DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.39
Theta: -0.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Dec | 875.75 | 50.15 | 6.00 | 25.59 | 210 | -63 | 1,254 | |||
| 10 Dec | 868.40 | 44.15 | 0.90 | 21.37 | 161 | -1 | 1,317 | |||
| 9 Dec | 862.70 | 43.25 | 5.80 | 26.87 | 827 | -181 | 1,316 | |||
| 6 Dec | 856.85 | 37.45 | 2.30 | 25.93 | 604 | -35 | 1,497 | |||
| 5 Dec | 850.25 | 35.15 | 0.95 | 23.98 | 642 | -39 | 1,532 | |||
| 4 Dec | 847.95 | 34.2 | -0.10 | 26.63 | 774 | -37 | 1,571 | |||
| 3 Dec | 846.95 | 34.3 | -4.45 | 27.50 | 1,155 | 25 | 1,608 | |||
| 2 Dec | 849.10 | 38.75 | 18.15 | 26.68 | 5,281 | -66 | 1,585 | |||
| 29 Nov | 822.95 | 20.6 | 0.75 | 24.11 | 3,737 | 653 | 1,651 | |||
| 28 Nov | 813.85 | 19.85 | -4.55 | 26.23 | 2,264 | 218 | 1,000 | |||
| 27 Nov | 823.70 | 24.4 | -0.80 | 26.12 | 1,394 | 231 | 785 | |||
| 26 Nov | 827.35 | 25.2 | -2.20 | 24.93 | 961 | 192 | 553 | |||
| 25 Nov | 823.30 | 27.4 | 9.55 | 27.65 | 1,432 | 289 | 352 | |||
| 22 Nov | 803.40 | 17.85 | 7.50 | 26.46 | 211 | 77 | 140 | |||
| 21 Nov | 773.95 | 10.35 | 2.35 | 28.17 | 82 | 45 | 63 | |||
| 20 Nov | 763.15 | 8 | 0.00 | 28.86 | 5 | 4 | 18 | |||
| 19 Nov | 763.15 | 8 | -0.50 | 28.86 | 5 | 4 | 18 | |||
| 18 Nov | 759.60 | 8.5 | -2.00 | 28.75 | 3 | 1 | 13 | |||
| 14 Nov | 762.70 | 10.5 | 3.50 | 29.21 | 2 | -1 | 12 | |||
| 13 Nov | 748.55 | 7 | -10.25 | 27.54 | 4 | 0 | 12 | |||
| 12 Nov | 764.85 | 17.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 11 Nov | 777.50 | 17.25 | -2.45 | 30.45 | 12 | 10 | 11 | |||
| 8 Nov | 786.00 | 19.7 | -31.80 | 29.60 | 1 | 0 | 0 | |||
| 7 Nov | 803.40 | 51.5 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 6 Nov | 828.20 | 51.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 799.05 | 51.5 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 4 Nov | 789.90 | 51.5 | 2.61 | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.86
Historical price for 830 CE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 50.15, which was 6.00 higher than the previous day. The implied volatity was 25.59, the open interest changed by -63 which decreased total open position to 1254
On 10 Dec DLF was trading at 868.40. The strike last trading price was 44.15, which was 0.90 higher than the previous day. The implied volatity was 21.37, the open interest changed by -1 which decreased total open position to 1317
On 9 Dec DLF was trading at 862.70. The strike last trading price was 43.25, which was 5.80 higher than the previous day. The implied volatity was 26.87, the open interest changed by -181 which decreased total open position to 1316
On 6 Dec DLF was trading at 856.85. The strike last trading price was 37.45, which was 2.30 higher than the previous day. The implied volatity was 25.93, the open interest changed by -35 which decreased total open position to 1497
On 5 Dec DLF was trading at 850.25. The strike last trading price was 35.15, which was 0.95 higher than the previous day. The implied volatity was 23.98, the open interest changed by -39 which decreased total open position to 1532
On 4 Dec DLF was trading at 847.95. The strike last trading price was 34.2, which was -0.10 lower than the previous day. The implied volatity was 26.63, the open interest changed by -37 which decreased total open position to 1571
On 3 Dec DLF was trading at 846.95. The strike last trading price was 34.3, which was -4.45 lower than the previous day. The implied volatity was 27.50, the open interest changed by 25 which increased total open position to 1608
On 2 Dec DLF was trading at 849.10. The strike last trading price was 38.75, which was 18.15 higher than the previous day. The implied volatity was 26.68, the open interest changed by -66 which decreased total open position to 1585
On 29 Nov DLF was trading at 822.95. The strike last trading price was 20.6, which was 0.75 higher than the previous day. The implied volatity was 24.11, the open interest changed by 653 which increased total open position to 1651
On 28 Nov DLF was trading at 813.85. The strike last trading price was 19.85, which was -4.55 lower than the previous day. The implied volatity was 26.23, the open interest changed by 218 which increased total open position to 1000
