DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.13
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 1 | 0.15 | 36.11 | 683 | -84 | 1,502 | |||
| 20 Nov | 763.15 | 0.85 | 0.00 | 36.68 | 903 | -263 | 1,593 | |||
| 19 Nov | 763.15 | 0.85 | -0.15 | 36.68 | 903 | -256 | 1,593 | |||
| 18 Nov | 759.60 | 1 | -0.40 | 35.39 | 1,035 | 84 | 1,848 | |||
| 14 Nov | 762.70 | 1.4 | 0.05 | 31.32 | 1,054 | 30 | 1,765 | |||
| 13 Nov | 748.55 | 1.35 | -0.60 | 33.86 | 1,410 | -84 | 1,738 | |||
| 12 Nov | 764.85 | 1.95 | -1.20 | 31.27 | 1,557 | 98 | 1,941 | |||
| 11 Nov | 777.50 | 3.15 | -1.65 | 28.95 | 1,727 | 36 | 1,840 | |||
| 8 Nov | 786.00 | 4.8 | -4.55 | 28.09 | 1,582 | 334 | 1,809 | |||
| 7 Nov | 803.40 | 9.35 | -8.45 | 27.24 | 1,403 | 143 | 1,474 | |||
| 6 Nov | 828.20 | 17.8 | 8.35 | 25.91 | 3,004 | -76 | 1,335 | |||
| 5 Nov | 799.05 | 9.45 | 0.20 | 28.48 | 1,462 | -14 | 1,409 | |||
| 4 Nov | 789.90 | 9.25 | -7.65 | 29.85 | 1,929 | 214 | 1,416 | |||
| 1 Nov | 823.75 | 16.9 | -0.30 | 24.58 | 188 | -6 | 1,201 | |||
| 31 Oct | 819.85 | 17.2 | -5.55 | - | 2,147 | 590 | 1,294 | |||
| 30 Oct | 826.40 | 22.75 | -2.25 | - | 1,613 | 167 | 697 | |||
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| 29 Oct | 832.45 | 25 | 4.00 | - | 1,040 | 83 | 533 | |||
| 28 Oct | 822.90 | 21 | 8.00 | - | 2,408 | 241 | 450 | |||
| 25 Oct | 777.00 | 13 | -6.15 | - | 247 | 36 | 209 | |||
| 24 Oct | 801.40 | 19.15 | -4.20 | - | 140 | 66 | 172 | |||
| 23 Oct | 805.35 | 23.35 | -5.55 | - | 148 | 71 | 104 | |||
| 22 Oct | 815.15 | 28.9 | -40.65 | - | 52 | 32 | 32 | |||
| 21 Oct | 860.75 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 875.15 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 861.00 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 884.75 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 875.45 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 862.90 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 846.60 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 860.80 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 851.95 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 840.00 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 825.65 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 69.55 | 69.55 | - | 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 840 expiring on 28NOV2024
Delta for 840 CE is 0.06
Historical price for 840 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 36.11, the open interest changed by -84 which decreased total open position to 1502
On 20 Nov DLF was trading at 763.15. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 36.68, the open interest changed by -263 which decreased total open position to 1593
On 19 Nov DLF was trading at 763.15. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 36.68, the open interest changed by -256 which decreased total open position to 1593
On 18 Nov DLF was trading at 759.60. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 35.39, the open interest changed by 84 which increased total open position to 1848
On 14 Nov DLF was trading at 762.70. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 31.32, the open interest changed by 30 which increased total open position to 1765
On 13 Nov DLF was trading at 748.55. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 33.86, the open interest changed by -84 which decreased total open position to 1738
On 12 Nov DLF was trading at 764.85. The strike last trading price was 1.95, which was -1.20 lower than the previous day. The implied volatity was 31.27, the open interest changed by 98 which increased total open position to 1941
On 11 Nov DLF was trading at 777.50. The strike last trading price was 3.15, which was -1.65 lower than the previous day. The implied volatity was 28.95, the open interest changed by 36 which increased total open position to 1840
On 8 Nov DLF was trading at 786.00. The strike last trading price was 4.8, which was -4.55 lower than the previous day. The implied volatity was 28.09, the open interest changed by 334 which increased total open position to 1809
On 7 Nov DLF was trading at 803.40. The strike last trading price was 9.35, which was -8.45 lower than the previous day. The implied volatity was 27.24, the open interest changed by 143 which increased total open position to 1474
On 6 Nov DLF was trading at 828.20. The strike last trading price was 17.8, which was 8.35 higher than the previous day. The implied volatity was 25.91, the open interest changed by -76 which decreased total open position to 1335
On 5 Nov DLF was trading at 799.05. The strike last trading price was 9.45, which was 0.20 higher than the previous day. The implied volatity was 28.48, the open interest changed by -14 which decreased total open position to 1409
