DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.11
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 0.85 | 0.10 | 38.99 | 1,551 | -236 | 4,240 | |||
| 20 Nov | 763.15 | 0.75 | 0.00 | 39.25 | 1,545 | 153 | 4,476 | |||
| 19 Nov | 763.15 | 0.75 | -0.05 | 39.25 | 1,545 | 153 | 4,476 | |||
| 18 Nov | 759.60 | 0.8 | -0.40 | 37.16 | 1,871 | 213 | 4,328 | |||
| 14 Nov | 762.70 | 1.2 | 0.05 | 33.25 | 1,803 | 30 | 4,115 | |||
| 13 Nov | 748.55 | 1.15 | -0.50 | 35.53 | 2,895 | 131 | 4,088 | |||
| 12 Nov | 764.85 | 1.65 | -0.85 | 32.95 | 1,885 | 230 | 3,969 | |||
| 11 Nov | 777.50 | 2.5 | -1.25 | 30.18 | 2,204 | 262 | 3,747 | |||
| 8 Nov | 786.00 | 3.75 | -3.50 | 28.94 | 3,511 | 610 | 3,507 | |||
| 7 Nov | 803.40 | 7.25 | -6.50 | 27.75 | 3,217 | 713 | 2,897 | |||
| 6 Nov | 828.20 | 13.75 | 6.30 | 25.80 | 5,748 | -1,102 | 2,158 | |||
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| 5 Nov | 799.05 | 7.45 | 0.15 | 28.94 | 3,544 | 628 | 3,259 | |||
| 4 Nov | 789.90 | 7.3 | -6.15 | 30.15 | 3,588 | 847 | 2,640 | |||
| 1 Nov | 823.75 | 13.45 | -0.35 | 24.88 | 282 | 46 | 1,793 | |||
| 31 Oct | 819.85 | 13.8 | -5.05 | - | 2,123 | 322 | 1,696 | |||
| 30 Oct | 826.40 | 18.85 | -1.70 | - | 1,194 | 96 | 1,375 | |||
| 29 Oct | 832.45 | 20.55 | 3.20 | - | 1,707 | 101 | 1,280 | |||
| 28 Oct | 822.90 | 17.35 | 5.20 | - | 4,285 | 90 | 1,169 | |||
| 25 Oct | 777.00 | 12.15 | -3.65 | - | 1,365 | 372 | 1,079 | |||
| 24 Oct | 801.40 | 15.8 | -4.50 | - | 579 | 215 | 704 | |||
| 23 Oct | 805.35 | 20.3 | -5.25 | - | 595 | 111 | 484 | |||
| 22 Oct | 815.15 | 25.55 | -18.50 | - | 571 | 263 | 371 | |||
| 21 Oct | 860.75 | 44.05 | -8.95 | - | 4 | 2 | 108 | |||
| 18 Oct | 875.15 | 53 | 6.55 | - | 68 | -24 | 106 | |||
| 17 Oct | 861.00 | 46.45 | -13.20 | - | 49 | 12 | 131 | |||
| 16 Oct | 884.75 | 59.65 | 7.65 | - | 27 | 12 | 119 | |||
| 15 Oct | 875.45 | 52 | 7.50 | - | 14 | -5 | 107 | |||
| 14 Oct | 862.90 | 44.5 | 8.50 | - | 24 | 5 | 112 | |||
| 11 Oct | 846.60 | 36 | -10.50 | - | 83 | 71 | 106 | |||
| 10 Oct | 860.80 | 46.5 | 3.70 | - | 26 | -11 | 34 | |||
| 9 Oct | 851.95 | 42.8 | 5.90 | - | 46 | 12 | 44 | |||
| 8 Oct | 840.00 | 36.9 | 5.90 | - | 54 | 26 | 31 | |||
| 7 Oct | 825.65 | 31 | -26.00 | - | 5 | 3 | 4 | |||
| 4 Oct | 844.85 | 57 | - | 0 | 1 | 0 | ||||
For Dlf Limited - strike price 850 expiring on 28NOV2024
Delta for 850 CE is 0.05
Historical price for 850 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 38.99, the open interest changed by -236 which decreased total open position to 4240
On 20 Nov DLF was trading at 763.15. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 39.25, the open interest changed by 153 which increased total open position to 4476
On 19 Nov DLF was trading at 763.15. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 39.25, the open interest changed by 153 which increased total open position to 4476
On 18 Nov DLF was trading at 759.60. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 37.16, the open interest changed by 213 which increased total open position to 4328
On 14 Nov DLF was trading at 762.70. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 33.25, the open interest changed by 30 which increased total open position to 4115
On 13 Nov DLF was trading at 748.55. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 35.53, the open interest changed by 131 which increased total open position to 4088
On 12 Nov DLF was trading at 764.85. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 32.95, the open interest changed by 230 which increased total open position to 3969
On 11 Nov DLF was trading at 777.50. The strike last trading price was 2.5, which was -1.25 lower than the previous day. The implied volatity was 30.18, the open interest changed by 262 which increased total open position to 3747
On 8 Nov DLF was trading at 786.00. The strike last trading price was 3.75, which was -3.50 lower than the previous day. The implied volatity was 28.94, the open interest changed by 610 which increased total open position to 3507
On 7 Nov DLF was trading at 803.40. The strike last trading price was 7.25, which was -6.50 lower than the previous day. The implied volatity was 27.75, the open interest changed by 713 which increased total open position to 2897
On 6 Nov DLF was trading at 828.20. The strike last trading price was 13.75, which was 6.30 higher than the previous day. The implied volatity was 25.80, the open interest changed by -1102 which decreased total open position to 2158
