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

762.7 14.15 (1.89%)

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Historical option data for DLF

14 Nov 2024 04:10 PM IST
DLF 28NOV2024 820 CE
Delta: 0.12
Vega: 0.29
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.12

Historical price for 820 CE is as follows

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
Delta: -0.90
Vega: 0.25
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.90

Historical price for 820 PE is as follows

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