DLF
Dlf Limited
Historical option data for DLF
20 Dec 2024 04:10 PM IST
| DLF 26DEC2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.36
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 830.70 | 4.8 | -17.95 | 25.66 | 3,912 | 431 | 986 | |||
| 19 Dec | 864.40 | 22.75 | -4.80 | 30.16 | 1,084 | 34 | 554 | |||
| 18 Dec | 871.45 | 27.55 | -3.45 | 25.24 | 349 | 23 | 522 | |||
| 17 Dec | 872.45 | 31 | -14.75 | 29.79 | 322 | -41 | 496 | |||
| 16 Dec | 893.30 | 45.75 | 16.05 | 28.00 | 1,158 | -193 | 553 | |||
| 13 Dec | 870.85 | 29.7 | 0.75 | 24.80 | 2,526 | -136 | 747 | |||
| 12 Dec | 867.10 | 28.95 | -4.85 | 24.94 | 910 | -125 | 883 | |||
| 11 Dec | 875.75 | 33.8 | 4.45 | 24.46 | 1,008 | -219 | 1,008 | |||
| 10 Dec | 868.40 | 29.35 | 0.75 | 22.79 | 941 | -123 | 1,228 | |||
| 9 Dec | 862.70 | 28.6 | 3.85 | 25.73 | 4,563 | -769 | 1,350 | |||
| 6 Dec | 856.85 | 24.75 | 1.15 | 25.64 | 5,867 | -37 | 2,122 | |||
| 5 Dec | 850.25 | 23.6 | 0.70 | 24.95 | 5,239 | -32 | 2,147 | |||
| 4 Dec | 847.95 | 22.9 | -0.20 | 26.67 | 4,202 | 226 | 2,242 | |||
| 3 Dec | 846.95 | 23.1 | -3.85 | 27.29 | 6,401 | 596 | 2,030 | |||
| 2 Dec | 849.10 | 26.95 | 14.05 | 26.87 | 7,892 | 349 | 1,437 | |||
| 29 Nov | 822.95 | 12.9 | 0.40 | 24.45 | 2,283 | 72 | 1,070 | |||
| 28 Nov | 813.85 | 12.5 | -3.65 | 26.17 | 1,786 | 322 | 999 | |||
| 27 Nov | 823.70 | 16.15 | -0.75 | 26.31 | 794 | 37 | 677 | |||
| 26 Nov | 827.35 | 16.9 | -1.60 | 25.44 | 781 | -42 | 636 | |||
| 25 Nov | 823.30 | 18.5 | 6.90 | 27.38 | 1,526 | 417 | 692 | |||
| 22 Nov | 803.40 | 11.6 | 5.10 | 26.53 | 927 | 130 | 405 | |||
| 21 Nov | 773.95 | 6.5 | 0.50 | 28.23 | 276 | 5 | 276 | |||
| 20 Nov | 763.15 | 6 | 0.00 | 30.68 | 102 | 59 | 270 | |||
| 19 Nov | 763.15 | 6 | 0.25 | 30.68 | 102 | 58 | 270 | |||
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| 18 Nov | 759.60 | 5.75 | -0.65 | 29.48 | 19 | 10 | 213 | |||
| 14 Nov | 762.70 | 6.4 | 1.50 | 28.47 | 40 | -7 | 204 | |||
| 13 Nov | 748.55 | 4.9 | -2.35 | 28.56 | 178 | 70 | 211 | |||
| 12 Nov | 764.85 | 7.25 | -2.75 | 28.76 | 76 | 16 | 141 | |||
| 11 Nov | 777.50 | 10 | -2.00 | 27.96 | 53 | 21 | 124 | |||
| 8 Nov | 786.00 | 12 | -7.00 | 27.42 | 116 | 50 | 102 | |||
| 7 Nov | 803.40 | 19 | -9.50 | 27.87 | 55 | 36 | 52 | |||
| 6 Nov | 828.20 | 28.5 | 12.25 | 27.21 | 21 | 9 | 14 | |||
| 5 Nov | 799.05 | 16.25 | 1.20 | 26.54 | 4 | 2 | 4 | |||
| 4 Nov | 789.90 | 15.05 | 27.48 | 2 | 1 | 1 | ||||
For Dlf Limited - strike price 850 expiring on 26DEC2024
Delta for 850 CE is 0.29
Historical price for 850 CE is as follows
On 20 Dec DLF was trading at 830.70. The strike last trading price was 4.8, which was -17.95 lower than the previous day. The implied volatity was 25.66, the open interest changed by 431 which increased total open position to 986
On 19 Dec DLF was trading at 864.40. The strike last trading price was 22.75, which was -4.80 lower than the previous day. The implied volatity was 30.16, the open interest changed by 34 which increased total open position to 554
On 18 Dec DLF was trading at 871.45. The strike last trading price was 27.55, which was -3.45 lower than the previous day. The implied volatity was 25.24, the open interest changed by 23 which increased total open position to 522
On 17 Dec DLF was trading at 872.45. The strike last trading price was 31, which was -14.75 lower than the previous day. The implied volatity was 29.79, the open interest changed by -41 which decreased total open position to 496
On 16 Dec DLF was trading at 893.30. The strike last trading price was 45.75, which was 16.05 higher than the previous day. The implied volatity was 28.00, the open interest changed by -193 which decreased total open position to 553