On 5 Nov DLF was trading at 799.05. The strike last trading price was 7.45, which was 0.15 higher than the previous day. The implied volatity was 28.94, the open interest changed by 628 which increased total open position to 3259
On 4 Nov DLF was trading at 789.90. The strike last trading price was 7.3, which was -6.15 lower than the previous day. The implied volatity was 30.15, the open interest changed by 847 which increased total open position to 2640
On 1 Nov DLF was trading at 823.75. The strike last trading price was 13.45, which was -0.35 lower than the previous day. The implied volatity was 24.88, the open interest changed by 46 which increased total open position to 1793
On 31 Oct DLF was trading at 819.85. The strike last trading price was 13.8, which was -5.05 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 18.85, which was -1.70 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 20.55, which was 3.20 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 17.35, which was 5.20 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 12.15, which was -3.65 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 15.8, which was -4.50 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 20.3, which was -5.25 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 25.55, which was -18.50 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 44.05, which was -8.95 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 53, which was 6.55 higher 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 46.45, which was -13.20 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 59.65, which was 7.65 higher 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 52, which was 7.50 higher 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 44.5, which was 8.50 higher 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 36, which was -10.50 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 46.5, which was 3.70 higher 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 42.8, which was 5.90 higher 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 36.9, which was 5.90 higher 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 31, which was -26.00 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 57, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.19
Theta: -0.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 76 | -14.05 | 50.56 | 7 | -1 | 362 |
| 20 Nov | 763.15 | 90.05 | 0.00 | 48.94 | 8 | -7 | 364 |
| 19 Nov | 763.15 | 90.05 | 3.05 | 48.94 | 8 | -6 | 364 |
| 18 Nov | 759.60 | 87 | 2.55 | 34.47 | 16 | -12 | 369 |
| 14 Nov | 762.70 | 84.45 | -15.55 | 27.24 | 24 | -10 | 382 |
| 13 Nov | 748.55 | 100 | 13.20 | 49.30 | 29 | -10 | 392 |
| 12 Nov | 764.85 | 86.8 | 16.80 | 41.30 | 36 | -4 | 402 |
| 11 Nov | 777.50 | 70 | 2.35 | 29.34 | 58 | -14 | 406 |
| 8 Nov | 786.00 | 67.65 | 19.20 | 35.32 | 79 | -26 | 419 |
| 7 Nov | 803.40 | 48.45 | 18.20 | 28.21 | 213 | -11 | 447 |
| 6 Nov | 828.20 | 30.25 | -25.85 | 25.29 | 351 | 126 | 459 |
| 5 Nov | 799.05 | 56.1 | -6.00 | 32.51 | 72 | 0 | 332 |
| 4 Nov | 789.90 | 62.1 | 21.80 | 34.60 | 137 | -6 | 330 |
| 1 Nov | 823.75 | 40.3 | 1.15 | 31.66 | 11 | 0 | 336 |
| 31 Oct | 819.85 | 39.15 | 3.40 | - | 327 | 62 | 338 |
| 30 Oct | 826.40 | 35.75 | 3.90 | - | 309 | 62 | 276 |
| 29 Oct | 832.45 | 31.85 | -6.10 | - | 178 | 27 | 213 |
| 28 Oct | 822.90 | 37.95 | -37.35 | - | 355 | 47 | 184 |
| 25 Oct | 777.00 | 75.3 | 20.60 | - | 41 | -11 | 137 |
| 24 Oct | 801.40 | 54.7 | -1.75 | - | 61 | 33 | 148 |
| 23 Oct | 805.35 | 56.45 | 4.00 | - | 50 | 9 | 115 |
| 22 Oct | 815.15 | 52.45 | 24.95 | - | 113 | 30 | 108 |
| 21 Oct | 860.75 | 27.5 | 7.35 | - | 35 | 10 | 76 |
| 18 Oct | 875.15 | 20.15 | -7.85 | - | 34 | 12 | 66 |
| 17 Oct | 861.00 | 28 | 13.25 | - | 23 | 13 | 53 |
| 16 Oct | 884.75 | 14.75 | -2.95 | - | 27 | 10 | 39 |
| 15 Oct | 875.45 | 17.7 | -4.30 | - | 8 | 0 | 28 |
| 14 Oct | 862.90 | 22 | -7.00 | - | 10 | 5 | 27 |
| 11 Oct | 846.60 | 29 | 2.20 | - | 19 | 13 | 22 |
| 10 Oct | 860.80 | 26.8 | -14.20 | - | 6 | 4 | 9 |
| 9 Oct | 851.95 | 41 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 840.00 | 41 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 825.65 | 41 | 6.00 | - | 1 | 0 | 4 |
| 4 Oct | 844.85 | 35 | - | 4 | 3 | 3 | |
For Dlf Limited - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.90
Historical price for 850 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 76, which was -14.05 lower than the previous day. The implied volatity was 50.56, the open interest changed by -1 which decreased total open position to 362
