DLF
Dlf Limited
Historical option data for DLF
14 Nov 2024 09:20 AM IST
| DLF 28NOV2024 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.40
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 756.90 | 4.05 | 0.60 | 27.87 | 130 | -4 | 3,191 | |||
| 13 Nov | 748.55 | 3.45 | -2.40 | 28.19 | 6,203 | 801 | 3,198 | |||
| 12 Nov | 764.85 | 5.85 | -4.75 | 27.13 | 4,746 | 584 | 2,435 | |||
| 11 Nov | 777.50 | 10.6 | -4.30 | 26.85 | 4,260 | 367 | 1,848 | |||
| 8 Nov | 786.00 | 14.9 | -10.90 | 27.13 | 4,036 | 645 | 1,533 | |||
| 7 Nov | 803.40 | 25.8 | -17.40 | 27.59 | 3,037 | -698 | 891 | |||
| 6 Nov | 828.20 | 43.2 | 19.00 | 29.20 | 4,874 | 248 | 1,590 | |||
| 5 Nov | 799.05 | 24.2 | 0.95 | 28.24 | 4,980 | 204 | 1,350 | |||
| 4 Nov | 789.90 | 23.25 | -15.20 | 30.08 | 4,128 | 694 | 1,193 | |||
| 1 Nov | 823.75 | 38.45 | -0.80 | 24.21 | 63 | -6 | 476 | |||
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| 31 Oct | 819.85 | 39.25 | -6.80 | - | 478 | 80 | 482 | |||
| 30 Oct | 826.40 | 46.05 | -3.50 | - | 378 | -42 | 408 | |||
| 29 Oct | 832.45 | 49.55 | 6.05 | - | 490 | 12 | 431 | |||
| 28 Oct | 822.90 | 43.5 | 18.05 | - | 2,721 | -172 | 418 | |||
| 25 Oct | 777.00 | 25.45 | -12.50 | - | 1,420 | 452 | 590 | |||
| 24 Oct | 801.40 | 37.95 | -3.30 | - | 169 | 71 | 137 | |||
| 23 Oct | 805.35 | 41.25 | -8.60 | - | 143 | 56 | 67 | |||
| 22 Oct | 815.15 | 49.85 | -27.10 | - | 17 | 9 | 10 | |||
| 21 Oct | 860.75 | 76.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 875.15 | 76.95 | 0.00 | - | 0 | 1 | 0 | |||
| 17 Oct | 861.00 | 76.95 | -13.25 | - | 1 | 0 | 0 | |||
| 16 Oct | 884.75 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 875.45 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 862.90 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 846.60 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 860.80 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 851.95 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 840.00 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 825.65 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 90.2 | 90.20 | - | 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 800 expiring on 28NOV2024
Delta for 800 CE is 0.18
Historical price for 800 CE is as follows
On 14 Nov DLF was trading at 756.90. The strike last trading price was 4.05, which was 0.60 higher than the previous day. The implied volatity was 27.87, the open interest changed by -4 which decreased total open position to 3191
On 13 Nov DLF was trading at 748.55. The strike last trading price was 3.45, which was -2.40 lower than the previous day. The implied volatity was 28.19, the open interest changed by 801 which increased total open position to 3198
On 12 Nov DLF was trading at 764.85. The strike last trading price was 5.85, which was -4.75 lower than the previous day. The implied volatity was 27.13, the open interest changed by 584 which increased total open position to 2435
On 11 Nov DLF was trading at 777.50. The strike last trading price was 10.6, which was -4.30 lower than the previous day. The implied volatity was 26.85, the open interest changed by 367 which increased total open position to 1848
On 8 Nov DLF was trading at 786.00. The strike last trading price was 14.9, which was -10.90 lower than the previous day. The implied volatity was 27.13, the open interest changed by 645 which increased total open position to 1533
On 7 Nov DLF was trading at 803.40. The strike last trading price was 25.8, which was -17.40 lower than the previous day. The implied volatity was 27.59, the open interest changed by -698 which decreased total open position to 891
On 6 Nov DLF was trading at 828.20. The strike last trading price was 43.2, which was 19.00 higher than the previous day. The implied volatity was 29.20, the open interest changed by 248 which increased total open position to 1590
On 5 Nov DLF was trading at 799.05. The strike last trading price was 24.2, which was 0.95 higher than the previous day. The implied volatity was 28.24, the open interest changed by 204 which increased total open position to 1350
On 4 Nov DLF was trading at 789.90. The strike last trading price was 23.25, which was -15.20 lower than the previous day. The implied volatity was 30.08, the open interest changed by 694 which increased total open position to 1193
