DLF
Dlf Limited
Historical option data for DLF
03 Dec 2024 04:10 PM IST
| DLF 26DEC2024 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.45
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 846.95 | 63.6 | -6.10 | 27.01 | 22 | 1 | 73 | |||
| 2 Dec | 849.10 | 69.7 | 23.80 | 26.49 | 5 | -2 | 73 | |||
| 29 Nov | 822.95 | 45.9 | 3.30 | 25.27 | 59 | 8 | 75 | |||
| 28 Nov | 813.85 | 42.6 | -5.70 | 26.75 | 97 | 24 | 68 | |||
| 27 Nov | 823.70 | 48.3 | -4.25 | 25.31 | 26 | 2 | 44 | |||
| 26 Nov | 827.35 | 52.55 | 2.00 | 27.73 | 4 | -2 | 42 | |||
| 25 Nov | 823.30 | 50.55 | 15.35 | 26.12 | 59 | 1 | 45 | |||
| 22 Nov | 803.40 | 35.2 | 11.80 | 24.16 | 132 | 1 | 45 | |||
| 21 Nov | 773.95 | 23.4 | 5.75 | 28.04 | 77 | 38 | 44 | |||
| 20 Nov | 763.15 | 17.65 | 0.00 | 27.85 | 6 | 6 | 5 | |||
| 19 Nov | 763.15 | 17.65 | -54.65 | 27.85 | 6 | 5 | 5 | |||
| 18 Nov | 759.60 | 72.3 | 0.00 | 2.47 | 0 | 0 | 0 | |||
| 14 Nov | 762.70 | 72.3 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 13 Nov | 748.55 | 72.3 | 0.00 | 3.18 | 0 | 0 | 0 | |||
| 12 Nov | 764.85 | 72.3 | 0.00 | 1.97 | 0 | 0 | 0 | |||
| 11 Nov | 777.50 | 72.3 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 8 Nov | 786.00 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 803.40 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 828.20 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 799.05 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 789.90 | 72.3 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.87
Historical price for 790 CE is as follows
On 3 Dec DLF was trading at 846.95. The strike last trading price was 63.6, which was -6.10 lower than the previous day. The implied volatity was 27.01, the open interest changed by 1 which increased total open position to 73
On 2 Dec DLF was trading at 849.10. The strike last trading price was 69.7, which was 23.80 higher than the previous day. The implied volatity was 26.49, the open interest changed by -2 which decreased total open position to 73
On 29 Nov DLF was trading at 822.95. The strike last trading price was 45.9, which was 3.30 higher than the previous day. The implied volatity was 25.27, the open interest changed by 8 which increased total open position to 75
On 28 Nov DLF was trading at 813.85. The strike last trading price was 42.6, which was -5.70 lower than the previous day. The implied volatity was 26.75, the open interest changed by 24 which increased total open position to 68
On 27 Nov DLF was trading at 823.70. The strike last trading price was 48.3, which was -4.25 lower than the previous day. The implied volatity was 25.31, the open interest changed by 2 which increased total open position to 44
On 26 Nov DLF was trading at 827.35. The strike last trading price was 52.55, which was 2.00 higher than the previous day. The implied volatity was 27.73, the open interest changed by -2 which decreased total open position to 42
On 25 Nov DLF was trading at 823.30. The strike last trading price was 50.55, which was 15.35 higher than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 45
On 22 Nov DLF was trading at 803.40. The strike last trading price was 35.2, which was 11.80 higher than the previous day. The implied volatity was 24.16, the open interest changed by 1 which increased total open position to 45
On 21 Nov DLF was trading at 773.95. The strike last trading price was 23.4, which was 5.75 higher than the previous day. The implied volatity was 28.04, the open interest changed by 38 which increased total open position to 44
On 20 Nov DLF was trading at 763.15. The strike last trading price was 17.65, which was 0.00 lower than the previous day. The implied volatity was 27.85, the open interest changed by 6 which increased total open position to 5
On 19 Nov DLF was trading at 763.15. The strike last trading price was 17.65, which was -54.65 lower than the previous day. The implied volatity was 27.85, the open interest changed by 5 which increased total open position to 5
On 18 Nov DLF was trading at 759.60. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DLF was trading at 762.70. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DLF was trading at 748.55. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DLF was trading at 764.85. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DLF was trading at 777.50. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DLF was trading at 786.00. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DLF was trading at 803.40. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DLF was trading at 828.20. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov DLF was trading at 799.05. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DLF was trading at 789.90. The strike last trading price was 72.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.50
