DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.16
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 1.25 | 0.20 | 33.46 | 1,957 | -72 | 1,643 | |||
| 20 Nov | 763.15 | 1.05 | 0.00 | 34.54 | 1,080 | -11 | 1,713 | |||
| 19 Nov | 763.15 | 1.05 | -0.30 | 34.54 | 1,080 | -13 | 1,713 | |||
| 18 Nov | 759.60 | 1.35 | -0.45 | 34.04 | 1,515 | 43 | 1,712 | |||
| 14 Nov | 762.70 | 1.8 | 0.10 | 29.96 | 972 | 18 | 1,669 | |||
| 13 Nov | 748.55 | 1.7 | -0.80 | 32.59 | 1,799 | -81 | 1,656 | |||
| 12 Nov | 764.85 | 2.5 | -1.65 | 30.11 | 1,918 | -85 | 1,771 | |||
| 11 Nov | 777.50 | 4.15 | -2.35 | 28.04 | 1,517 | 234 | 1,858 | |||
| 8 Nov | 786.00 | 6.5 | -5.65 | 27.85 | 1,818 | 237 | 1,653 | |||
| 7 Nov | 803.40 | 12.15 | -10.60 | 26.96 | 2,450 | 109 | 1,429 | |||
| 6 Nov | 828.20 | 22.75 | 10.90 | 26.22 | 4,168 | -101 | 1,344 | |||
| 5 Nov | 799.05 | 11.85 | 0.10 | 27.93 | 1,997 | 11 | 1,441 | |||
| 4 Nov | 789.90 | 11.75 | -9.25 | 29.70 | 2,329 | 341 | 1,418 | |||
| 1 Nov | 823.75 | 21 | -0.55 | 24.25 | 373 | 104 | 1,079 | |||
| 31 Oct | 819.85 | 21.55 | -6.20 | - | 2,041 | 508 | 913 | |||
| 30 Oct | 826.40 | 27.75 | -2.45 | - | 1,005 | 20 | 405 | |||
| 29 Oct | 832.45 | 30.2 | 4.65 | - | 1,175 | 54 | 389 | |||
| 28 Oct | 822.90 | 25.55 | 8.80 | - | 2,169 | 192 | 340 | |||
| 25 Oct | 777.00 | 16.75 | -5.80 | - | 235 | 14 | 148 | |||
| 24 Oct | 801.40 | 22.55 | -4.95 | - | 165 | 43 | 131 | |||
| 23 Oct | 805.35 | 27.5 | -6.00 | - | 108 | 48 | 88 | |||
| 22 Oct | 815.15 | 33.5 | -90.20 | - | 71 | 35 | 35 | |||
| 21 Oct | 860.75 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 875.15 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 861.00 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 884.75 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 875.45 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 862.90 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 846.60 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 860.80 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 851.95 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 840.00 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 825.65 | 123.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 123.7 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 830 expiring on 28NOV2024
Delta for 830 CE is 0.08
Historical price for 830 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was 33.46, the open interest changed by -72 which decreased total open position to 1643
On 20 Nov DLF was trading at 763.15. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 34.54, the open interest changed by -11 which decreased total open position to 1713
On 19 Nov DLF was trading at 763.15. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 34.54, the open interest changed by -13 which decreased total open position to 1713
On 18 Nov DLF was trading at 759.60. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 34.04, the open interest changed by 43 which increased total open position to 1712
On 14 Nov DLF was trading at 762.70. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 29.96, the open interest changed by 18 which increased total open position to 1669
On 13 Nov DLF was trading at 748.55. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 32.59, the open interest changed by -81 which decreased total open position to 1656
On 12 Nov DLF was trading at 764.85. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 30.11, the open interest changed by -85 which decreased total open position to 1771
On 11 Nov DLF was trading at 777.50. The strike last trading price was 4.15, which was -2.35 lower than the previous day. The implied volatity was 28.04, the open interest changed by 234 which increased total open position to 1858
On 8 Nov DLF was trading at 786.00. The strike last trading price was 6.5, which was -5.65 lower than the previous day. The implied volatity was 27.85, the open interest changed by 237 which increased total open position to 1653
On 7 Nov DLF was trading at 803.40. The strike last trading price was 12.15, which was -10.60 lower than the previous day. The implied volatity was 26.96, the open interest changed by 109 which increased total open position to 1429
