`
[--[65.84.65.76]--]
DLF
Dlf Limited

846.95 -2.15 (-0.25%)

Back to Option Chain


Historical option data for DLF

03 Dec 2024 04:10 PM IST
DLF 26DEC2024 800 CE
Delta: 0.81
Vega: 0.58
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 846.95 56.65 -4.70 29.29 230 -57 845
2 Dec 849.10 61.35 22.55 26.83 552 -18 902
29 Nov 822.95 38.8 2.85 26.12 606 -40 920
28 Nov 813.85 35.95 -6.15 26.61 1,148 19 959
27 Nov 823.70 42.1 -0.20 26.46 635 96 940
26 Nov 827.35 42.3 -2.35 23.68 278 21 845
25 Nov 823.30 44.65 13.95 27.50 1,262 464 827
22 Nov 803.40 30.7 11.00 25.59 1,750 176 539
21 Nov 773.95 19.7 4.75 28.43 844 59 370
20 Nov 763.15 14.95 0.00 28.50 377 21 310
19 Nov 763.15 14.95 -0.80 28.50 377 20 310
18 Nov 759.60 15.75 -1.65 28.47 217 33 290
14 Nov 762.70 17.4 4.60 27.94 309 102 409
13 Nov 748.55 12.8 -4.90 26.84 463 185 308
12 Nov 764.85 17.7 -6.60 27.17 102 47 108
11 Nov 777.50 24.3 -4.70 27.22 52 12 60
8 Nov 786.00 29 -10.00 27.69 18 8 48
7 Nov 803.40 39 -118.70 26.63 46 35 35
6 Nov 828.20 157.7 0.00 - 0 0 0
5 Nov 799.05 157.7 0.00 - 0 0 0
4 Nov 789.90 157.7 0.00 - 0 0 0
1 Nov 823.75 157.7 0.00 - 0 0 0
30 Oct 826.40 157.7 0.00 - 0 0 0
29 Oct 832.45 157.7 0.00 - 0 0 0
28 Oct 822.90 157.7 0.00 - 0 0 0
25 Oct 777.00 157.7 157.70 - 0 0 0
23 Oct 805.35 0 0.00 - 0 0 0
22 Oct 815.15 0 0.00 - 0 0 0
21 Oct 860.75 0 0.00 - 0 0 0
18 Oct 875.15 0 0.00 - 0 0 0
17 Oct 861.00 0 0.00 - 0 0 0
16 Oct 884.75 0 0.00 - 0 0 0
15 Oct 875.45 0 0.00 - 0 0 0
14 Oct 862.90 0 0.00 - 0 0 0
11 Oct 846.60 0 0.00 - 0 0 0
10 Oct 860.80 0 0.00 - 0 0 0
9 Oct 851.95 0 0.00 - 0 0 0
8 Oct 840.00 0 0.00 - 0 0 0
7 Oct 825.65 0 0.00 - 0 0 0
4 Oct 844.85 0 0.00 - 0 0 0
3 Oct 864.85 0 0.00 - 0 0 0
30 Sept 895.15 0 - 0 0 0


For Dlf Limited - strike price 800 expiring on 26DEC2024

Delta for 800 CE is 0.81

Historical price for 800 CE is as follows

On 3 Dec DLF was trading at 846.95. The strike last trading price was 56.65, which was -4.70 lower than the previous day. The implied volatity was 29.29, the open interest changed by -57 which decreased total open position to 845


On 2 Dec DLF was trading at 849.10. The strike last trading price was 61.35, which was 22.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by -18 which decreased total open position to 902


On 29 Nov DLF was trading at 822.95. The strike last trading price was 38.8, which was 2.85 higher than the previous day. The implied volatity was 26.12, the open interest changed by -40 which decreased total open position to 920


On 28 Nov DLF was trading at 813.85. The strike last trading price was 35.95, which was -6.15 lower than the previous day. The implied volatity was 26.61, the open interest changed by 19 which increased total open position to 959


