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[--[65.84.65.76]--]
DLF
Dlf Limited

875.75 7.35 (0.85%)

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Historical option data for DLF

11 Dec 2024 04:10 PM IST
DLF 26DEC2024 860 CE
Delta: 0.67
Vega: 0.64
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Dec 875.75 26.55 3.20 23.83 1,845 -371 820
10 Dec 868.40 23.35 0.55 23.45 1,703 95 1,194
9 Dec 862.70 22.8 3.10 25.81 7,863 -348 1,106
6 Dec 856.85 19.7 0.70 25.71 4,605 139 1,477
5 Dec 850.25 19 0.75 25.40 3,423 11 1,349
4 Dec 847.95 18.25 -0.05 26.61 2,444 21 1,346
3 Dec 846.95 18.3 -3.70 26.93 5,022 461 1,339
2 Dec 849.10 22 12.05 26.89 4,510 323 875
29 Nov 822.95 9.95 0.15 24.92 792 48 550
28 Nov 813.85 9.8 -3.05 26.27 682 176 504
27 Nov 823.70 12.85 -0.70 26.32 312 -5 328
26 Nov 827.35 13.55 -1.45 25.56 469 93 330
25 Nov 823.30 15 5.50 27.36 462 233 234
22 Nov 803.40 9.5 3.50 26.94 164 86 87
21 Nov 773.95 6 0.00 0.00 0 0 0
20 Nov 763.15 6 0.00 0.00 0 0 0
19 Nov 763.15 6 0.00 0.00 0 0 0
18 Nov 759.60 6 0.00 0.00 0 0 0
14 Nov 762.70 6 1.50 30.00 1 0 1
13 Nov 748.55 4.5 -111.65 29.82 1 0 0
12 Nov 764.85 116.15 0.00 8.17 0 0 0
11 Nov 777.50 116.15 0.00 6.71 0 0 0
8 Nov 786.00 116.15 0.00 5.92 0 0 0
7 Nov 803.40 116.15 0.00 4.08 0 0 0
6 Nov 828.20 116.15 0.00 2.02 0 0 0
5 Nov 799.05 116.15 0.00 4.60 0 0 0
30 Oct 826.40 116.15 0.00 - 0 0 0
29 Oct 832.45 116.15 0.00 - 0 0 0
21 Oct 860.75 116.15 0.00 - 0 0 0
18 Oct 875.15 116.15 0.00 - 0 0 0
17 Oct 861.00 116.15 0.00 - 0 0 0
16 Oct 884.75 116.15 0.00 - 0 0 0
15 Oct 875.45 116.15 0.00 - 0 0 0
14 Oct 862.90 116.15 0.00 - 0 0 0
11 Oct 846.60 116.15 0.00 - 0 0 0
10 Oct 860.80 116.15 0.00 - 0 0 0
9 Oct 851.95 116.15 0.00 - 0 0 0
8 Oct 840.00 116.15 0.00 - 0 0 0
7 Oct 825.65 116.15 0.00 - 0 0 0
4 Oct 844.85 116.15 0.00 - 0 0 0
3 Oct 864.85 116.15 116.15 - 0 0 0
1 Oct 913.75 0 0.00 - 0 0 0
30 Sept 895.15 0 - 0 0 0


For Dlf Limited - strike price 860 expiring on 26DEC2024

Delta for 860 CE is 0.67

Historical price for 860 CE is as follows

On 11 Dec DLF was trading at 875.75. The strike last trading price was 26.55, which was 3.20 higher than the previous day. The implied volatity was 23.83, the open interest changed by -371 which decreased total open position to 820


On 10 Dec DLF was trading at 868.40. The strike last trading price was 23.35, which was 0.55 higher than the previous day. The implied volatity was 23.45, the open interest changed by 95 which increased total open position to 1194


On 9 Dec DLF was trading at 862.70. The strike last trading price was 22.8, which was 3.10 higher than the previous day. The implied volatity was 25.81, the open interest changed by -348 which decreased total open position to 1106


On 6 Dec DLF was trading at 856.85. The strike last trading price was 19.7, which was 0.70 higher than the previous day. The implied volatity was 25.71, the open interest changed by 139 which increased total open position to 1477


On 5 Dec DLF was trading at 850.25. The strike last trading price was 19, which was 0.75 higher than the previous day. The implied volatity was 25.40, the open interest changed by 11 which increased total open position to 1349


On 4 Dec DLF was trading at 847.95. The strike last trading price was 18.25, which was -0.05 lower than the previous day. The implied volatity was 26.61, the open interest changed by 21 which increased total open position to 1346


On 3 Dec DLF was trading at 846.95. The strike last trading price was 18.3, which was -3.70 lower than the previous day. The implied volatity was 26.93, the open interest changed by 461 which increased total open position to 1339


On 2 Dec DLF was trading at 849.10. The strike last trading price was 22, which was 12.05 higher than the previous day. The implied volatity was 26.89, the open interest changed by 323 which increased total open position to 875


On 29 Nov DLF was trading at 822.95. The strike last trading price was 9.95, which was 0.15 higher than the previous day. The implied volatity was 24.92, the open interest changed by 48 which increased total open position to 550


