DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.25
Theta: -0.43
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 875.75 | 68.5 | 8.35 | 27.76 | 12 | -2 | 361 | |||
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| 10 Dec | 868.40 | 60.15 | 0.00 | 0.00 | 0 | -31 | 0 | |||
| 9 Dec | 862.70 | 60.15 | 6.45 | 28.27 | 182 | -31 | 363 | |||
| 6 Dec | 856.85 | 53.7 | 2.90 | 28.02 | 94 | 2 | 391 | |||
| 5 Dec | 850.25 | 50.8 | 1.90 | 24.86 | 56 | -17 | 389 | |||
| 4 Dec | 847.95 | 48.9 | -1.15 | 27.70 | 32 | 1 | 406 | |||
| 3 Dec | 846.95 | 50.05 | -3.20 | 30.69 | 110 | 30 | 405 | |||
| 2 Dec | 849.10 | 53.25 | 21.30 | 26.73 | 373 | -2 | 373 | |||
| 29 Nov | 822.95 | 31.95 | 2.00 | 24.71 | 817 | -60 | 377 | |||
| 28 Nov | 813.85 | 29.95 | -5.25 | 26.51 | 790 | 118 | 435 | |||
| 27 Nov | 823.70 | 35.2 | -0.85 | 25.91 | 241 | 35 | 317 | |||
| 26 Nov | 827.35 | 36.05 | -1.30 | 24.29 | 60 | -4 | 284 | |||
| 25 Nov | 823.30 | 37.35 | 11.35 | 26.48 | 401 | 260 | 288 | |||
| 22 Nov | 803.40 | 26 | 10.25 | 26.08 | 527 | 255 | 283 | |||
| 21 Nov | 773.95 | 15.75 | 3.35 | 27.97 | 19 | 5 | 26 | |||
| 20 Nov | 763.15 | 12.4 | 0.00 | 28.83 | 16 | 13 | 20 | |||
| 19 Nov | 763.15 | 12.4 | -3.10 | 28.83 | 16 | 12 | 20 | |||
| 18 Nov | 759.60 | 15.5 | -20.40 | 31.53 | 8 | 5 | 6 | |||
| 14 Nov | 762.70 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 748.55 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 764.85 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 777.50 | 35.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 786.00 | 35.9 | -7.10 | 37.56 | 2 | 1 | 1 | |||
| 7 Nov | 803.40 | 43 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 828.20 | 43 | -18.30 | 21.42 | 2 | 1 | 1 | |||
| 5 Nov | 799.05 | 61.3 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 4 Nov | 789.90 | 61.3 | 0.64 | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 810 expiring on 26DEC2024
Delta for 810 CE is 0.93
Historical price for 810 CE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 68.5, which was 8.35 higher than the previous day. The implied volatity was 27.76, the open interest changed by -2 which decreased total open position to 361
On 10 Dec DLF was trading at 868.40. The strike last trading price was 60.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -31 which decreased total open position to 0
On 9 Dec DLF was trading at 862.70. The strike last trading price was 60.15, which was 6.45 higher than the previous day. The implied volatity was 28.27, the open interest changed by -31 which decreased total open position to 363
On 6 Dec DLF was trading at 856.85. The strike last trading price was 53.7, which was 2.90 higher than the previous day. The implied volatity was 28.02, the open interest changed by 2 which increased total open position to 391
On 5 Dec DLF was trading at 850.25. The strike last trading price was 50.8, which was 1.90 higher than the previous day. The implied volatity was 24.86, the open interest changed by -17 which decreased total open position to 389
On 4 Dec DLF was trading at 847.95. The strike last trading price was 48.9, which was -1.15 lower than the previous day. The implied volatity was 27.70, the open interest changed by 1 which increased total open position to 406
On 3 Dec DLF was trading at 846.95. The strike last trading price was 50.05, which was -3.20 lower than the previous day. The implied volatity was 30.69, the open interest changed by 30 which increased total open position to 405
On 2 Dec DLF was trading at 849.10. The strike last trading price was 53.25, which was 21.30 higher than the previous day. The implied volatity was 26.73, the open interest changed by -2 which decreased total open position to 373
On 29 Nov DLF was trading at 822.95. The strike last trading price was 31.95, which was 2.00 higher than the previous day. The implied volatity was 24.71, the open interest changed by -60 which decreased total open position to 377
On 28 Nov DLF was trading at 813.85. The strike last trading price was 29.95, which was -5.25 lower than the previous day. The implied volatity was 26.51, the open interest changed by 118 which increased total open position to 435
On 27 Nov DLF was trading at 823.70. The strike last trading price was 35.2, which was -0.85 lower than the previous day. The implied volatity was 25.91, the open interest changed by 35 which increased total open position to 317