On 13 Dec DLF was trading at 870.85. The strike last trading price was 29.7, which was 0.75 higher than the previous day. The implied volatity was 24.80, the open interest changed by -136 which decreased total open position to 747
On 12 Dec DLF was trading at 867.10. The strike last trading price was 28.95, which was -4.85 lower than the previous day. The implied volatity was 24.94, the open interest changed by -125 which decreased total open position to 883
On 11 Dec DLF was trading at 875.75. The strike last trading price was 33.8, which was 4.45 higher than the previous day. The implied volatity was 24.46, the open interest changed by -219 which decreased total open position to 1008
On 10 Dec DLF was trading at 868.40. The strike last trading price was 29.35, which was 0.75 higher than the previous day. The implied volatity was 22.79, the open interest changed by -123 which decreased total open position to 1228
On 9 Dec DLF was trading at 862.70. The strike last trading price was 28.6, which was 3.85 higher than the previous day. The implied volatity was 25.73, the open interest changed by -769 which decreased total open position to 1350
On 6 Dec DLF was trading at 856.85. The strike last trading price was 24.75, which was 1.15 higher than the previous day. The implied volatity was 25.64, the open interest changed by -37 which decreased total open position to 2122
On 5 Dec DLF was trading at 850.25. The strike last trading price was 23.6, which was 0.70 higher than the previous day. The implied volatity was 24.95, the open interest changed by -32 which decreased total open position to 2147
On 4 Dec DLF was trading at 847.95. The strike last trading price was 22.9, which was -0.20 lower than the previous day. The implied volatity was 26.67, the open interest changed by 226 which increased total open position to 2242
On 3 Dec DLF was trading at 846.95. The strike last trading price was 23.1, which was -3.85 lower than the previous day. The implied volatity was 27.29, the open interest changed by 596 which increased total open position to 2030
On 2 Dec DLF was trading at 849.10. The strike last trading price was 26.95, which was 14.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by 349 which increased total open position to 1437
On 29 Nov DLF was trading at 822.95. The strike last trading price was 12.9, which was 0.40 higher than the previous day. The implied volatity was 24.45, the open interest changed by 72 which increased total open position to 1070
On 28 Nov DLF was trading at 813.85. The strike last trading price was 12.5, which was -3.65 lower than the previous day. The implied volatity was 26.17, the open interest changed by 322 which increased total open position to 999
On 27 Nov DLF was trading at 823.70. The strike last trading price was 16.15, which was -0.75 lower than the previous day. The implied volatity was 26.31, the open interest changed by 37 which increased total open position to 677
On 26 Nov DLF was trading at 827.35. The strike last trading price was 16.9, which was -1.60 lower than the previous day. The implied volatity was 25.44, the open interest changed by -42 which decreased total open position to 636
On 25 Nov DLF was trading at 823.30. The strike last trading price was 18.5, which was 6.90 higher than the previous day. The implied volatity was 27.38, the open interest changed by 417 which increased total open position to 692
On 22 Nov DLF was trading at 803.40. The strike last trading price was 11.6, which was 5.10 higher than the previous day. The implied volatity was 26.53, the open interest changed by 130 which increased total open position to 405
On 21 Nov DLF was trading at 773.95. The strike last trading price was 6.5, which was 0.50 higher than the previous day. The implied volatity was 28.23, the open interest changed by 5 which increased total open position to 276
