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

757 8.45 (1.13%)

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Historical option data for DLF

14 Nov 2024 09:20 AM IST
DLF 28NOV2024 800 CE
Delta: 0.18
Vega: 0.40
Theta: -0.42
Gamma: 0.01
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
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
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