On 6 Nov DLF was trading at 828.20. The strike last trading price was 22.75, which was 10.90 higher than the previous day. The implied volatity was 26.22, the open interest changed by -101 which decreased total open position to 1344
On 5 Nov DLF was trading at 799.05. The strike last trading price was 11.85, which was 0.10 higher than the previous day. The implied volatity was 27.93, the open interest changed by 11 which increased total open position to 1441
On 4 Nov DLF was trading at 789.90. The strike last trading price was 11.75, which was -9.25 lower than the previous day. The implied volatity was 29.70, the open interest changed by 341 which increased total open position to 1418
On 1 Nov DLF was trading at 823.75. The strike last trading price was 21, which was -0.55 lower than the previous day. The implied volatity was 24.25, the open interest changed by 104 which increased total open position to 1079
On 31 Oct DLF was trading at 819.85. The strike last trading price was 21.55, which was -6.20 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 27.75, which was -2.45 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 30.2, which was 4.65 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 25.55, which was 8.80 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 16.75, which was -5.80 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 22.55, which was -4.95 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 27.5, which was -6.00 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 33.5, which was -90.20 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, 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 123.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.24
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 56.8 | -4.05 | 44.00 | 63 | -22 | 214 |
| 20 Nov | 763.15 | 60.85 | 0.00 | - | 43 | -28 | 237 |
| 19 Nov | 763.15 | 60.85 | -9.20 | - | 43 | -27 | 237 |
| 18 Nov | 759.60 | 70.05 | 5.05 | 43.76 | 47 | -16 | 265 |
| 14 Nov | 762.70 | 65 | -15.10 | 25.45 | 129 | -20 | 280 |
| 13 Nov | 748.55 | 80.1 | 13.00 | 42.41 | 47 | -12 | 301 |
| 12 Nov | 764.85 | 67.1 | 13.05 | 35.09 | 46 | -13 | 322 |
| 11 Nov | 777.50 | 54.05 | 4.90 | 32.56 | 114 | -25 | 335 |
| 8 Nov | 786.00 | 49.15 | 15.15 | 30.64 | 156 | -28 | 359 |
| 7 Nov | 803.40 | 34 | 14.35 | 28.09 | 741 | -63 | 387 |
| 6 Nov | 828.20 | 19.65 | -20.10 | 26.08 | 957 | 107 | 445 |
| 5 Nov | 799.05 | 39.75 | -6.90 | 29.79 | 241 | -42 | 339 |
| 4 Nov | 789.90 | 46.65 | 18.05 | 33.44 | 392 | -73 | 380 |
| 1 Nov | 823.75 | 28.6 | 1.40 | 31.42 | 74 | 7 | 453 |
| 31 Oct | 819.85 | 27.2 | 2.10 | - | 822 | 81 | 448 |
| 30 Oct | 826.40 | 25.1 | 3.05 | - | 757 | 65 | 367 |
| 29 Oct | 832.45 | 22.05 | -3.95 | - | 643 | 86 | 302 |
| 28 Oct | 822.90 | 26 | -36.00 | - | 1,001 | 180 | 219 |
| 25 Oct | 777.00 | 62 | 19.75 | - | 18 | -11 | 39 |
| 24 Oct | 801.40 | 42.25 | -2.00 | - | 27 | 13 | 51 |
| 23 Oct | 805.35 | 44.25 | 7.00 | - | 46 | 22 | 38 |
| 22 Oct | 815.15 | 37.25 | 18.00 | - | 18 | 5 | 15 |
| 21 Oct | 860.75 | 19.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 875.15 | 19.25 | 0.00 | - | 0 | 2 | 0 |
| 17 Oct | 861.00 | 19.25 | 5.10 | - | 9 | 2 | 10 |
| 16 Oct | 884.75 | 14.15 | -0.50 | - | 33 | 8 | 14 |
| 15 Oct | 875.45 | 14.65 | -1.75 | - | 2 | 1 | 7 |
| 14 Oct | 862.90 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 846.60 | 16.4 | 0.10 | - | 2 | 0 | 6 |
| 10 Oct | 860.80 | 16.3 | -15.70 | - | 6 | 2 | 3 |
| 9 Oct | 851.95 | 32 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 840.00 | 32 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 825.65 | 32 | 12.70 | - | 1 | 0 | 0 |
| 4 Oct | 844.85 | 19.3 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 830 expiring on 28NOV2024
Delta for 830 PE is -0.86
Historical price for 830 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 56.8, which was -4.05 lower than the previous day. The implied volatity was 44.00, the open interest changed by -22 which decreased total open position to 214
On 20 Nov DLF was trading at 763.15. The strike last trading price was 60.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 237