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 846.95 | 5.2 | -0.15 | 29.65 | 794 | 17 | 673 |
| 2 Dec | 849.10 | 5.35 | -4.30 | 31.37 | 1,133 | 156 | 656 |
| 29 Nov | 822.95 | 9.65 | -2.55 | 27.51 | 538 | 61 | 508 |
| 28 Nov | 813.85 | 12.2 | 2.80 | 28.09 | 383 | 47 | 447 |
| 27 Nov | 823.70 | 9.4 | -0.85 | 26.99 | 143 | 7 | 400 |
| 26 Nov | 827.35 | 10.25 | -0.55 | 28.63 | 273 | 111 | 384 |
| 25 Nov | 823.30 | 10.8 | -8.00 | 28.41 | 591 | 272 | 274 |
| 22 Nov | 803.40 | 18.8 | -13.20 | 28.99 | 132 | 61 | 63 |
| 21 Nov | 773.95 | 32 | 14.00 | 29.23 | 1 | 0 | 1 |
| 20 Nov | 763.15 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 763.15 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 759.60 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 762.70 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 748.55 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 764.85 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 777.50 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 786.00 | 18 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 803.40 | 18 | -15.70 | 24.80 | 14 | 1 | 1 |
| 6 Nov | 828.20 | 33.7 | 0.00 | 4.54 | 0 | 0 | 0 |
| 5 Nov | 799.05 | 33.7 | 0.00 | 2.01 | 0 | 0 | 0 |
| 4 Nov | 789.90 | 33.7 | 1.42 | 0 | 0 | 0 | |
For Dlf Limited - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -0.15
Historical price for 790 PE is as follows
On 3 Dec DLF was trading at 846.95. The strike last trading price was 5.2, which was -0.15 lower than the previous day. The implied volatity was 29.65, the open interest changed by 17 which increased total open position to 673
On 2 Dec DLF was trading at 849.10. The strike last trading price was 5.35, which was -4.30 lower than the previous day. The implied volatity was 31.37, the open interest changed by 156 which increased total open position to 656
On 29 Nov DLF was trading at 822.95. The strike last trading price was 9.65, which was -2.55 lower than the previous day. The implied volatity was 27.51, the open interest changed by 61 which increased total open position to 508
On 28 Nov DLF was trading at 813.85. The strike last trading price was 12.2, which was 2.80 higher than the previous day. The implied volatity was 28.09, the open interest changed by 47 which increased total open position to 447
On 27 Nov DLF was trading at 823.70. The strike last trading price was 9.4, which was -0.85 lower than the previous day. The implied volatity was 26.99, the open interest changed by 7 which increased total open position to 400
On 26 Nov DLF was trading at 827.35. The strike last trading price was 10.25, which was -0.55 lower than the previous day. The implied volatity was 28.63, the open interest changed by 111 which increased total open position to 384
On 25 Nov DLF was trading at 823.30. The strike last trading price was 10.8, which was -8.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 272 which increased total open position to 274
On 22 Nov DLF was trading at 803.40. The strike last trading price was 18.8, which was -13.20 lower than the previous day. The implied volatity was 28.99, the open interest changed by 61 which increased total open position to 63
On 21 Nov DLF was trading at 773.95. The strike last trading price was 32, which was 14.00 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 1
On 20 Nov DLF was trading at 763.15. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DLF was trading at 763.15. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DLF was trading at 759.60. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DLF was trading at 762.70. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DLF was trading at 748.55. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DLF was trading at 764.85. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DLF was trading at 777.50. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DLF was trading at 786.00. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov DLF was trading at 803.40. The strike last trading price was 18, which was -15.70 lower than the previous day. The implied volatity was 24.80, the open interest changed by 1 which increased total open position to 1
On 6 Nov DLF was trading at 828.20. The strike last trading price was 33.7, which was 0.00 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 5 Nov DLF was trading at 799.05. The strike last trading price was 33.7, which was 0.00 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DLF was trading at 789.90. The strike last trading price was 33.7, which was lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