On 1 Nov DLF was trading at 823.75. The strike last trading price was 38.45, which was -0.80 lower than the previous day. The implied volatity was 24.21, the open interest changed by -6 which decreased total open position to 476
On 31 Oct DLF was trading at 819.85. The strike last trading price was 39.25, which was -6.80 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 46.05, which was -3.50 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 49.55, which was 6.05 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 43.5, which was 18.05 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 25.45, which was -12.50 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 37.95, which was -3.30 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 41.25, which was -8.60 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 49.85, which was -27.10 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 76.95, 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 76.95, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 76.95, which was -13.25 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 90.2, 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 90.2, 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 90.2, 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 90.2, 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 90.2, 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 90.2, 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 90.2, 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 90.2, 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 90.2, which was 90.20 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 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.45
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 756.90 | 46.9 | -4.10 | 34.07 | 12 | -5 | 1,310 |
| 13 Nov | 748.55 | 51 | 9.10 | 32.82 | 459 | -121 | 1,315 |
| 12 Nov | 764.85 | 41.9 | 11.95 | 32.93 | 821 | -125 | 1,489 |
| 11 Nov | 777.50 | 29.95 | 1.95 | 29.02 | 997 | -110 | 1,618 |
| 8 Nov | 786.00 | 28 | 10.25 | 29.73 | 3,815 | 255 | 1,720 |
| 7 Nov | 803.40 | 17.75 | 7.85 | 28.57 | 2,716 | 96 | 1,433 |
| 6 Nov | 828.20 | 9.9 | -12.10 | 28.47 | 3,152 | -104 | 1,339 |
| 5 Nov | 799.05 | 22 | -6.05 | 29.59 | 1,787 | -72 | 1,447 |
| 4 Nov | 789.90 | 28.05 | 12.10 | 33.09 | 5,023 | 396 | 1,518 |
| 1 Nov | 823.75 | 15.95 | 0.85 | 31.95 | 102 | 14 | 1,120 |
| 31 Oct | 819.85 | 15.1 | 1.10 | - | 1,357 | 94 | 1,109 |
| 30 Oct | 826.40 | 14 | 1.90 | - | 856 | 155 | 1,015 |
| 29 Oct | 832.45 | 12.1 | -2.35 | - | 948 | 27 | 859 |
| 28 Oct | 822.90 | 14.45 | -28.50 | - | 2,186 | 418 | 832 |
| 25 Oct | 777.00 | 42.95 | 15.95 | - | 751 | 48 | 414 |
| 24 Oct | 801.40 | 27 | -1.95 | - | 401 | 97 | 365 |
| 23 Oct | 805.35 | 28.95 | 3.05 | - | 446 | 83 | 269 |
| 22 Oct | 815.15 | 25.9 | 14.40 | - | 382 | 42 | 183 |
| 21 Oct | 860.75 | 11.5 | 3.95 | - | 60 | 33 | 140 |
| 18 Oct | 875.15 | 7.55 | -3.20 | - | 25 | 0 | 107 |
| 17 Oct | 861.00 | 10.75 | 5.40 | - | 71 | 43 | 107 |
| 16 Oct | 884.75 | 5.35 | -1.05 | - | 37 | 10 | 63 |
| 15 Oct | 875.45 | 6.4 | -2.30 | - | 25 | -1 | 54 |
| 14 Oct | 862.90 | 8.7 | -2.55 | - | 25 | 7 | 55 |
| 11 Oct | 846.60 | 11.25 | 1.95 | - | 12 | 4 | 48 |
| 10 Oct | 860.80 | 9.3 | -1.20 | - | 18 | 3 | 44 |
| 9 Oct | 851.95 | 10.5 | -5.65 | - | 10 | 5 | 40 |
| 8 Oct | 840.00 | 16.15 | -3.25 | - | 8 | -1 | 35 |
| 7 Oct | 825.65 | 19.4 | 2.45 | - | 43 | 19 | 36 |
| 4 Oct | 844.85 | 16.95 | -26.95 | - | 23 | 12 | 12 |
| 6 Sept | 814.25 | 43.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 841.65 | 43.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 850.35 | 43.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 847.60 | 43.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 848.25 | 43.9 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 800 expiring on 28NOV2024
Delta for 800 PE is -0.77
Historical price for 800 PE is as follows
On 14 Nov DLF was trading at 756.90. The strike last trading price was 46.9, which was -4.10 lower than the previous day. The implied volatity was 34.07, the open interest changed by -5 which decreased total open position to 1310
