DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.21
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 1.85 | 0.35 | 31.95 | 3,675 | -413 | 1,502 | |||
| 20 Nov | 763.15 | 1.5 | 0.00 | 33.35 | 1,612 | -47 | 1,916 | |||
| 19 Nov | 763.15 | 1.5 | -0.30 | 33.35 | 1,612 | -46 | 1,916 | |||
| 18 Nov | 759.60 | 1.8 | -0.60 | 32.49 | 2,117 | 163 | 1,961 | |||
| 14 Nov | 762.70 | 2.4 | 0.35 | 28.75 | 1,711 | -124 | 1,803 | |||
| 13 Nov | 748.55 | 2.05 | -1.15 | 30.86 | 3,154 | -68 | 1,945 | |||
| 12 Nov | 764.85 | 3.2 | -2.50 | 28.84 | 2,552 | 263 | 2,030 | |||
| 11 Nov | 777.50 | 5.7 | -2.80 | 27.55 | 2,207 | 385 | 1,778 | |||
| 8 Nov | 786.00 | 8.5 | -7.35 | 27.31 | 2,560 | 272 | 1,386 | |||
| 7 Nov | 803.40 | 15.85 | -12.95 | 27.02 | 3,311 | 344 | 1,115 | |||
| 6 Nov | 828.20 | 28.8 | 13.45 | 27.01 | 5,967 | -413 | 782 | |||
| 5 Nov | 799.05 | 15.35 | 0.50 | 28.10 | 2,887 | 165 | 1,197 | |||
| 4 Nov | 789.90 | 14.85 | -11.15 | 29.65 | 3,011 | 514 | 1,033 | |||
| 1 Nov | 823.75 | 26 | -0.45 | 24.13 | 169 | 2 | 519 | |||
| 31 Oct | 819.85 | 26.45 | -6.95 | - | 1,715 | 142 | 515 | |||
| 30 Oct | 826.40 | 33.4 | -2.50 | - | 446 | 2 | 368 | |||
| 29 Oct | 832.45 | 35.9 | 4.95 | - | 953 | -12 | 365 | |||
| 28 Oct | 822.90 | 30.95 | 13.25 | - | 3,334 | -2 | 378 | |||
| 25 Oct | 777.00 | 17.7 | -9.80 | - | 384 | 124 | 380 | |||
| 24 Oct | 801.40 | 27.5 | -4.25 | - | 423 | 156 | 253 | |||
| 23 Oct | 805.35 | 31.75 | -7.25 | - | 199 | 82 | 96 | |||
| 22 Oct | 815.15 | 39 | -40.40 | - | 21 | 14 | 14 | |||
| 21 Oct | 860.75 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 875.15 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 861.00 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 884.75 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 875.45 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 862.90 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 846.60 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 860.80 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 851.95 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 840.00 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 825.65 | 79.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 79.4 | 79.40 | - | 0 | 0 | 0 | |||
| 24 Sept | 917.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 909.65 | 0 | 0.00 | - | 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 820 expiring on 28NOV2024
Delta for 820 CE is 0.11
Historical price for 820 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 31.95, the open interest changed by -413 which decreased total open position to 1502
On 20 Nov DLF was trading at 763.15. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 33.35, the open interest changed by -47 which decreased total open position to 1916
On 19 Nov DLF was trading at 763.15. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 33.35, the open interest changed by -46 which decreased total open position to 1916
On 18 Nov DLF was trading at 759.60. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 32.49, the open interest changed by 163 which increased total open position to 1961
On 14 Nov DLF was trading at 762.70. The strike last trading price was 2.4, which was 0.35 higher than the previous day. The implied volatity was 28.75, the open interest changed by -124 which decreased total open position to 1803
On 13 Nov DLF was trading at 748.55. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 30.86, the open interest changed by -68 which decreased total open position to 1945
On 12 Nov DLF was trading at 764.85. The strike last trading price was 3.2, which was -2.50 lower than the previous day. The implied volatity was 28.84, the open interest changed by 263 which increased total open position to 2030
On 11 Nov DLF was trading at 777.50. The strike last trading price was 5.7, which was -2.80 lower than the previous day. The implied volatity was 27.55, the open interest changed by 385 which increased total open position to 1778
On 8 Nov DLF was trading at 786.00. The strike last trading price was 8.5, which was -7.35 lower than the previous day. The implied volatity was 27.31, the open interest changed by 272 which increased total open position to 1386
On 7 Nov DLF was trading at 803.40. The strike last trading price was 15.85, which was -12.95 lower than the previous day. The implied volatity was 27.02, the open interest changed by 344 which increased total open position to 1115