On 20 Nov DLF was trading at 763.15. The strike last trading price was 90.05, which was 0.00 lower than the previous day. The implied volatity was 48.94, the open interest changed by -7 which decreased total open position to 364
On 19 Nov DLF was trading at 763.15. The strike last trading price was 90.05, which was 3.05 higher than the previous day. The implied volatity was 48.94, the open interest changed by -6 which decreased total open position to 364
On 18 Nov DLF was trading at 759.60. The strike last trading price was 87, which was 2.55 higher than the previous day. The implied volatity was 34.47, the open interest changed by -12 which decreased total open position to 369
On 14 Nov DLF was trading at 762.70. The strike last trading price was 84.45, which was -15.55 lower than the previous day. The implied volatity was 27.24, the open interest changed by -10 which decreased total open position to 382
On 13 Nov DLF was trading at 748.55. The strike last trading price was 100, which was 13.20 higher than the previous day. The implied volatity was 49.30, the open interest changed by -10 which decreased total open position to 392
On 12 Nov DLF was trading at 764.85. The strike last trading price was 86.8, which was 16.80 higher than the previous day. The implied volatity was 41.30, the open interest changed by -4 which decreased total open position to 402
On 11 Nov DLF was trading at 777.50. The strike last trading price was 70, which was 2.35 higher than the previous day. The implied volatity was 29.34, the open interest changed by -14 which decreased total open position to 406
On 8 Nov DLF was trading at 786.00. The strike last trading price was 67.65, which was 19.20 higher than the previous day. The implied volatity was 35.32, the open interest changed by -26 which decreased total open position to 419
On 7 Nov DLF was trading at 803.40. The strike last trading price was 48.45, which was 18.20 higher than the previous day. The implied volatity was 28.21, the open interest changed by -11 which decreased total open position to 447
On 6 Nov DLF was trading at 828.20. The strike last trading price was 30.25, which was -25.85 lower than the previous day. The implied volatity was 25.29, the open interest changed by 126 which increased total open position to 459
On 5 Nov DLF was trading at 799.05. The strike last trading price was 56.1, which was -6.00 lower than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 332
On 4 Nov DLF was trading at 789.90. The strike last trading price was 62.1, which was 21.80 higher than the previous day. The implied volatity was 34.60, the open interest changed by -6 which decreased total open position to 330
On 1 Nov DLF was trading at 823.75. The strike last trading price was 40.3, which was 1.15 higher than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 336
On 31 Oct DLF was trading at 819.85. The strike last trading price was 39.15, which was 3.40 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 35.75, which was 3.90 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 31.85, which was -6.10 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 37.95, which was -37.35 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 75.3, which was 20.60 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 54.7, 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 23 Oct DLF was trading at 805.35. The strike last trading price was 56.45, 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 22 Oct DLF was trading at 815.15. The strike last trading price was 52.45, which was 24.95 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 27.5, which was 7.35 higher 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 20.15, which was -7.85 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 28, which was 13.25 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 14.75, which was -2.95 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 17.7, which was -4.30 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 22, which was -7.00 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 29, which was 2.20 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 26.8, which was -14.20 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 41, 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 41, 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 41, which was 6.00 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 35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
