DLF
Dlf Limited
Historical option data for DLF
20 Dec 2024 04:10 PM IST
| DLF 26DEC2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.23
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 830.70 | 2.15 | -9.05 | 29.65 | 6,670 | 193 | 1,398 | |||
| 19 Dec | 864.40 | 11.2 | -3.95 | 28.65 | 3,800 | 185 | 1,204 | |||
| 18 Dec | 871.45 | 15.15 | -2.15 | 26.31 | 3,050 | -95 | 1,019 | |||
| 17 Dec | 872.45 | 17.3 | -11.55 | 27.63 | 1,218 | 30 | 1,113 | |||
| 16 Dec | 893.30 | 28.85 | 12.25 | 25.33 | 4,818 | -565 | 1,093 | |||
| 13 Dec | 870.85 | 16.6 | -0.40 | 23.40 | 4,571 | 124 | 1,681 | |||
| 12 Dec | 867.10 | 17 | -3.45 | 24.63 | 2,715 | 196 | 1,560 | |||
| 11 Dec | 875.75 | 20.45 | 2.50 | 23.71 | 5,216 | -410 | 1,360 | |||
| 10 Dec | 868.40 | 17.95 | 0.25 | 23.59 | 3,196 | 162 | 1,768 | |||
| 9 Dec | 862.70 | 17.7 | 2.30 | 25.72 | 10,050 | 684 | 1,603 | |||
| 6 Dec | 856.85 | 15.4 | 0.35 | 25.77 | 3,216 | 37 | 915 | |||
| 5 Dec | 850.25 | 15.05 | 0.60 | 25.72 | 1,528 | 23 | 878 | |||
| 4 Dec | 847.95 | 14.45 | 0.15 | 26.75 | 1,188 | 21 | 856 | |||
| 3 Dec | 846.95 | 14.3 | -3.50 | 26.72 | 2,400 | 174 | 832 | |||
| 2 Dec | 849.10 | 17.8 | 10.20 | 27.00 | 2,300 | 195 | 644 | |||
| 29 Nov | 822.95 | 7.6 | -0.10 | 24.67 | 738 | 154 | 451 | |||
| 28 Nov | 813.85 | 7.7 | -2.55 | 26.52 | 455 | 68 | 297 | |||
| 27 Nov | 823.70 | 10.25 | -0.60 | 26.53 | 236 | -4 | 228 | |||
| 26 Nov | 827.35 | 10.85 | -1.65 | 25.82 | 232 | 2 | 233 | |||
| 25 Nov | 823.30 | 12.5 | 4.90 | 27.90 | 661 | 228 | 232 | |||
| 22 Nov | 803.40 | 7.6 | 3.10 | 27.12 | 42 | 28 | 32 | |||
| 21 Nov | 773.95 | 4.5 | -0.75 | 29.44 | 57 | 6 | 7 | |||
| 20 Nov | 763.15 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 763.15 | 5.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 759.60 | 5.25 | -30.15 | 32.96 | 4 | 1 | 1 | |||
| 14 Nov | 762.70 | 35.4 | 0.00 | 9.03 | 0 | 0 | 0 | |||
| 13 Nov | 748.55 | 35.4 | 0.00 | 10.63 | 0 | 0 | 0 | |||
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| 12 Nov | 764.85 | 35.4 | 0.00 | 8.97 | 0 | 0 | 0 | |||
| 11 Nov | 777.50 | 35.4 | 0.00 | 7.53 | 0 | 0 | 0 | |||
| 8 Nov | 786.00 | 35.4 | 0.00 | 6.73 | 0 | 0 | 0 | |||
| 7 Nov | 803.40 | 35.4 | 0.00 | 4.96 | 0 | 0 | 0 | |||
| 6 Nov | 828.20 | 35.4 | 0.00 | 2.51 | 0 | 0 | 0 | |||
| 5 Nov | 799.05 | 35.4 | 5.41 | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 870 expiring on 26DEC2024
Delta for 870 CE is 0.14
Historical price for 870 CE is as follows
On 20 Dec DLF was trading at 830.70. The strike last trading price was 2.15, which was -9.05 lower than the previous day. The implied volatity was 29.65, the open interest changed by 193 which increased total open position to 1398
On 19 Dec DLF was trading at 864.40. The strike last trading price was 11.2, which was -3.95 lower than the previous day. The implied volatity was 28.65, the open interest changed by 185 which increased total open position to 1204
On 18 Dec DLF was trading at 871.45. The strike last trading price was 15.15, which was -2.15 lower than the previous day. The implied volatity was 26.31, the open interest changed by -95 which decreased total open position to 1019
On 17 Dec DLF was trading at 872.45. The strike last trading price was 17.3, which was -11.55 lower than the previous day. The implied volatity was 27.63, the open interest changed by 30 which increased total open position to 1113
On 16 Dec DLF was trading at 893.30. The strike last trading price was 28.85, which was 12.25 higher than the previous day. The implied volatity was 25.33, the open interest changed by -565 which decreased total open position to 1093
On 13 Dec DLF was trading at 870.85. The strike last trading price was 16.6, which was -0.40 lower than the previous day. The implied volatity was 23.40, the open interest changed by 124 which increased total open position to 1681