On 13 Nov DLF was trading at 748.55. The strike last trading price was 51, which was 9.10 higher than the previous day. The implied volatity was 32.82, the open interest changed by -121 which decreased total open position to 1315
On 12 Nov DLF was trading at 764.85. The strike last trading price was 41.9, which was 11.95 higher than the previous day. The implied volatity was 32.93, the open interest changed by -125 which decreased total open position to 1489
On 11 Nov DLF was trading at 777.50. The strike last trading price was 29.95, which was 1.95 higher than the previous day. The implied volatity was 29.02, the open interest changed by -110 which decreased total open position to 1618
On 8 Nov DLF was trading at 786.00. The strike last trading price was 28, which was 10.25 higher than the previous day. The implied volatity was 29.73, the open interest changed by 255 which increased total open position to 1720
On 7 Nov DLF was trading at 803.40. The strike last trading price was 17.75, which was 7.85 higher than the previous day. The implied volatity was 28.57, the open interest changed by 96 which increased total open position to 1433
On 6 Nov DLF was trading at 828.20. The strike last trading price was 9.9, which was -12.10 lower than the previous day. The implied volatity was 28.47, the open interest changed by -104 which decreased total open position to 1339
On 5 Nov DLF was trading at 799.05. The strike last trading price was 22, which was -6.05 lower than the previous day. The implied volatity was 29.59, the open interest changed by -72 which decreased total open position to 1447
On 4 Nov DLF was trading at 789.90. The strike last trading price was 28.05, which was 12.10 higher than the previous day. The implied volatity was 33.09, the open interest changed by 396 which increased total open position to 1518
On 1 Nov DLF was trading at 823.75. The strike last trading price was 15.95, which was 0.85 higher than the previous day. The implied volatity was 31.95, the open interest changed by 14 which increased total open position to 1120
On 31 Oct DLF was trading at 819.85. The strike last trading price was 15.1, which was 1.10 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 14, which was 1.90 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 12.1, which was -2.35 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 14.45, which was -28.50 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 42.95, which was 15.95 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 27, which was -1.95 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 28.95, which was 3.05 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 25.9, which was 14.40 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 11.5, which was 3.95 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 7.55, which was -3.20 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 10.75, which was 5.40 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 -1.05 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 6.4, which was -2.30 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 8.7, which was -2.55 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 11.25, 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 10 Oct DLF was trading at 860.80. The strike last trading price was 9.3, 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 9 Oct DLF was trading at 851.95. The strike last trading price was 10.5, which was -5.65 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 16.15, which was -3.25 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 19.4, which was 2.45 higher 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 16.95, which was -26.95 lower 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 43.9, 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 5 Sept DLF was trading at 841.65. The strike last trading price was 43.9, 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 4 Sept DLF was trading at 850.35. The strike last trading price was 43.9, 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 3 Sept DLF was trading at 847.60. The strike last trading price was 43.9, 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 2 Sept DLF was trading at 848.25. The strike last trading price was 43.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