On 28 Nov DLF was trading at 813.85. The strike last trading price was 9.8, which was -3.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by 176 which increased total open position to 504


On 27 Nov DLF was trading at 823.70. The strike last trading price was 12.85, which was -0.70 lower than the previous day. The implied volatity was 26.32, the open interest changed by -5 which decreased total open position to 328


On 26 Nov DLF was trading at 827.35. The strike last trading price was 13.55, which was -1.45 lower than the previous day. The implied volatity was 25.56, the open interest changed by 93 which increased total open position to 330


On 25 Nov DLF was trading at 823.30. The strike last trading price was 15, which was 5.50 higher than the previous day. The implied volatity was 27.36, the open interest changed by 233 which increased total open position to 234


On 22 Nov DLF was trading at 803.40. The strike last trading price was 9.5, which was 3.50 higher than the previous day. The implied volatity was 26.94, the open interest changed by 86 which increased total open position to 87


On 21 Nov DLF was trading at 773.95. The strike last trading price was 6, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 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 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov DLF was trading at 759.60. The strike last trading price was 6, 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 14 Nov DLF was trading at 762.70. The strike last trading price was 6, which was 1.50 higher than the previous day. The implied volatity was 30.00, 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 4.5, which was -111.65 lower than the previous day. The implied volatity was 29.82, 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 116.15, which was 0.00 lower than the previous day. The implied volatity was 8.17, the open interest changed by 0 which decreased total open position to 0


On 11 Nov DLF was trading at 777.50. The strike last trading price was 116.15, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 116.15, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 116.15, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 116.15, which was 0.00 lower than the previous day. The implied volatity was 2.02, 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 116.15, which was 0.00 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0


On 30 Oct DLF was trading at 826.40. The strike last trading price was 116.15, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 116.15, 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 21 Oct DLF was trading at 860.75. The strike last trading price was 116.15, 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 18 Oct DLF was trading at 875.15. The strike last trading price was 116.15, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 116.15, 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 16 Oct DLF was trading at 884.75. The strike last trading price was 116.15, 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 15 Oct DLF was trading at 875.45. The strike last trading price was 116.15, 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 116.15, 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 116.15, 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 10 Oct DLF was trading at 860.80. The strike last trading price was 116.15, 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 9 Oct DLF was trading at 851.95. The strike last trading price was 116.15, 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 8 Oct DLF was trading at 840.00. The strike last trading price was 116.15, 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 7 Oct DLF was trading at 825.65. The strike last trading price was 116.15, 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 4 Oct DLF was trading at 844.85. The strike last trading price was 116.15, 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 3 Oct DLF was trading at 864.85. The strike last trading price was 116.15, which was 116.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct DLF was trading at 913.75. 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 30 Sept DLF was trading at 895.15. 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 26DEC2024 860 PE
Delta: -0.34
Vega: 0.65
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Dec 875.75 9.75 -4.05 24.19 1,374 67 699
10 Dec 868.40 13.8 -2.50 26.48 1,229 93 632
9 Dec 862.70 16.3 -5.00 26.49 3,564 30 540
6 Dec 856.85 21.3 -3.95 25.65 1,205 180 515
5 Dec 850.25 25.25 -1.95 28.69 763 53 369
4 Dec 847.95 27.2 -0.70 27.36 477 31 317
3 Dec 846.95 27.9 1.35 26.57 702 101 286
2 Dec 849.10 26.55 -16.45 28.71 502 113 182
29 Nov 822.95 43 -6.45 25.42 38 11 68
28 Nov 813.85 49.45 6.15 28.38 51 12 58
27 Nov 823.70 43.3 -0.20 27.63 13 6 46
26 Nov 827.35 43.5 -1.45 29.50 30 16 39
25 Nov 823.30 44.95 -17.35 29.61 45 15 24
22 Nov 803.40 62.3 -43.20 32.19 9 3 12
21 Nov 773.95 105.5 16.50 59.21 3 2 10
20 Nov 763.15 89 0.00 - 5 5 5
19 Nov 763.15 89 -1.75 - 5 2 5
18 Nov 759.60 90.75 54.10 21.54 3 1 1
14 Nov 762.70 36.65 0.00 - 0 0 0
13 Nov 748.55 36.65 0.00 - 0 0 0
12 Nov 764.85 36.65 0.00 - 0 0 0
11 Nov 777.50 36.65 0.00 - 0 0 0
8 Nov 786.00 36.65 0.00 - 0 0 0
7 Nov 803.40 36.65 0.00 - 0 0 0
6 Nov 828.20 36.65 0.00 - 0 0 0
5 Nov 799.05 36.65 0.00 - 0 0 0
30 Oct 826.40 36.65 0.00 - 0 0 0
29 Oct 832.45 36.65 36.65 - 0 0 0
21 Oct 860.75 0 0.00 - 0 0 0
18 Oct 875.15 0 0.00 - 0 0 0
17 Oct 861.00 0 0.00 - 0 0 0
16 Oct 884.75 0 0.00 - 0 0 0
15 Oct 875.45 0 0.00 - 0 0 0
14 Oct 862.90 0 0.00 - 0 0 0
11 Oct 846.60 0 0.00 - 0 0 0
10 Oct 860.80 0 0.00 - 0 0 0
9 Oct 851.95 0 0.00 - 0 0 0
8 Oct 840.00 0 0.00 - 0 0 0
7 Oct 825.65 0 0.00 - 0 0 0
4 Oct 844.85 0 0.00 - 0 0 0
3 Oct 864.85 0 0.00 - 0 0 0
1 Oct 913.75 0 0.00 - 0 0 0
30 Sept 895.15 0 - 0 0 0