On 12 Dec DLF was trading at 867.10. The strike last trading price was 17, which was -3.45 lower than the previous day. The implied volatity was 24.63, the open interest changed by 196 which increased total open position to 1560
On 11 Dec DLF was trading at 875.75. The strike last trading price was 20.45, which was 2.50 higher than the previous day. The implied volatity was 23.71, the open interest changed by -410 which decreased total open position to 1360
On 10 Dec DLF was trading at 868.40. The strike last trading price was 17.95, which was 0.25 higher than the previous day. The implied volatity was 23.59, the open interest changed by 162 which increased total open position to 1768
On 9 Dec DLF was trading at 862.70. The strike last trading price was 17.7, which was 2.30 higher than the previous day. The implied volatity was 25.72, the open interest changed by 684 which increased total open position to 1603
On 6 Dec DLF was trading at 856.85. The strike last trading price was 15.4, which was 0.35 higher than the previous day. The implied volatity was 25.77, the open interest changed by 37 which increased total open position to 915
On 5 Dec DLF was trading at 850.25. The strike last trading price was 15.05, which was 0.60 higher than the previous day. The implied volatity was 25.72, the open interest changed by 23 which increased total open position to 878
On 4 Dec DLF was trading at 847.95. The strike last trading price was 14.45, which was 0.15 higher than the previous day. The implied volatity was 26.75, the open interest changed by 21 which increased total open position to 856
On 3 Dec DLF was trading at 846.95. The strike last trading price was 14.3, which was -3.50 lower than the previous day. The implied volatity was 26.72, the open interest changed by 174 which increased total open position to 832
On 2 Dec DLF was trading at 849.10. The strike last trading price was 17.8, which was 10.20 higher than the previous day. The implied volatity was 27.00, the open interest changed by 195 which increased total open position to 644
On 29 Nov DLF was trading at 822.95. The strike last trading price was 7.6, which was -0.10 lower than the previous day. The implied volatity was 24.67, the open interest changed by 154 which increased total open position to 451
On 28 Nov DLF was trading at 813.85. The strike last trading price was 7.7, which was -2.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by 68 which increased total open position to 297
On 27 Nov DLF was trading at 823.70. The strike last trading price was 10.25, which was -0.60 lower than the previous day. The implied volatity was 26.53, the open interest changed by -4 which decreased total open position to 228
On 26 Nov DLF was trading at 827.35. The strike last trading price was 10.85, which was -1.65 lower than the previous day. The implied volatity was 25.82, the open interest changed by 2 which increased total open position to 233
On 25 Nov DLF was trading at 823.30. The strike last trading price was 12.5, which was 4.90 higher than the previous day. The implied volatity was 27.90, the open interest changed by 228 which increased total open position to 232
On 22 Nov DLF was trading at 803.40. The strike last trading price was 7.6, which was 3.10 higher than the previous day. The implied volatity was 27.12, the open interest changed by 28 which increased total open position to 32
On 21 Nov DLF was trading at 773.95. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 29.44, the open interest changed by 6 which increased total open position to 7
On 20 Nov DLF was trading at 763.15. The strike last trading price was 5.25, 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 5.25, 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 18 Nov DLF was trading at 759.60. The strike last trading price was 5.25, which was -30.15 lower than the previous day. The implied volatity was 32.96, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 9.03, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 10.63, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 7.53, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 35.4, which was lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.29