On 19 Nov DLF was trading at 763.15. The strike last trading price was 60.85, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 237
On 18 Nov DLF was trading at 759.60. The strike last trading price was 70.05, which was 5.05 higher than the previous day. The implied volatity was 43.76, the open interest changed by -16 which decreased total open position to 265
On 14 Nov DLF was trading at 762.70. The strike last trading price was 65, which was -15.10 lower than the previous day. The implied volatity was 25.45, the open interest changed by -20 which decreased total open position to 280
On 13 Nov DLF was trading at 748.55. The strike last trading price was 80.1, which was 13.00 higher than the previous day. The implied volatity was 42.41, the open interest changed by -12 which decreased total open position to 301
On 12 Nov DLF was trading at 764.85. The strike last trading price was 67.1, which was 13.05 higher than the previous day. The implied volatity was 35.09, the open interest changed by -13 which decreased total open position to 322
On 11 Nov DLF was trading at 777.50. The strike last trading price was 54.05, which was 4.90 higher than the previous day. The implied volatity was 32.56, the open interest changed by -25 which decreased total open position to 335
On 8 Nov DLF was trading at 786.00. The strike last trading price was 49.15, which was 15.15 higher than the previous day. The implied volatity was 30.64, the open interest changed by -28 which decreased total open position to 359
On 7 Nov DLF was trading at 803.40. The strike last trading price was 34, which was 14.35 higher than the previous day. The implied volatity was 28.09, the open interest changed by -63 which decreased total open position to 387
On 6 Nov DLF was trading at 828.20. The strike last trading price was 19.65, which was -20.10 lower than the previous day. The implied volatity was 26.08, the open interest changed by 107 which increased total open position to 445
On 5 Nov DLF was trading at 799.05. The strike last trading price was 39.75, which was -6.90 lower than the previous day. The implied volatity was 29.79, the open interest changed by -42 which decreased total open position to 339
On 4 Nov DLF was trading at 789.90. The strike last trading price was 46.65, which was 18.05 higher than the previous day. The implied volatity was 33.44, the open interest changed by -73 which decreased total open position to 380
On 1 Nov DLF was trading at 823.75. The strike last trading price was 28.6, which was 1.40 higher than the previous day. The implied volatity was 31.42, the open interest changed by 7 which increased total open position to 453
On 31 Oct DLF was trading at 819.85. The strike last trading price was 27.2, which was 2.10 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 25.1, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 22.05, which was -3.95 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 26, which was -36.00 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 62, which was 19.75 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 42.25, which was -2.00 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 44.25, which was 7.00 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 37.25, which was 18.00 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 19.25, 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 18 Oct DLF was trading at 875.15. The strike last trading price was 19.25, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 19.25, which was 5.10 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 14.15, which was -0.50 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 14.65, which was -1.75 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 16.4, 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 16.4, which was 0.10 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 16.3, which was -15.70 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 32, 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 32, 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 32, which was 12.70 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 19.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