On 20 Nov DLF was trading at 763.15. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 30.68, the open interest changed by 59 which increased total open position to 270
On 19 Nov DLF was trading at 763.15. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 30.68, the open interest changed by 58 which increased total open position to 270
On 18 Nov DLF was trading at 759.60. The strike last trading price was 5.75, which was -0.65 lower than the previous day. The implied volatity was 29.48, the open interest changed by 10 which increased total open position to 213
On 14 Nov DLF was trading at 762.70. The strike last trading price was 6.4, which was 1.50 higher than the previous day. The implied volatity was 28.47, the open interest changed by -7 which decreased total open position to 204
On 13 Nov DLF was trading at 748.55. The strike last trading price was 4.9, which was -2.35 lower than the previous day. The implied volatity was 28.56, the open interest changed by 70 which increased total open position to 211
On 12 Nov DLF was trading at 764.85. The strike last trading price was 7.25, which was -2.75 lower than the previous day. The implied volatity was 28.76, the open interest changed by 16 which increased total open position to 141
On 11 Nov DLF was trading at 777.50. The strike last trading price was 10, which was -2.00 lower than the previous day. The implied volatity was 27.96, the open interest changed by 21 which increased total open position to 124
On 8 Nov DLF was trading at 786.00. The strike last trading price was 12, which was -7.00 lower than the previous day. The implied volatity was 27.42, the open interest changed by 50 which increased total open position to 102
On 7 Nov DLF was trading at 803.40. The strike last trading price was 19, which was -9.50 lower than the previous day. The implied volatity was 27.87, the open interest changed by 36 which increased total open position to 52
On 6 Nov DLF was trading at 828.20. The strike last trading price was 28.5, which was 12.25 higher than the previous day. The implied volatity was 27.21, the open interest changed by 9 which increased total open position to 14
On 5 Nov DLF was trading at 799.05. The strike last trading price was 16.25, which was 1.20 higher than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 4
On 4 Nov DLF was trading at 789.90. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was 27.48, the open interest changed by 1 which increased total open position to 1
| DLF 26DEC2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.38
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 830.70 | 22.15 | 16.20 | 29.03 | 4,932 | -357 | 1,182 |
| 19 Dec | 864.40 | 5.95 | 0.70 | 25.08 | 2,856 | 65 | 1,540 |
| 18 Dec | 871.45 | 5.25 | 0.30 | 27.27 | 2,377 | -223 | 1,476 |
| 17 Dec | 872.45 | 4.95 | 1.95 | 25.65 | 3,200 | 139 | 1,704 |
| 16 Dec | 893.30 | 3 | -3.45 | 28.08 | 5,228 | 215 | 1,568 |
| 13 Dec | 870.85 | 6.45 | -1.60 | 23.37 | 5,066 | -160 | 1,368 |
| 12 Dec | 867.10 | 8.05 | 1.25 | 24.36 | 2,079 | -93 | 1,522 |
| 11 Dec | 875.75 | 6.8 | -3.35 | 24.44 | 4,141 | 727 | 1,617 |
| 10 Dec | 868.40 | 10.15 | -2.00 | 26.60 | 969 | 27 | 892 |
| 9 Dec | 862.70 | 12.15 | -4.30 | 26.46 | 3,057 | -21 | 879 |
| 6 Dec | 856.85 | 16.45 | -3.55 | 25.63 | 2,232 | 112 | 911 |
| 5 Dec | 850.25 | 20 | -1.85 | 28.40 | 1,790 | 99 | 796 |
| 4 Dec | 847.95 | 21.85 | -0.75 | 27.34 | 1,500 | 50 | 697 |
| 3 Dec | 846.95 | 22.6 | 1.00 | 26.75 | 1,924 | 71 | 639 |
| 2 Dec | 849.10 | 21.6 | -14.30 | 28.75 | 1,932 | 209 | 568 |
| 29 Nov | 822.95 | 35.9 | -5.65 | 25.95 | 223 | 31 | 364 |
| 28 Nov | 813.85 | 41.55 | 5.60 | 27.32 | 386 | 147 | 333 |
| 27 Nov | 823.70 | 35.95 | -0.75 | 26.73 | 231 | 18 | 184 |