On 4 Nov DLF was trading at 789.90. The strike last trading price was 9.25, which was -7.65 lower than the previous day. The implied volatity was 29.85, the open interest changed by 214 which increased total open position to 1416
On 1 Nov DLF was trading at 823.75. The strike last trading price was 16.9, which was -0.30 lower than the previous day. The implied volatity was 24.58, the open interest changed by -6 which decreased total open position to 1201
On 31 Oct DLF was trading at 819.85. The strike last trading price was 17.2, which was -5.55 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 22.75, which was -2.25 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 25, which was 4.00 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 21, which was 8.00 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 13, which was -6.15 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 19.15, which was -4.20 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 23.35, which was -5.55 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 28.9, which was -40.65 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 69.55, 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 18 Oct DLF was trading at 875.15. The strike last trading price was 69.55, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 69.55, 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 16 Oct DLF was trading at 884.75. The strike last trading price was 69.55, 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 69.55, 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 69.55, 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 11 Oct DLF was trading at 846.60. The strike last trading price was 69.55, 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 10 Oct DLF was trading at 860.80. The strike last trading price was 69.55, 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 9 Oct DLF was trading at 851.95. The strike last trading price was 69.55, 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 8 Oct DLF was trading at 840.00. The strike last trading price was 69.55, 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 7 Oct DLF was trading at 825.65. The strike last trading price was 69.55, 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 4 Oct DLF was trading at 844.85. The strike last trading price was 69.55, which was 69.55 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 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.22
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 66.35 | -11.75 | 47.30 | 95 | -69 | 241 |
| 20 Nov | 763.15 | 78.1 | 0.00 | 28.16 | 16 | -4 | 312 |
| 19 Nov | 763.15 | 78.1 | -0.90 | 28.16 | 16 | -2 | 312 |
| 18 Nov | 759.60 | 79 | 2.20 | 43.70 | 53 | -4 | 314 |
| 14 Nov | 762.70 | 76.8 | -17.40 | 36.87 | 41 | -12 | 319 |
| 13 Nov | 748.55 | 94.2 | 17.35 | 57.02 | 30 | -14 | 332 |
| 12 Nov | 764.85 | 76.85 | 14.50 | 37.99 | 27 | -8 | 348 |
| 11 Nov | 777.50 | 62.35 | 4.85 | 32.57 | 34 | -17 | 356 |
| 8 Nov | 786.00 | 57.5 | 16.45 | 31.46 | 91 | 8 | 372 |
| 7 Nov | 803.40 | 41.05 | 16.60 | 28.32 | 309 | -33 | 366 |
| 6 Nov | 828.20 | 24.45 | -22.95 | 25.53 | 457 | 14 | 398 |
| 5 Nov | 799.05 | 47.4 | -6.70 | 30.65 | 58 | -23 | 385 |
| 4 Nov | 789.90 | 54.1 | 20.85 | 33.90 | 172 | -5 | 407 |
| 1 Nov | 823.75 | 33.25 | 0.45 | 30.49 | 28 | -4 | 412 |
| 31 Oct | 819.85 | 32.8 | 2.75 | - | 501 | 116 | 419 |
| 30 Oct | 826.40 | 30.05 | 4.05 | - | 618 | 44 | 302 |
| 29 Oct | 832.45 | 26 | -5.10 | - | 276 | 45 | 259 |
| 28 Oct | 822.90 | 31.1 | -40.15 | - | 581 | 93 | 214 |
| 25 Oct | 777.00 | 71.25 | 22.20 | - | 24 | -11 | 121 |
| 24 Oct | 801.40 | 49.05 | -0.70 | - | 14 | 13 | 133 |
| 23 Oct | 805.35 | 49.75 | 4.25 | - | 31 | 19 | 120 |
| 22 Oct | 815.15 | 45.5 | 28.85 | - | 111 | 20 | 101 |
| 21 Oct | 860.75 | 16.65 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 875.15 | 16.65 | -5.95 | - | 12 | 0 | 80 |
| 17 Oct | 861.00 | 22.6 | 10.55 | - | 34 | 7 | 80 |
| 16 Oct | 884.75 | 12.05 | -5.95 | - | 46 | 33 | 73 |
| 15 Oct | 875.45 | 18 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 862.90 | 18 | -6.15 | - | 7 | 1 | 40 |
| 11 Oct | 846.60 | 24.15 | 5.15 | - | 6 | 0 | 39 |
| 10 Oct | 860.80 | 19 | -11.00 | - | 25 | -16 | 40 |
| 9 Oct | 851.95 | 30 | 0.00 | - | 0 | 20 | 0 |
| 8 Oct | 840.00 | 30 | -3.10 | - | 20 | 0 | 36 |
| 7 Oct | 825.65 | 33.1 | 3.95 | - | 2 | 1 | 35 |
| 4 Oct | 844.85 | 29.15 | 18.15 | - | 33 | 31 | 34 |
| 24 Sept | 917.00 | 11 | -51.55 | - | 3 | 1 | 1 |
| 23 Sept | 909.65 | 62.55 | 62.55 | - | 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 840 expiring on 28NOV2024
Delta for 840 PE is -0.88
