DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.08
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 0.6 | 0.00 | 40.29 | 338 | -6 | 891 | |||
| 20 Nov | 763.15 | 0.6 | 0.00 | 40.97 | 405 | -13 | 897 | |||
| 19 Nov | 763.15 | 0.6 | -0.05 | 40.97 | 405 | -13 | 897 | |||
| 18 Nov | 759.60 | 0.65 | -0.30 | 38.91 | 268 | -20 | 911 | |||
| 14 Nov | 762.70 | 0.95 | 0.00 | 34.50 | 359 | -32 | 931 | |||
| 13 Nov | 748.55 | 0.95 | -0.30 | 36.87 | 746 | -358 | 967 | |||
| 12 Nov | 764.85 | 1.25 | -0.55 | 33.72 | 761 | 53 | 1,348 | |||
| 11 Nov | 777.50 | 1.8 | -1.05 | 30.58 | 834 | 124 | 1,293 | |||
| 8 Nov | 786.00 | 2.85 | -2.55 | 29.52 | 1,293 | 134 | 1,168 | |||
| 7 Nov | 803.40 | 5.4 | -5.05 | 27.89 | 1,349 | 163 | 1,032 | |||
| 6 Nov | 828.20 | 10.45 | 4.55 | 25.76 | 1,520 | -17 | 867 | |||
| 5 Nov | 799.05 | 5.9 | 0.10 | 29.49 | 964 | 87 | 885 | |||
| 4 Nov | 789.90 | 5.8 | -4.55 | 30.59 | 1,593 | 284 | 885 | |||
| 1 Nov | 823.75 | 10.35 | -0.50 | 24.86 | 197 | 87 | 601 | |||
| 31 Oct | 819.85 | 10.85 | -4.20 | - | 785 | 153 | 508 | |||
| 30 Oct | 826.40 | 15.05 | -1.30 | - | 589 | 54 | 352 | |||
| 29 Oct | 832.45 | 16.35 | 2.30 | - | 565 | 26 | 299 | |||
| 28 Oct | 822.90 | 14.05 | 3.05 | - | 1,087 | 124 | 273 | |||
| 25 Oct | 777.00 | 11 | -1.75 | - | 198 | 31 | 149 | |||
| 24 Oct | 801.40 | 12.75 | -5.30 | - | 107 | -13 | 112 | |||
| 23 Oct | 805.35 | 18.05 | -4.15 | - | 123 | 44 | 125 | |||
| 22 Oct | 815.15 | 22.2 | -17.20 | - | 105 | 55 | 79 | |||
| 21 Oct | 860.75 | 39.4 | -9.65 | - | 24 | 9 | 23 | |||
| 18 Oct | 875.15 | 49.05 | 9.00 | - | 14 | -4 | 14 | |||
| 17 Oct | 861.00 | 40.05 | -4.35 | - | 21 | 10 | 19 | |||
| 16 Oct | 884.75 | 44.4 | -0.60 | - | 7 | 0 | 9 | |||
| 15 Oct | 875.45 | 45 | 5.00 | - | 5 | 0 | 8 | |||
| 14 Oct | 862.90 | 40 | 9.30 | - | 8 | 6 | 8 | |||
| 11 Oct | 846.60 | 30.7 | -29.95 | - | 2 | 1 | 1 | |||
| 10 Oct | 860.80 | 60.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 851.95 | 60.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 840.00 | 60.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 825.65 | 60.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 60.65 | 60.65 | - | 0 | 0 | 0 | |||
| 24 Sept | 917.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 909.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 877.60 | 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 860 expiring on 28NOV2024
Delta for 860 CE is 0.04
Historical price for 860 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.29, the open interest changed by -6 which decreased total open position to 891
On 20 Nov DLF was trading at 763.15. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.97, the open interest changed by -13 which decreased total open position to 897
On 19 Nov DLF was trading at 763.15. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 40.97, the open interest changed by -13 which decreased total open position to 897
On 18 Nov DLF was trading at 759.60. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 38.91, the open interest changed by -20 which decreased total open position to 911
On 14 Nov DLF was trading at 762.70. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 34.50, the open interest changed by -32 which decreased total open position to 931
On 13 Nov DLF was trading at 748.55. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 36.87, the open interest changed by -358 which decreased total open position to 967
On 12 Nov DLF was trading at 764.85. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 33.72, the open interest changed by 53 which increased total open position to 1348
On 11 Nov DLF was trading at 777.50. The strike last trading price was 1.8, which was -1.05 lower than the previous day. The implied volatity was 30.58, the open interest changed by 124 which increased total open position to 1293
On 8 Nov DLF was trading at 786.00. The strike last trading price was 2.85, which was -2.55 lower than the previous day. The implied volatity was 29.52, the open interest changed by 134 which increased total open position to 1168
On 7 Nov DLF was trading at 803.40. The strike last trading price was 5.4, which was -5.05 lower than the previous day. The implied volatity was 27.89, the open interest changed by 163 which increased total open position to 1032
On 6 Nov DLF was trading at 828.20. The strike last trading price was 10.45, which was 4.55 higher than the previous day. The implied volatity was 25.76, the open interest changed by -17 which decreased total open position to 867