| 26 Nov | 827.35 | 36.7 | -0.40 | 28.97 | 148 | 10 | 166 |
| 25 Nov | 823.30 | 37.1 | -16.40 | 28.01 | 371 | 124 | 156 |
| 22 Nov | 803.40 | 53.5 | -19.00 | 30.32 | 66 | 48 | 80 |
| 21 Nov | 773.95 | 72.5 | -13.00 | 26.81 | 7 | 4 | 30 |
| 20 Nov | 763.15 | 85.5 | 0.00 | 27.18 | 19 | 19 | 25 |
| 19 Nov | 763.15 | 85.5 | 5.00 | 27.18 | 19 | 18 | 25 |
| 18 Nov | 759.60 | 80.5 | -4.50 | 9.60 | 5 | 1 | 3 |
| 14 Nov | 762.70 | 85 | 13.00 | 31.86 | 1 | 0 | 1 |
| 13 Nov | 748.55 | 72 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 764.85 | 72 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 777.50 | 72 | 8.45 | 28.79 | 1 | 0 | 0 |
| 8 Nov | 786.00 | 63.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 803.40 | 63.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 828.20 | 63.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 799.05 | 63.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 789.90 | 63.55 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -0.69
Historical price for 850 PE is as follows
On 20 Dec DLF was trading at 830.70. The strike last trading price was 22.15, which was 16.20 higher than the previous day. The implied volatity was 29.03, the open interest changed by -357 which decreased total open position to 1182
On 19 Dec DLF was trading at 864.40. The strike last trading price was 5.95, which was 0.70 higher than the previous day. The implied volatity was 25.08, the open interest changed by 65 which increased total open position to 1540
On 18 Dec DLF was trading at 871.45. The strike last trading price was 5.25, which was 0.30 higher than the previous day. The implied volatity was 27.27, the open interest changed by -223 which decreased total open position to 1476
On 17 Dec DLF was trading at 872.45. The strike last trading price was 4.95, which was 1.95 higher than the previous day. The implied volatity was 25.65, the open interest changed by 139 which increased total open position to 1704
On 16 Dec DLF was trading at 893.30. The strike last trading price was 3, which was -3.45 lower than the previous day. The implied volatity was 28.08, the open interest changed by 215 which increased total open position to 1568
On 13 Dec DLF was trading at 870.85. The strike last trading price was 6.45, which was -1.60 lower than the previous day. The implied volatity was 23.37, the open interest changed by -160 which decreased total open position to 1368
On 12 Dec DLF was trading at 867.10. The strike last trading price was 8.05, which was 1.25 higher than the previous day. The implied volatity was 24.36, the open interest changed by -93 which decreased total open position to 1522
On 11 Dec DLF was trading at 875.75. The strike last trading price was 6.8, which was -3.35 lower than the previous day. The implied volatity was 24.44, the open interest changed by 727 which increased total open position to 1617
On 10 Dec DLF was trading at 868.40. The strike last trading price was 10.15, which was -2.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by 27 which increased total open position to 892
On 9 Dec DLF was trading at 862.70. The strike last trading price was 12.15, which was -4.30 lower than the previous day. The implied volatity was 26.46, the open interest changed by -21 which decreased total open position to 879
On 6 Dec DLF was trading at 856.85. The strike last trading price was 16.45, which was -3.55 lower than the previous day. The implied volatity was 25.63, the open interest changed by 112 which increased total open position to 911
On 5 Dec DLF was trading at 850.25. The strike last trading price was 20, which was -1.85 lower than the previous day. The implied volatity was 28.40, the open interest changed by 99 which increased total open position to 796