On 6 Nov DLF was trading at 828.20. The strike last trading price was 28.8, which was 13.45 higher than the previous day. The implied volatity was 27.01, the open interest changed by -413 which decreased total open position to 782
On 5 Nov DLF was trading at 799.05. The strike last trading price was 15.35, which was 0.50 higher than the previous day. The implied volatity was 28.10, the open interest changed by 165 which increased total open position to 1197
On 4 Nov DLF was trading at 789.90. The strike last trading price was 14.85, which was -11.15 lower than the previous day. The implied volatity was 29.65, the open interest changed by 514 which increased total open position to 1033
On 1 Nov DLF was trading at 823.75. The strike last trading price was 26, which was -0.45 lower than the previous day. The implied volatity was 24.13, the open interest changed by 2 which increased total open position to 519
On 31 Oct DLF was trading at 819.85. The strike last trading price was 26.45, which was -6.95 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 33.4, which was -2.50 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 35.9, which was 4.95 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 30.95, which was 13.25 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 17.7, which was -9.80 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 27.5, which was -4.25 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 31.75, which was -7.25 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 39, which was -40.40 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, which was 79.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept DLF was trading at 917.00. 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 23 Sept DLF was trading at 909.65. 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 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 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.27
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 47 | -11.90 | 39.20 | 33 | -5 | 463 |
| 20 Nov | 763.15 | 58.9 | 0.00 | 29.82 | 14 | -3 | 469 |
| 19 Nov | 763.15 | 58.9 | 0.05 | 29.82 | 14 | -2 | 469 |
| 18 Nov | 759.60 | 58.85 | 2.95 | 34.66 | 40 | -6 | 471 |
| 14 Nov | 762.70 | 55.9 | -14.20 | 26.35 | 165 | 5 | 477 |
| 13 Nov | 748.55 | 70.1 | 13.15 | 38.63 | 87 | -44 | 472 |
| 12 Nov | 764.85 | 56.95 | 12.55 | 30.96 | 117 | -3 | 527 |
| 11 Nov | 777.50 | 44.4 | 2.75 | 29.15 | 175 | -57 | 529 |
| 8 Nov | 786.00 | 41.65 | 14.20 | 30.52 | 633 | -258 | 587 |
| 7 Nov | 803.40 | 27.45 | 11.85 | 27.68 | 2,439 | 248 | 839 |
| 6 Nov | 828.20 | 15.6 | -17.50 | 26.66 | 2,241 | 102 | 613 |
| 5 Nov | 799.05 | 33.1 | -6.85 | 29.58 | 399 | -105 | 513 |
| 4 Nov | 789.90 | 39.95 | 16.95 | 33.37 | 1,322 | -67 | 619 |
| 1 Nov | 823.75 | 23 | 0.50 | 30.65 | 169 | -29 | 686 |
| 31 Oct | 819.85 | 22.5 | 1.60 | - | 1,414 | 182 | 708 |
| 30 Oct | 826.40 | 20.9 | 2.85 | - | 749 | 95 | 518 |
| 29 Oct | 832.45 | 18.05 | -3.15 | - | 712 | 6 | 423 |
| 28 Oct | 822.90 | 21.2 | -32.25 | - | 1,794 | 258 | 417 |
| 25 Oct | 777.00 | 53.45 | 16.75 | - | 57 | 9 | 159 |
| 24 Oct | 801.40 | 36.7 | -2.35 | - | 117 | 62 | 142 |
| 23 Oct | 805.35 | 39.05 | 3.65 | - | 69 | 22 | 81 |
| 22 Oct | 815.15 | 35.4 | 19.10 | - | 68 | 47 | 59 |
| 21 Oct | 860.75 | 16.3 | 1.00 | - | 5 | 1 | 10 |
| 18 Oct | 875.15 | 15.3 | 0.00 | - | 0 | 2 | 0 |
| 17 Oct | 861.00 | 15.3 | -0.25 | - | 7 | 1 | 8 |
| 16 Oct | 884.75 | 15.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 875.45 | 15.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 862.90 | 15.55 | -1.15 | - | 2 | 0 | 7 |
| 11 Oct | 846.60 | 16.7 | 4.50 | - | 2 | 0 | 7 |
| 10 Oct | 860.80 | 12.2 | -9.90 | - | 5 | 2 | 8 |
| 9 Oct | 851.95 | 22.1 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 840.00 | 22.1 | -2.90 | - | 1 | 0 | 5 |
| 7 Oct | 825.65 | 25 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 844.85 | 25 | 17.00 | - | 1 | 0 | 4 |
| 24 Sept | 917.00 | 8 | -44.75 | - | 4 | 2 | 2 |
| 23 Sept | 909.65 | 52.75 | 52.75 | - | 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 820 expiring on 28NOV2024
Delta for 820 PE is -0.84
Historical price for 820 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 47, which was -11.90 lower than the previous day. The implied volatity was 39.20, the open interest changed by -5 which decreased total open position to 463
On 20 Nov DLF was trading at 763.15. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by -3 which decreased total open position to 469