On 26 Nov DLF was trading at 827.35. The strike last trading price was 36.05, which was -1.30 lower than the previous day. The implied volatity was 24.29, the open interest changed by -4 which decreased total open position to 284
On 25 Nov DLF was trading at 823.30. The strike last trading price was 37.35, which was 11.35 higher than the previous day. The implied volatity was 26.48, the open interest changed by 260 which increased total open position to 288
On 22 Nov DLF was trading at 803.40. The strike last trading price was 26, which was 10.25 higher than the previous day. The implied volatity was 26.08, the open interest changed by 255 which increased total open position to 283
On 21 Nov DLF was trading at 773.95. The strike last trading price was 15.75, which was 3.35 higher than the previous day. The implied volatity was 27.97, the open interest changed by 5 which increased total open position to 26
On 20 Nov DLF was trading at 763.15. The strike last trading price was 12.4, which was 0.00 lower than the previous day. The implied volatity was 28.83, the open interest changed by 13 which increased total open position to 20
On 19 Nov DLF was trading at 763.15. The strike last trading price was 12.4, which was -3.10 lower than the previous day. The implied volatity was 28.83, the open interest changed by 12 which increased total open position to 20
On 18 Nov DLF was trading at 759.60. The strike last trading price was 15.5, which was -20.40 lower than the previous day. The implied volatity was 31.53, the open interest changed by 5 which increased total open position to 6
On 14 Nov DLF was trading at 762.70. The strike last trading price was 35.9, 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 35.9, 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 35.9, 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 35.9, 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 8 Nov DLF was trading at 786.00. The strike last trading price was 35.9, which was -7.10 lower than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 1
On 7 Nov DLF was trading at 803.40. The strike last trading price was 43, 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 6 Nov DLF was trading at 828.20. The strike last trading price was 43, which was -18.30 lower than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 1
On 5 Nov DLF was trading at 799.05. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 61.3, which was lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.27
Theta: -0.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 875.75 | 2.05 | -0.70 | 29.18 | 962 | -80 | 624 |
| 10 Dec | 868.40 | 2.75 | -0.90 | 28.87 | 491 | -32 | 699 |
| 9 Dec | 862.70 | 3.65 | -1.45 | 28.94 | 1,811 | -43 | 738 |
| 6 Dec | 856.85 | 5.1 | -1.45 | 27.00 | 1,040 | 79 | 781 |
| 5 Dec | 850.25 | 6.55 | -1.20 | 28.37 | 946 | 39 | 702 |
| 4 Dec | 847.95 | 7.75 | -0.90 | 28.05 | 588 | 77 | 663 |
| 3 Dec | 846.95 | 8.65 | 0.05 | 28.28 | 870 | 136 | 585 |
| 2 Dec | 849.10 | 8.6 | -6.85 | 30.02 | 1,075 | 42 | 446 |
| 29 Nov | 822.95 | 15.45 | -3.75 | 26.47 | 1,011 | 40 | 403 |
| 28 Nov | 813.85 | 19.2 | 3.65 | 27.46 | 1,268 | 105 | 363 |
| 27 Nov | 823.70 | 15.55 | -0.95 | 26.62 | 276 | 58 | 257 |
| 26 Nov | 827.35 | 16.5 | -0.50 | 28.41 | 175 | -2 | 199 |
| 25 Nov | 823.30 | 17 | -9.00 | 27.93 | 476 | 194 | 198 |
| 22 Nov | 803.40 | 26 | -14.70 | 27.11 | 104 | 51 | 55 |
| 21 Nov | 773.95 | 40.7 | -3.30 | 25.52 | 1 | 0 | 3 |
| 20 Nov | 763.15 | 44 | 0.00 | 13.43 | 3 | 3 | 2 |
| 19 Nov | 763.15 | 44 | 1.55 | 13.43 | 3 | 2 | 2 |
| 18 Nov | 759.60 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 762.70 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 748.55 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 764.85 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 777.50 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 786.00 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 803.40 | 42.45 | 0.00 | 0.59 | 0 | 0 | 0 |
| 6 Nov | 828.20 | 42.45 | 0.00 | 2.93 | 0 | 0 | 0 |
| 5 Nov | 799.05 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 789.90 | 42.45 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -0.08
Historical price for 810 PE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 29.18, the open interest changed by -80 which decreased total open position to 624
On 10 Dec DLF was trading at 868.40. The strike last trading price was 2.75, which was -0.90 lower than the previous day. The implied volatity was 28.87, the open interest changed by -32 which decreased total open position to 699