On 5 Nov DLF was trading at 799.05. The strike last trading price was 5.9, which was 0.10 higher than the previous day. The implied volatity was 29.49, the open interest changed by 87 which increased total open position to 885
On 4 Nov DLF was trading at 789.90. The strike last trading price was 5.8, which was -4.55 lower than the previous day. The implied volatity was 30.59, the open interest changed by 284 which increased total open position to 885
On 1 Nov DLF was trading at 823.75. The strike last trading price was 10.35, which was -0.50 lower than the previous day. The implied volatity was 24.86, the open interest changed by 87 which increased total open position to 601
On 31 Oct DLF was trading at 819.85. The strike last trading price was 10.85, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 15.05, which was -1.30 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 16.35, which was 2.30 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 14.05, which was 3.05 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 11, 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 24 Oct DLF was trading at 801.40. The strike last trading price was 12.75, which was -5.30 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 18.05, which was -4.15 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 22.2, which was -17.20 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 39.4, which was -9.65 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 49.05, which was 9.00 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 40.05, which was -4.35 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 44.4, which was -0.60 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 45, which was 5.00 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 40, which was 9.30 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 30.7, which was -29.95 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 60.65, 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 9 Oct DLF was trading at 851.95. The strike last trading price was 60.65, 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 8 Oct DLF was trading at 840.00. The strike last trading price was 60.65, 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 7 Oct DLF was trading at 825.65. The strike last trading price was 60.65, 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 4 Oct DLF was trading at 844.85. The strike last trading price was 60.65, which was 60.65 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 20 Sept DLF was trading at 877.60. 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 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 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 80.85 | -1.90 | - | 11 | -4 | 179 |
| 20 Nov | 763.15 | 82.75 | 0.00 | - | 31 | -27 | 187 |
| 19 Nov | 763.15 | 82.75 | -2.25 | - | 31 | -23 | 187 |
| 18 Nov | 759.60 | 85 | -5.50 | - | 8 | -4 | 210 |
| 14 Nov | 762.70 | 90.5 | -17.50 | - | 9 | 0 | 213 |
| 13 Nov | 748.55 | 108 | 20.15 | 45.33 | 17 | -3 | 214 |
| 12 Nov | 764.85 | 87.85 | 19.75 | - | 3 | 0 | 217 |
| 11 Nov | 777.50 | 68.1 | -7.70 | - | 3 | 2 | 216 |
| 8 Nov | 786.00 | 75.8 | 20.80 | 34.73 | 17 | -3 | 215 |
| 7 Nov | 803.40 | 55 | 19.50 | 25.36 | 23 | 4 | 218 |
| 6 Nov | 828.20 | 35.5 | -26.60 | 23.27 | 88 | 28 | 215 |
| 5 Nov | 799.05 | 62.1 | -9.25 | 29.21 | 27 | -5 | 188 |
| 4 Nov | 789.90 | 71.35 | 24.60 | 36.84 | 47 | 14 | 190 |
| 1 Nov | 823.75 | 46.75 | 0.00 | 0.00 | 0 | 39 | 0 |
| 31 Oct | 819.85 | 46.75 | 4.05 | - | 115 | 40 | 177 |
| 30 Oct | 826.40 | 42.7 | 5.30 | - | 85 | 18 | 138 |
| 29 Oct | 832.45 | 37.4 | -5.75 | - | 92 | 15 | 120 |
| 28 Oct | 822.90 | 43.15 | -39.85 | - | 163 | 28 | 106 |
| 25 Oct | 777.00 | 83 | 18.00 | - | 8 | -5 | 78 |
| 24 Oct | 801.40 | 65 | 10.90 | - | 56 | 49 | 79 |
| 23 Oct | 805.35 | 54.1 | 0.00 | - | 0 | 9 | 0 |
| 22 Oct | 815.15 | 54.1 | 20.95 | - | 25 | 7 | 28 |
| 21 Oct | 860.75 | 33.15 | 10.25 | - | 14 | 8 | 21 |
| 18 Oct | 875.15 | 22.9 | -8.75 | - | 2 | -1 | 14 |
| 17 Oct | 861.00 | 31.65 | 13.15 | - | 10 | 1 | 13 |
| 16 Oct | 884.75 | 18.5 | -16.65 | - | 12 | 7 | 10 |
| 15 Oct | 875.45 | 35.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 862.90 | 35.15 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 846.60 | 35.15 | -18.55 | - | 3 | 2 | 4 |
| 10 Oct | 860.80 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 851.95 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 840.00 | 53.7 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 825.65 | 53.7 | 16.70 | - | 2 | 1 | 2 |
| 4 Oct | 844.85 | 37 | 3.75 | - | 3 | 1 | 1 |