For Dlf Limited - strike price 860 expiring on 26DEC2024

Delta for 860 PE is -0.34

Historical price for 860 PE is as follows

On 11 Dec DLF was trading at 875.75. The strike last trading price was 9.75, which was -4.05 lower than the previous day. The implied volatity was 24.19, the open interest changed by 67 which increased total open position to 699


On 10 Dec DLF was trading at 868.40. The strike last trading price was 13.8, which was -2.50 lower than the previous day. The implied volatity was 26.48, the open interest changed by 93 which increased total open position to 632


On 9 Dec DLF was trading at 862.70. The strike last trading price was 16.3, which was -5.00 lower than the previous day. The implied volatity was 26.49, the open interest changed by 30 which increased total open position to 540


On 6 Dec DLF was trading at 856.85. The strike last trading price was 21.3, which was -3.95 lower than the previous day. The implied volatity was 25.65, the open interest changed by 180 which increased total open position to 515


On 5 Dec DLF was trading at 850.25. The strike last trading price was 25.25, which was -1.95 lower than the previous day. The implied volatity was 28.69, the open interest changed by 53 which increased total open position to 369


On 4 Dec DLF was trading at 847.95. The strike last trading price was 27.2, which was -0.70 lower than the previous day. The implied volatity was 27.36, the open interest changed by 31 which increased total open position to 317


On 3 Dec DLF was trading at 846.95. The strike last trading price was 27.9, which was 1.35 higher than the previous day. The implied volatity was 26.57, the open interest changed by 101 which increased total open position to 286


On 2 Dec DLF was trading at 849.10. The strike last trading price was 26.55, which was -16.45 lower than the previous day. The implied volatity was 28.71, the open interest changed by 113 which increased total open position to 182


On 29 Nov DLF was trading at 822.95. The strike last trading price was 43, which was -6.45 lower than the previous day. The implied volatity was 25.42, the open interest changed by 11 which increased total open position to 68


On 28 Nov DLF was trading at 813.85. The strike last trading price was 49.45, which was 6.15 higher than the previous day. The implied volatity was 28.38, the open interest changed by 12 which increased total open position to 58


On 27 Nov DLF was trading at 823.70. The strike last trading price was 43.3, which was -0.20 lower than the previous day. The implied volatity was 27.63, the open interest changed by 6 which increased total open position to 46


On 26 Nov DLF was trading at 827.35. The strike last trading price was 43.5, which was -1.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 16 which increased total open position to 39


On 25 Nov DLF was trading at 823.30. The strike last trading price was 44.95, which was -17.35 lower than the previous day. The implied volatity was 29.61, the open interest changed by 15 which increased total open position to 24


On 22 Nov DLF was trading at 803.40. The strike last trading price was 62.3, which was -43.20 lower than the previous day. The implied volatity was 32.19, the open interest changed by 3 which increased total open position to 12


On 21 Nov DLF was trading at 773.95. The strike last trading price was 105.5, which was 16.50 higher than the previous day. The implied volatity was 59.21, the open interest changed by 2 which increased total open position to 10


On 20 Nov DLF was trading at 763.15. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 19 Nov DLF was trading at 763.15. The strike last trading price was 89, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5


On 18 Nov DLF was trading at 759.60. The strike last trading price was 90.75, which was 54.10 higher than the previous day. The implied volatity was 21.54, the open interest changed by 1 which increased total open position to 1


On 14 Nov DLF was trading at 762.70. The strike last trading price was 36.65, 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 13 Nov DLF was trading at 748.55. The strike last trading price was 36.65, 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 12 Nov DLF was trading at 764.85. The strike last trading price was 36.65, 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 11 Nov DLF was trading at 777.50. The strike last trading price was 36.65, 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 8 Nov DLF was trading at 786.00. The strike last trading price was 36.65, 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 36.65, 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 36.65, 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 36.65, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 36.65, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 36.65, which was 36.65 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 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 18 Oct DLF was trading at 875.15. 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 17 Oct DLF was trading at 861.00. 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 16 Oct DLF was trading at 884.75. 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 15 Oct DLF was trading at 875.45. 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 14 Oct DLF was trading at 862.90. 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 11 Oct DLF was trading at 846.60. 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 10 Oct DLF was trading at 860.80. 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 9 Oct DLF was trading at 851.95. 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 8 Oct DLF was trading at 840.00. 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 7 Oct DLF was trading at 825.65. 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 Oct DLF was trading at 844.85. 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 Oct DLF was trading at 864.85. 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 1 Oct DLF was trading at 913.75. 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 30 Sept DLF was trading at 895.15. 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