DLF
Dlf Limited
Historical option data for DLF
03 Dec 2024 04:10 PM IST
DLF 26DEC2024 800 CE | ||||||||||
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Delta: 0.81
Vega: 0.58
Theta: -0.54
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.19
Vega: 0.58
Theta: -0.31
Gamma: 0.00
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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