On 27 Nov DLF was trading at 823.70. The strike last trading price was 42.1, which was -0.20 lower than the previous day. The implied volatity was 26.46, the open interest changed by 96 which increased total open position to 940


On 26 Nov DLF was trading at 827.35. The strike last trading price was 42.3, which was -2.35 lower than the previous day. The implied volatity was 23.68, the open interest changed by 21 which increased total open position to 845


On 25 Nov DLF was trading at 823.30. The strike last trading price was 44.65, which was 13.95 higher than the previous day. The implied volatity was 27.50, the open interest changed by 464 which increased total open position to 827


On 22 Nov DLF was trading at 803.40. The strike last trading price was 30.7, which was 11.00 higher than the previous day. The implied volatity was 25.59, the open interest changed by 176 which increased total open position to 539


On 21 Nov DLF was trading at 773.95. The strike last trading price was 19.7, which was 4.75 higher than the previous day. The implied volatity was 28.43, the open interest changed by 59 which increased total open position to 370


On 20 Nov DLF was trading at 763.15. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 21 which increased total open position to 310


On 19 Nov DLF was trading at 763.15. The strike last trading price was 14.95, which was -0.80 lower than the previous day. The implied volatity was 28.50, the open interest changed by 20 which increased total open position to 310


On 18 Nov DLF was trading at 759.60. The strike last trading price was 15.75, which was -1.65 lower than the previous day. The implied volatity was 28.47, the open interest changed by 33 which increased total open position to 290


On 14 Nov DLF was trading at 762.70. The strike last trading price was 17.4, which was 4.60 higher than the previous day. The implied volatity was 27.94, the open interest changed by 102 which increased total open position to 409


On 13 Nov DLF was trading at 748.55. The strike last trading price was 12.8, which was -4.90 lower than the previous day. The implied volatity was 26.84, the open interest changed by 185 which increased total open position to 308


On 12 Nov DLF was trading at 764.85. The strike last trading price was 17.7, which was -6.60 lower than the previous day. The implied volatity was 27.17, the open interest changed by 47 which increased total open position to 108


On 11 Nov DLF was trading at 777.50. The strike last trading price was 24.3, which was -4.70 lower than the previous day. The implied volatity was 27.22, the open interest changed by 12 which increased total open position to 60


On 8 Nov DLF was trading at 786.00. The strike last trading price was 29, which was -10.00 lower than the previous day. The implied volatity was 27.69, the open interest changed by 8 which increased total open position to 48


On 7 Nov DLF was trading at 803.40. The strike last trading price was 39, which was -118.70 lower than the previous day. The implied volatity was 26.63, the open interest changed by 35 which increased total open position to 35