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 830.70 | 40.05 | 25.70 | 36.60 | 1,251 | -37 | 741 |
| 19 Dec | 864.40 | 14.35 | 2.10 | 24.02 | 1,965 | -296 | 776 |
| 18 Dec | 871.45 | 12.25 | 0.80 | 26.81 | 2,891 | -104 | 1,073 |
| 17 Dec | 872.45 | 11.45 | 5.10 | 24.75 | 2,949 | 29 | 1,180 |
| 16 Dec | 893.30 | 6.35 | -7.35 | 26.01 | 3,958 | 219 | 1,166 |
| 13 Dec | 870.85 | 13.7 | -2.35 | 22.85 | 2,083 | 36 | 958 |
| 12 Dec | 867.10 | 16.05 | 2.60 | 24.16 | 1,853 | -133 | 919 |
| 11 Dec | 875.75 | 13.45 | -5.10 | 23.81 | 2,146 | 227 | 1,054 |
| 10 Dec | 868.40 | 18.55 | -2.70 | 26.78 | 1,243 | 16 | 827 |
| 9 Dec | 862.70 | 21.25 | -5.70 | 26.52 | 2,715 | 470 | 807 |
| 6 Dec | 856.85 | 26.95 | -4.40 | 25.72 | 283 | -3 | 346 |
| 5 Dec | 850.25 | 31.35 | -1.80 | 29.22 | 274 | 34 | 347 |
| 4 Dec | 847.95 | 33.15 | -0.70 | 27.29 | 192 | 18 | 312 |
| 3 Dec | 846.95 | 33.85 | 1.40 | 26.36 | 491 | 66 | 297 |
| 2 Dec | 849.10 | 32.45 | -18.30 | 29.05 | 215 | 23 | 229 |
| 29 Nov | 822.95 | 50.75 | -6.50 | 26.86 | 38 | 7 | 205 |
| 28 Nov | 813.85 | 57.25 | 7.75 | 28.80 | 47 | 11 | 198 |
| 27 Nov | 823.70 | 49.5 | 1.05 | 26.51 | 51 | 1 | 188 |
| 26 Nov | 827.35 | 48.45 | -2.95 | 27.30 | 20 | -1 | 187 |
| 25 Nov | 823.30 | 51.4 | -43.10 | 29.15 | 295 | 175 | 189 |
| 22 Nov | 803.40 | 94.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 773.95 | 94.5 | -10.50 | 35.19 | 1 | 0 | 13 |
| 20 Nov | 763.15 | 105 | 0.00 | 30.73 | 11 | 11 | 5 |
| 19 Nov | 763.15 | 105 | -0.50 | 30.73 | 11 | 3 | 5 |
| 18 Nov | 759.60 | 105.5 | 29.65 | 34.72 | 2 | 0 | 0 |
| 14 Nov | 762.70 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 748.55 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 764.85 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 777.50 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 786.00 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 803.40 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 828.20 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 799.05 | 75.85 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -0.81
Historical price for 870 PE is as follows
On 20 Dec DLF was trading at 830.70. The strike last trading price was 40.05, which was 25.70 higher than the previous day. The implied volatity was 36.60, the open interest changed by -37 which decreased total open position to 741
On 19 Dec DLF was trading at 864.40. The strike last trading price was 14.35, which was 2.10 higher than the previous day. The implied volatity was 24.02, the open interest changed by -296 which decreased total open position to 776
On 18 Dec DLF was trading at 871.45. The strike last trading price was 12.25, which was 0.80 higher than the previous day. The implied volatity was 26.81, the open interest changed by -104 which decreased total open position to 1073
On 17 Dec DLF was trading at 872.45. The strike last trading price was 11.45, which was 5.10 higher than the previous day. The implied volatity was 24.75, the open interest changed by 29 which increased total open position to 1180
On 16 Dec DLF was trading at 893.30. The strike last trading price was 6.35, which was -7.35 lower than the previous day. The implied volatity was 26.01, the open interest changed by 219 which increased total open position to 1166
On 13 Dec DLF was trading at 870.85. The strike last trading price was 13.7, which was -2.35 lower than the previous day. The implied volatity was 22.85, the open interest changed by 36 which increased total open position to 958
On 12 Dec DLF was trading at 867.10. The strike last trading price was 16.05, which was 2.60 higher than the previous day. The implied volatity was 24.16, the open interest changed by -133 which decreased total open position to 919