On 19 Nov DLF was trading at 763.15. The strike last trading price was 58.9, which was 0.05 higher than the previous day. The implied volatity was 29.82, the open interest changed by -2 which decreased total open position to 469
On 18 Nov DLF was trading at 759.60. The strike last trading price was 58.85, which was 2.95 higher than the previous day. The implied volatity was 34.66, the open interest changed by -6 which decreased total open position to 471
On 14 Nov DLF was trading at 762.70. The strike last trading price was 55.9, which was -14.20 lower than the previous day. The implied volatity was 26.35, the open interest changed by 5 which increased total open position to 477
On 13 Nov DLF was trading at 748.55. The strike last trading price was 70.1, which was 13.15 higher than the previous day. The implied volatity was 38.63, the open interest changed by -44 which decreased total open position to 472
On 12 Nov DLF was trading at 764.85. The strike last trading price was 56.95, which was 12.55 higher than the previous day. The implied volatity was 30.96, the open interest changed by -3 which decreased total open position to 527
On 11 Nov DLF was trading at 777.50. The strike last trading price was 44.4, which was 2.75 higher than the previous day. The implied volatity was 29.15, the open interest changed by -57 which decreased total open position to 529
On 8 Nov DLF was trading at 786.00. The strike last trading price was 41.65, which was 14.20 higher than the previous day. The implied volatity was 30.52, the open interest changed by -258 which decreased total open position to 587
On 7 Nov DLF was trading at 803.40. The strike last trading price was 27.45, which was 11.85 higher than the previous day. The implied volatity was 27.68, the open interest changed by 248 which increased total open position to 839
On 6 Nov DLF was trading at 828.20. The strike last trading price was 15.6, which was -17.50 lower than the previous day. The implied volatity was 26.66, the open interest changed by 102 which increased total open position to 613
On 5 Nov DLF was trading at 799.05. The strike last trading price was 33.1, which was -6.85 lower than the previous day. The implied volatity was 29.58, the open interest changed by -105 which decreased total open position to 513
On 4 Nov DLF was trading at 789.90. The strike last trading price was 39.95, which was 16.95 higher than the previous day. The implied volatity was 33.37, the open interest changed by -67 which decreased total open position to 619
On 1 Nov DLF was trading at 823.75. The strike last trading price was 23, which was 0.50 higher than the previous day. The implied volatity was 30.65, the open interest changed by -29 which decreased total open position to 686
On 31 Oct DLF was trading at 819.85. The strike last trading price was 22.5, which was 1.60 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 20.9, which was 2.85 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 18.05, which was -3.15 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 21.2, which was -32.25 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 53.45, which was 16.75 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 36.7, 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 23 Oct DLF was trading at 805.35. The strike last trading price was 39.05, which was 3.65 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 35.4, which was 19.10 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 16.3, which was 1.00 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 15.3, 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 15.3, which was -0.25 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 15.55, 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 15.55, 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 15.55, which was -1.15 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 16.7, which was 4.50 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 12.2, which was -9.90 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 22.1, 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 22.1, which was -2.90 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 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 25, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept DLF was trading at 917.00. The strike last trading price was 8, which was -44.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept DLF was trading at 909.65. The strike last trading price was 52.75, which was 52.75 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