On 6 Nov DLF was trading at 828.20. The strike last trading price was 157.7, 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 157.7, 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 157.7, 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 1 Nov DLF was trading at 823.75. The strike last trading price was 157.7, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 157.7, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 157.7, 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 28 Oct DLF was trading at 822.90. The strike last trading price was 157.7, 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 25 Oct DLF was trading at 777.00. The strike last trading price was 157.7, which was 157.70 higher 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 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 22 Oct DLF was trading at 815.15. 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 21 Oct DLF was trading at 860.75. 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 18 Oct DLF was trading at 875.15. 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 17 Oct DLF was trading at 861.00. 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 16 Oct DLF was trading at 884.75. 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 15 Oct DLF was trading at 875.45. 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 14 Oct DLF was trading at 862.90. 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 11 Oct DLF was trading at 846.60. 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 10 Oct DLF was trading at 860.80. 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 9 Oct DLF was trading at 851.95. 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 8 Oct DLF was trading at 840.00. 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 7 Oct DLF was trading at 825.65. 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 Oct DLF was trading at 844.85. 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 Oct DLF was trading at 864.85. 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 30 Sept DLF was trading at 895.15. 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 26DEC2024 800 PE
Delta: -0.19
Vega: 0.58
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 846.95 6.6 -0.30 28.73 1,674 172 1,635
2 Dec 849.10 6.9 -5.45 30.86 2,652 285 1,476
29 Nov 822.95 12.35 -3.05 26.69 1,841 -102 1,203
28 Nov 813.85 15.4 3.25 27.77 2,289 261 1,303
27 Nov 823.70 12.15 -0.80 26.75 855 36 1,042
26 Nov 827.35 12.95 -0.80 28.32 944 190 995
25 Nov 823.30 13.75 -8.25 28.30 1,590 721 799
22 Nov 803.40 22 -17.80 27.91 565 175 253
21 Nov 773.95 39.8 -2.20 31.34 34 12 78
20 Nov 763.15 42 0.00 22.86 19 0 65
19 Nov 763.15 42 -8.50 22.86 19 -1 65
18 Nov 759.60 50.5 2.50 33.06 10 2 67
14 Nov 762.70 48 -12.50 30.43 7 5 65
13 Nov 748.55 60.5 17.30 35.46 7 0 59
12 Nov 764.85 43.2 7.25 25.71 70 34 59
11 Nov 777.50 35.95 -0.60 26.97 8 -4 25
8 Nov 786.00 36.55 10.05 29.80 14 3 26
7 Nov 803.40 26.5 5.65 28.70 21 5 22
6 Nov 828.20 20.85 -11.20 31.09 17 5 15
5 Nov 799.05 32.05 -7.30 30.89 9 4 10
4 Nov 789.90 39.35 18.10 34.62 5 -1 5
1 Nov 823.75 21.25 -1.65 27.81 2 0 5
30 Oct 826.40 22.9 0.00 - 0 0 0
29 Oct 832.45 22.9 0.00 - 0 -2 0
28 Oct 822.90 22.9 -32.10 - 14 1 6
25 Oct 777.00 55 18.60 - 2 0 5
23 Oct 805.35 36.4 1.40 - 2 1 4
22 Oct 815.15 35 15.00 - 2 0 1
21 Oct 860.75 20 0.75 - 1 0 0
18 Oct 875.15 19.25 0.00 - 0 0 0
17 Oct 861.00 19.25 0.00 - 0 0 0
16 Oct 884.75 19.25 0.00 - 0 0 0
15 Oct 875.45 19.25 0.00 - 0 0 0
14 Oct 862.90 19.25 0.00 - 0 0 0
11 Oct 846.60 19.25 0.00 - 0 0 0
10 Oct 860.80 19.25 0.00 - 0 0 0
9 Oct 851.95 19.25 0.00 - 0 0 0
8 Oct 840.00 19.25 0.00 - 0 0 0
7 Oct 825.65 19.25 0.00 - 0 0 0
4 Oct 844.85 19.25 0.00 - 0 0 0
3 Oct 864.85 19.25 0.00 - 0 0 0
30 Sept 895.15 19.25 - 0 0 0


For Dlf Limited - strike price 800 expiring on 26DEC2024

Delta for 800 PE is -0.19

Historical price for 800 PE is as follows

On 3 Dec DLF was trading at 846.95. The strike last trading price was 6.6, which was -0.30 lower than the previous day. The implied volatity was 28.73, the open interest changed by 172 which increased total open position to 1635


On 2 Dec DLF was trading at 849.10. The strike last trading price was 6.9, which was -5.45 lower than the previous day. The implied volatity was 30.86, the open interest changed by 285 which increased total open position to 1476


On 29 Nov DLF was trading at 822.95. The strike last trading price was 12.35, which was -3.05 lower than the previous day. The implied volatity was 26.69, the open interest changed by -102 which decreased total open position to 1203


On 28 Nov DLF was trading at 813.85. The strike last trading price was 15.4, which was 3.25 higher than the previous day. The implied volatity was 27.77, the open interest changed by 261 which increased total open position to 1303