On 9 Dec DLF was trading at 862.70. The strike last trading price was 3.65, which was -1.45 lower than the previous day. The implied volatity was 28.94, the open interest changed by -43 which decreased total open position to 738
On 6 Dec DLF was trading at 856.85. The strike last trading price was 5.1, which was -1.45 lower than the previous day. The implied volatity was 27.00, the open interest changed by 79 which increased total open position to 781
On 5 Dec DLF was trading at 850.25. The strike last trading price was 6.55, which was -1.20 lower than the previous day. The implied volatity was 28.37, the open interest changed by 39 which increased total open position to 702
On 4 Dec DLF was trading at 847.95. The strike last trading price was 7.75, which was -0.90 lower than the previous day. The implied volatity was 28.05, the open interest changed by 77 which increased total open position to 663
On 3 Dec DLF was trading at 846.95. The strike last trading price was 8.65, which was 0.05 higher than the previous day. The implied volatity was 28.28, the open interest changed by 136 which increased total open position to 585
On 2 Dec DLF was trading at 849.10. The strike last trading price was 8.6, which was -6.85 lower than the previous day. The implied volatity was 30.02, the open interest changed by 42 which increased total open position to 446
On 29 Nov DLF was trading at 822.95. The strike last trading price was 15.45, which was -3.75 lower than the previous day. The implied volatity was 26.47, the open interest changed by 40 which increased total open position to 403
On 28 Nov DLF was trading at 813.85. The strike last trading price was 19.2, which was 3.65 higher than the previous day. The implied volatity was 27.46, the open interest changed by 105 which increased total open position to 363
On 27 Nov DLF was trading at 823.70. The strike last trading price was 15.55, which was -0.95 lower than the previous day. The implied volatity was 26.62, the open interest changed by 58 which increased total open position to 257
On 26 Nov DLF was trading at 827.35. The strike last trading price was 16.5, which was -0.50 lower than the previous day. The implied volatity was 28.41, the open interest changed by -2 which decreased total open position to 199
On 25 Nov DLF was trading at 823.30. The strike last trading price was 17, which was -9.00 lower than the previous day. The implied volatity was 27.93, the open interest changed by 194 which increased total open position to 198
On 22 Nov DLF was trading at 803.40. The strike last trading price was 26, which was -14.70 lower than the previous day. The implied volatity was 27.11, the open interest changed by 51 which increased total open position to 55
On 21 Nov DLF was trading at 773.95. The strike last trading price was 40.7, which was -3.30 lower than the previous day. The implied volatity was 25.52, the open interest changed by 0 which decreased total open position to 3
On 20 Nov DLF was trading at 763.15. The strike last trading price was 44, which was 0.00 lower than the previous day. The implied volatity was 13.43, the open interest changed by 3 which increased total open position to 2
On 19 Nov DLF was trading at 763.15. The strike last trading price was 44, which was 1.55 higher than the previous day. The implied volatity was 13.43, the open interest changed by 2 which increased total open position to 2
On 18 Nov DLF was trading at 759.60. The strike last trading price was 42.45, 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 14 Nov DLF was trading at 762.70. The strike last trading price was 42.45, 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 13 Nov DLF was trading at 748.55. The strike last trading price was 42.45, 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 12 Nov DLF was trading at 764.85. The strike last trading price was 42.45, 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 11 Nov DLF was trading at 777.50. The strike last trading price was 42.45, 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 8 Nov DLF was trading at 786.00. The strike last trading price was 42.45, 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 42.45, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 42.45, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 42.45, 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 42.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
