lower than the previous day. The implied volatity was 30.19, the open interest changed by 121 which increased total open position to 521
On 4 Nov DLF was trading at 789.90. The strike last trading price was 23.4, which was 10.20 higher than the previous day. The implied volatity was 33.50, the open interest changed by 213 which increased total open position to 390
On 1 Nov DLF was trading at 823.75. The strike last trading price was 13.2, which was 0.40 higher than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 178
On 31 Oct DLF was trading at 819.85. The strike last trading price was 12.8, which was 1.30 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 11.5, which was 1.85 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 9.65, which was -2.00 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 11.65, which was -25.95 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 37.6, which was 14.10 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 23.5, which was -1.05 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 24.55, which was 7.25 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 17.3, which was 8.30 higher 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 9, 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 9, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 9, which was 3.65 higher 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 5.35, 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 5.35, which was -1.65 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 7, which was -3.85 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 10.85, 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 10.85, 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 10.85, 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 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to