On 27 Nov DLF was trading at 823.70. The strike last trading price was 24.4, which was -0.80 lower than the previous day. The implied volatity was 26.12, the open interest changed by 231 which increased total open position to 785
On 26 Nov DLF was trading at 827.35. The strike last trading price was 25.2, which was -2.20 lower than the previous day. The implied volatity was 24.93, the open interest changed by 192 which increased total open position to 553
On 25 Nov DLF was trading at 823.30. The strike last trading price was 27.4, which was 9.55 higher than the previous day. The implied volatity was 27.65, the open interest changed by 289 which increased total open position to 352
On 22 Nov DLF was trading at 803.40. The strike last trading price was 17.85, which was 7.50 higher than the previous day. The implied volatity was 26.46, the open interest changed by 77 which increased total open position to 140
On 21 Nov DLF was trading at 773.95. The strike last trading price was 10.35, which was 2.35 higher than the previous day. The implied volatity was 28.17, the open interest changed by 45 which increased total open position to 63
On 20 Nov DLF was trading at 763.15. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by 4 which increased total open position to 18
On 19 Nov DLF was trading at 763.15. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 28.86, the open interest changed by 4 which increased total open position to 18
On 18 Nov DLF was trading at 759.60. The strike last trading price was 8.5, which was -2.00 lower than the previous day. The implied volatity was 28.75, the open interest changed by 1 which increased total open position to 13
On 14 Nov DLF was trading at 762.70. The strike last trading price was 10.5, which was 3.50 higher than the previous day. The implied volatity was 29.21, the open interest changed by -1 which decreased total open position to 12
On 13 Nov DLF was trading at 748.55. The strike last trading price was 7, which was -10.25 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 12
On 12 Nov DLF was trading at 764.85. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 11 Nov DLF was trading at 777.50. The strike last trading price was 17.25, which was -2.45 lower than the previous day. The implied volatity was 30.45, the open interest changed by 10 which increased total open position to 11
On 8 Nov DLF was trading at 786.00. The strike last trading price was 19.7, which was -31.80 lower than the previous day. The implied volatity was 29.60, 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 51.5, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 51.5, 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 5 Nov DLF was trading at 799.05. The strike last trading price was 51.5, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 51.5, which was lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.40
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 875.75 | 3.4 | -1.80 | 25.98 | 1,879 | -87 | 1,074 |
| 10 Dec | 868.40 | 5.2 | -1.40 | 27.20 | 690 | 69 | 1,165 |
| 9 Dec | 862.70 | 6.6 | -2.70 | 27.25 | 2,420 | 151 | 1,095 |
| 6 Dec | 856.85 | 9.3 | -2.50 | 25.98 | 1,218 | -13 | 950 |
| 5 Dec | 850.25 | 11.8 | -1.45 | 28.10 | 1,199 | -78 | 963 |
| 4 Dec | 847.95 | 13.25 | -0.85 | 27.34 | 850 | -9 | 1,044 |
| 3 Dec | 846.95 | 14.1 | 0.40 | 27.14 | 1,222 | 84 | 1,055 |
| 2 Dec | 849.10 | 13.7 | -10.10 | 29.00 | 2,865 | 337 | 972 |
| 29 Nov | 822.95 | 23.8 | -5.20 | 25.59 | 1,235 | 158 | 630 |
| 28 Nov | 813.85 | 29 | 4.60 | 27.23 | 1,088 | 76 | 472 |
| 27 Nov | 823.70 | 24.4 | -0.85 | 26.58 | 846 | 111 | 394 |
| 26 Nov | 827.35 | 25.25 | -0.70 | 28.48 | 894 | 115 | 283 |
| 25 Nov | 823.30 | 25.95 | -15.25 | 28.04 | 987 | 151 | 170 |
| 22 Nov | 803.40 | 41.2 | -17.80 | 31.22 | 47 | 36 | 55 |
| 21 Nov | 773.95 | 59 | 1.75 | 30.14 | 11 | 10 | 18 |
| 20 Nov | 763.15 | 57.25 | 0.00 | - | 8 | 8 | 4 |
| 19 Nov | 763.15 | 57.25 | 4.85 | - | 8 | 4 | 4 |
| 18 Nov | 759.60 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 762.70 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 748.55 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 764.85 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 777.50 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 786.00 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 803.40 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 828.20 | 52.4 | 0.00 | 1.20 | 0 | 0 | 0 |