| 24 Sept | 917.00 | 33.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 909.65 | 33.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 877.60 | 33.25 | 33.25 | - | 5 | 0 | 5 |
| 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 860 expiring on 28NOV2024
Delta for 860 PE is -
Historical price for 860 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 80.85, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 179
On 20 Nov DLF was trading at 763.15. The strike last trading price was 82.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 187
On 19 Nov DLF was trading at 763.15. The strike last trading price was 82.75, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 187
On 18 Nov DLF was trading at 759.60. The strike last trading price was 85, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 210
On 14 Nov DLF was trading at 762.70. The strike last trading price was 90.5, which was -17.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 213
On 13 Nov DLF was trading at 748.55. The strike last trading price was 108, which was 20.15 higher than the previous day. The implied volatity was 45.33, the open interest changed by -3 which decreased total open position to 214
On 12 Nov DLF was trading at 764.85. The strike last trading price was 87.85, which was 19.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 217
On 11 Nov DLF was trading at 777.50. The strike last trading price was 68.1, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 216
On 8 Nov DLF was trading at 786.00. The strike last trading price was 75.8, which was 20.80 higher than the previous day. The implied volatity was 34.73, the open interest changed by -3 which decreased total open position to 215
On 7 Nov DLF was trading at 803.40. The strike last trading price was 55, which was 19.50 higher than the previous day. The implied volatity was 25.36, the open interest changed by 4 which increased total open position to 218
On 6 Nov DLF was trading at 828.20. The strike last trading price was 35.5, which was -26.60 lower than the previous day. The implied volatity was 23.27, the open interest changed by 28 which increased total open position to 215
On 5 Nov DLF was trading at 799.05. The strike last trading price was 62.1, which was -9.25 lower than the previous day. The implied volatity was 29.21, the open interest changed by -5 which decreased total open position to 188
On 4 Nov DLF was trading at 789.90. The strike last trading price was 71.35, which was 24.60 higher than the previous day. The implied volatity was 36.84, the open interest changed by 14 which increased total open position to 190
On 1 Nov DLF was trading at 823.75. The strike last trading price was 46.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 31 Oct DLF was trading at 819.85. The strike last trading price was 46.75, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 42.7, which was 5.30 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 37.4, which was -5.75 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 43.15, which was -39.85 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 83, which was 18.00 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 65, which was 10.90 higher 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 54.1, 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 22 Oct DLF was trading at 815.15. The strike last trading price was 54.1, which was 20.95 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 33.15, which was 10.25 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 22.9, which was -8.75 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 31.65, which was 13.15 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 18.5, which was -16.65 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 35.15, 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 35.15, 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 35.15, which was -18.55 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 53.7, 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 53.7, 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 53.7, 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 53.7, which was 16.70 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 37, which was 3.75 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 33.25, 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 33.25, 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 20 Sept DLF was trading at 877.60. The strike last trading price was 33.25, which was 33.25 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