On 27 Nov DLF was trading at 823.70. The strike last trading price was 12.15, which was -0.80 lower than the previous day. The implied volatity was 26.75, the open interest changed by 36 which increased total open position to 1042


On 26 Nov DLF was trading at 827.35. The strike last trading price was 12.95, which was -0.80 lower than the previous day. The implied volatity was 28.32, the open interest changed by 190 which increased total open position to 995


On 25 Nov DLF was trading at 823.30. The strike last trading price was 13.75, which was -8.25 lower than the previous day. The implied volatity was 28.30, the open interest changed by 721 which increased total open position to 799


On 22 Nov DLF was trading at 803.40. The strike last trading price was 22, which was -17.80 lower than the previous day. The implied volatity was 27.91, the open interest changed by 175 which increased total open position to 253


On 21 Nov DLF was trading at 773.95. The strike last trading price was 39.8, which was -2.20 lower than the previous day. The implied volatity was 31.34, the open interest changed by 12 which increased total open position to 78


On 20 Nov DLF was trading at 763.15. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 65


On 19 Nov DLF was trading at 763.15. The strike last trading price was 42, which was -8.50 lower than the previous day. The implied volatity was 22.86, the open interest changed by -1 which decreased total open position to 65


On 18 Nov DLF was trading at 759.60. The strike last trading price was 50.5, which was 2.50 higher than the previous day. The implied volatity was 33.06, the open interest changed by 2 which increased total open position to 67


On 14 Nov DLF was trading at 762.70. The strike last trading price was 48, which was -12.50 lower than the previous day. The implied volatity was 30.43, the open interest changed by 5 which increased total open position to 65


On 13 Nov DLF was trading at 748.55. The strike last trading price was 60.5, which was 17.30 higher than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 59


On 12 Nov DLF was trading at 764.85. The strike last trading price was 43.2, which was 7.25 higher than the previous day. The implied volatity was 25.71, the open interest changed by 34 which increased total open position to 59


On 11 Nov DLF was trading at 777.50. The strike last trading price was 35.95, which was -0.60 lower than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 25


On 8 Nov DLF was trading at 786.00. The strike last trading price was 36.55, which was 10.05 higher than the previous day. The implied volatity was 29.80, the open interest changed by 3 which increased total open position to 26


On 7 Nov DLF was trading at 803.40. The strike last trading price was 26.5, which was 5.65 higher than the previous day. The implied volatity was 28.70, the open interest changed by 5 which increased total open position to 22


On 6 Nov DLF was trading at 828.20. The strike last trading price was 20.85, which was -11.20 lower than the previous day. The implied volatity was 31.09, the open interest changed by 5 which increased total open position to 15


On 5 Nov DLF was trading at 799.05. The strike last trading price was 32.05, which was -7.30 lower than the previous day. The implied volatity was 30.89, the open interest changed by 4 which increased total open position to 10


On 4 Nov DLF was trading at 789.90. The strike last trading price was 39.35, which was 18.10 higher than the previous day. The implied volatity was 34.62, the open interest changed by -1 which decreased total open position to 5


On 1 Nov DLF was trading at 823.75. The strike last trading price was 21.25, which was -1.65 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 5


On 30 Oct DLF was trading at 826.40. The strike last trading price was 22.9, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 22.9, 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 28 Oct DLF was trading at 822.90. The strike last trading price was 22.9, which was -32.10 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 55, which was 18.60 higher 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 36.4, which was 1.40 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 35, which was 15.00 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 20, which was 0.75 higher 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 19.25, 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 19.25, 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 19.25, 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 19.25, 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 19.25, 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 19.25, 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 10 Oct DLF was trading at 860.80. The strike last trading price was 19.25, 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 9 Oct DLF was trading at 851.95. The strike last trading price was 19.25, 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 19.25, 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 19.25, 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 19.25, 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 Oct DLF was trading at 864.85. The strike last trading price was 19.25, 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 30 Sept DLF was trading at 895.15. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to