On 4 Dec DLF was trading at 847.95. The strike last trading price was 21.85, which was -0.75 lower than the previous day. The implied volatity was 27.34, the open interest changed by 50 which increased total open position to 697
On 3 Dec DLF was trading at 846.95. The strike last trading price was 22.6, which was 1.00 higher than the previous day. The implied volatity was 26.75, the open interest changed by 71 which increased total open position to 639
On 2 Dec DLF was trading at 849.10. The strike last trading price was 21.6, which was -14.30 lower than the previous day. The implied volatity was 28.75, the open interest changed by 209 which increased total open position to 568
On 29 Nov DLF was trading at 822.95. The strike last trading price was 35.9, which was -5.65 lower than the previous day. The implied volatity was 25.95, the open interest changed by 31 which increased total open position to 364
On 28 Nov DLF was trading at 813.85. The strike last trading price was 41.55, which was 5.60 higher than the previous day. The implied volatity was 27.32, the open interest changed by 147 which increased total open position to 333
On 27 Nov DLF was trading at 823.70. The strike last trading price was 35.95, which was -0.75 lower than the previous day. The implied volatity was 26.73, the open interest changed by 18 which increased total open position to 184
On 26 Nov DLF was trading at 827.35. The strike last trading price was 36.7, which was -0.40 lower than the previous day. The implied volatity was 28.97, the open interest changed by 10 which increased total open position to 166
On 25 Nov DLF was trading at 823.30. The strike last trading price was 37.1, which was -16.40 lower than the previous day. The implied volatity was 28.01, the open interest changed by 124 which increased total open position to 156
On 22 Nov DLF was trading at 803.40. The strike last trading price was 53.5, which was -19.00 lower than the previous day. The implied volatity was 30.32, the open interest changed by 48 which increased total open position to 80
On 21 Nov DLF was trading at 773.95. The strike last trading price was 72.5, which was -13.00 lower than the previous day. The implied volatity was 26.81, the open interest changed by 4 which increased total open position to 30
On 20 Nov DLF was trading at 763.15. The strike last trading price was 85.5, which was 0.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by 19 which increased total open position to 25
On 19 Nov DLF was trading at 763.15. The strike last trading price was 85.5, which was 5.00 higher than the previous day. The implied volatity was 27.18, the open interest changed by 18 which increased total open position to 25
On 18 Nov DLF was trading at 759.60. The strike last trading price was 80.5, which was -4.50 lower than the previous day. The implied volatity was 9.60, the open interest changed by 1 which increased total open position to 3
On 14 Nov DLF was trading at 762.70. The strike last trading price was 85, which was 13.00 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 1
On 13 Nov DLF was trading at 748.55. The strike last trading price was 72, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 72, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov DLF was trading at 777.50. The strike last trading price was 72, which was 8.45 higher than the previous day. The implied volatity was 28.79, 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 63.55, 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 63.55, 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 63.55, 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 63.55, 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 63.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