| 5 Nov | 799.05 | 52.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 789.90 | 52.4 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.14
Historical price for 830 PE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 3.4, which was -1.80 lower than the previous day. The implied volatity was 25.98, the open interest changed by -87 which decreased total open position to 1074
On 10 Dec DLF was trading at 868.40. The strike last trading price was 5.2, which was -1.40 lower than the previous day. The implied volatity was 27.20, the open interest changed by 69 which increased total open position to 1165
On 9 Dec DLF was trading at 862.70. The strike last trading price was 6.6, which was -2.70 lower than the previous day. The implied volatity was 27.25, the open interest changed by 151 which increased total open position to 1095
On 6 Dec DLF was trading at 856.85. The strike last trading price was 9.3, which was -2.50 lower than the previous day. The implied volatity was 25.98, the open interest changed by -13 which decreased total open position to 950
On 5 Dec DLF was trading at 850.25. The strike last trading price was 11.8, which was -1.45 lower than the previous day. The implied volatity was 28.10, the open interest changed by -78 which decreased total open position to 963
On 4 Dec DLF was trading at 847.95. The strike last trading price was 13.25, which was -0.85 lower than the previous day. The implied volatity was 27.34, the open interest changed by -9 which decreased total open position to 1044
On 3 Dec DLF was trading at 846.95. The strike last trading price was 14.1, which was 0.40 higher than the previous day. The implied volatity was 27.14, the open interest changed by 84 which increased total open position to 1055
On 2 Dec DLF was trading at 849.10. The strike last trading price was 13.7, which was -10.10 lower than the previous day. The implied volatity was 29.00, the open interest changed by 337 which increased total open position to 972
On 29 Nov DLF was trading at 822.95. The strike last trading price was 23.8, which was -5.20 lower than the previous day. The implied volatity was 25.59, the open interest changed by 158 which increased total open position to 630
On 28 Nov DLF was trading at 813.85. The strike last trading price was 29, which was 4.60 higher than the previous day. The implied volatity was 27.23, the open interest changed by 76 which increased total open position to 472
On 27 Nov DLF was trading at 823.70. The strike last trading price was 24.4, which was -0.85 lower than the previous day. The implied volatity was 26.58, the open interest changed by 111 which increased total open position to 394
On 26 Nov DLF was trading at 827.35. The strike last trading price was 25.25, which was -0.70 lower than the previous day. The implied volatity was 28.48, the open interest changed by 115 which increased total open position to 283
On 25 Nov DLF was trading at 823.30. The strike last trading price was 25.95, which was -15.25 lower than the previous day. The implied volatity was 28.04, the open interest changed by 151 which increased total open position to 170
On 22 Nov DLF was trading at 803.40. The strike last trading price was 41.2, which was -17.80 lower than the previous day. The implied volatity was 31.22, the open interest changed by 36 which increased total open position to 55
On 21 Nov DLF was trading at 773.95. The strike last trading price was 59, which was 1.75 higher than the previous day. The implied volatity was 30.14, the open interest changed by 10 which increased total open position to 18
On 20 Nov DLF was trading at 763.15. The strike last trading price was 57.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 4
On 19 Nov DLF was trading at 763.15. The strike last trading price was 57.25, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 18 Nov DLF was trading at 759.60. The strike last trading price was 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 6 Nov DLF was trading at 828.20. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 52.4, 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 52.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
