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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 840 CE
Delta: 0.07
Vega: 0.20
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.07

Historical price for 840 CE is as follows

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: -0.89
Vega: 0.27
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.89

Historical price for 840 PE is as follows

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