On 11 Dec DLF was trading at 875.75. The strike last trading price was 13.45, which was -5.10 lower than the previous day. The implied volatity was 23.81, the open interest changed by 227 which increased total open position to 1054
On 10 Dec DLF was trading at 868.40. The strike last trading price was 18.55, which was -2.70 lower than the previous day. The implied volatity was 26.78, the open interest changed by 16 which increased total open position to 827
On 9 Dec DLF was trading at 862.70. The strike last trading price was 21.25, which was -5.70 lower than the previous day. The implied volatity was 26.52, the open interest changed by 470 which increased total open position to 807
On 6 Dec DLF was trading at 856.85. The strike last trading price was 26.95, which was -4.40 lower than the previous day. The implied volatity was 25.72, the open interest changed by -3 which decreased total open position to 346
On 5 Dec DLF was trading at 850.25. The strike last trading price was 31.35, which was -1.80 lower than the previous day. The implied volatity was 29.22, the open interest changed by 34 which increased total open position to 347
On 4 Dec DLF was trading at 847.95. The strike last trading price was 33.15, which was -0.70 lower than the previous day. The implied volatity was 27.29, the open interest changed by 18 which increased total open position to 312
On 3 Dec DLF was trading at 846.95. The strike last trading price was 33.85, which was 1.40 higher than the previous day. The implied volatity was 26.36, the open interest changed by 66 which increased total open position to 297
On 2 Dec DLF was trading at 849.10. The strike last trading price was 32.45, which was -18.30 lower than the previous day. The implied volatity was 29.05, the open interest changed by 23 which increased total open position to 229
On 29 Nov DLF was trading at 822.95. The strike last trading price was 50.75, which was -6.50 lower than the previous day. The implied volatity was 26.86, the open interest changed by 7 which increased total open position to 205
On 28 Nov DLF was trading at 813.85. The strike last trading price was 57.25, which was 7.75 higher than the previous day. The implied volatity was 28.80, the open interest changed by 11 which increased total open position to 198
On 27 Nov DLF was trading at 823.70. The strike last trading price was 49.5, which was 1.05 higher than the previous day. The implied volatity was 26.51, the open interest changed by 1 which increased total open position to 188
On 26 Nov DLF was trading at 827.35. The strike last trading price was 48.45, which was -2.95 lower than the previous day. The implied volatity was 27.30, the open interest changed by -1 which decreased total open position to 187
On 25 Nov DLF was trading at 823.30. The strike last trading price was 51.4, which was -43.10 lower than the previous day. The implied volatity was 29.15, the open interest changed by 175 which increased total open position to 189
On 22 Nov DLF was trading at 803.40. The strike last trading price was 94.5, 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 21 Nov DLF was trading at 773.95. The strike last trading price was 94.5, which was -10.50 lower than the previous day. The implied volatity was 35.19, the open interest changed by 0 which decreased total open position to 13
On 20 Nov DLF was trading at 763.15. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 30.73, the open interest changed by 11 which increased total open position to 5
On 19 Nov DLF was trading at 763.15. The strike last trading price was 105, which was -0.50 lower than the previous day. The implied volatity was 30.73, the open interest changed by 3 which increased total open position to 5
On 18 Nov DLF was trading at 759.60. The strike last trading price was 105.5, which was 29.65 higher than the previous day. The implied volatity was 34.72, 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