Historical price for 840 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 66.35, which was -11.75 lower than the previous day. The implied volatity was 47.30, the open interest changed by -69 which decreased total open position to 241
On 20 Nov DLF was trading at 763.15. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 28.16, the open interest changed by -4 which decreased total open position to 312
On 19 Nov DLF was trading at 763.15. The strike last trading price was 78.1, which was -0.90 lower than the previous day. The implied volatity was 28.16, the open interest changed by -2 which decreased total open position to 312
On 18 Nov DLF was trading at 759.60. The strike last trading price was 79, which was 2.20 higher than the previous day. The implied volatity was 43.70, the open interest changed by -4 which decreased total open position to 314
On 14 Nov DLF was trading at 762.70. The strike last trading price was 76.8, which was -17.40 lower than the previous day. The implied volatity was 36.87, the open interest changed by -12 which decreased total open position to 319
On 13 Nov DLF was trading at 748.55. The strike last trading price was 94.2, which was 17.35 higher than the previous day. The implied volatity was 57.02, the open interest changed by -14 which decreased total open position to 332
On 12 Nov DLF was trading at 764.85. The strike last trading price was 76.85, which was 14.50 higher than the previous day. The implied volatity was 37.99, the open interest changed by -8 which decreased total open position to 348
On 11 Nov DLF was trading at 777.50. The strike last trading price was 62.35, which was 4.85 higher than the previous day. The implied volatity was 32.57, the open interest changed by -17 which decreased total open position to 356
On 8 Nov DLF was trading at 786.00. The strike last trading price was 57.5, which was 16.45 higher than the previous day. The implied volatity was 31.46, the open interest changed by 8 which increased total open position to 372
On 7 Nov DLF was trading at 803.40. The strike last trading price was 41.05, which was 16.60 higher than the previous day. The implied volatity was 28.32, the open interest changed by -33 which decreased total open position to 366
On 6 Nov DLF was trading at 828.20. The strike last trading price was 24.45, which was -22.95 lower than the previous day. The implied volatity was 25.53, the open interest changed by 14 which increased total open position to 398
On 5 Nov DLF was trading at 799.05. The strike last trading price was 47.4, which was -6.70 lower than the previous day. The implied volatity was 30.65, the open interest changed by -23 which decreased total open position to 385
On 4 Nov DLF was trading at 789.90. The strike last trading price was 54.1, which was 20.85 higher than the previous day. The implied volatity was 33.90, the open interest changed by -5 which decreased total open position to 407
On 1 Nov DLF was trading at 823.75. The strike last trading price was 33.25, which was 0.45 higher than the previous day. The implied volatity was 30.49, the open interest changed by -4 which decreased total open position to 412
On 31 Oct DLF was trading at 819.85. The strike last trading price was 32.8, which was 2.75 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 30.05, which was 4.05 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 26, which was -5.10 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 31.1, which was -40.15 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 71.25, which was 22.20 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 49.05, which was -0.70 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 49.75, which was 4.25 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 45.5, which was 28.85 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 16.65, 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 16.65, which was -5.95 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 22.6, which was 10.55 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 12.05, which was -5.95 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 18, 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 18, which was -6.15 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 24.15, which was 5.15 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 19, which was -11.00 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 30, 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 30, which was -3.10 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 33.1, which was 3.95 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 29.15, which was 18.15 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 11, which was -51.55 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 62.55, which was 62.55 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
