DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.68
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 875.75 | 11.35 | 1.10 | 23.90 | 1,934 | -14 | 541 | |||
| 10 Dec | 868.40 | 10.25 | -0.25 | 24.44 | 951 | -29 | 555 | |||
| 9 Dec | 862.70 | 10.5 | 1.55 | 26.40 | 3,325 | 135 | 587 | |||
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| 6 Dec | 856.85 | 8.95 | -0.15 | 25.94 | 946 | 28 | 454 | |||
| 5 Dec | 850.25 | 9.1 | 0.35 | 26.32 | 749 | -13 | 426 | |||
| 4 Dec | 847.95 | 8.75 | 0.15 | 27.09 | 747 | 116 | 436 | |||
| 3 Dec | 846.95 | 8.6 | -2.60 | 26.87 | 887 | 63 | 319 | |||
| 2 Dec | 849.10 | 11.2 | 6.65 | 27.19 | 1,251 | 75 | 258 | |||
| 29 Nov | 822.95 | 4.55 | -0.10 | 25.48 | 545 | 87 | 177 | |||
| 28 Nov | 813.85 | 4.65 | -1.35 | 27.03 | 176 | 32 | 88 | |||
| 27 Nov | 823.70 | 6 | -1.20 | 26.37 | 39 | -3 | 56 | |||
| 26 Nov | 827.35 | 7.2 | -0.75 | 26.90 | 44 | 8 | 59 | |||
| 25 Nov | 823.30 | 7.95 | 2.45 | 27.99 | 121 | 48 | 51 | |||
| 22 Nov | 803.40 | 5.5 | 3.00 | 28.89 | 1 | 0 | 3 | |||
| 21 Nov | 773.95 | 2.5 | -6.25 | 28.94 | 4 | 0 | 1 | |||
| 20 Nov | 763.15 | 8.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 763.15 | 8.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 759.60 | 8.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 762.70 | 8.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 748.55 | 8.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 764.85 | 8.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 777.50 | 8.75 | -20.20 | 35.22 | 1 | 0 | 0 | |||
| 8 Nov | 786.00 | 28.95 | 0.00 | 8.21 | 0 | 0 | 0 | |||
| 7 Nov | 803.40 | 28.95 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 6 Nov | 828.20 | 28.95 | 0.00 | 4.17 | 0 | 0 | 0 | |||
| 5 Nov | 799.05 | 28.95 | 7.31 | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 890 expiring on 26DEC2024
Delta for 890 CE is 0.39
Historical price for 890 CE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 11.35, which was 1.10 higher than the previous day. The implied volatity was 23.90, the open interest changed by -14 which decreased total open position to 541
On 10 Dec DLF was trading at 868.40. The strike last trading price was 10.25, which was -0.25 lower than the previous day. The implied volatity was 24.44, the open interest changed by -29 which decreased total open position to 555
On 9 Dec DLF was trading at 862.70. The strike last trading price was 10.5, which was 1.55 higher than the previous day. The implied volatity was 26.40, the open interest changed by 135 which increased total open position to 587
On 6 Dec DLF was trading at 856.85. The strike last trading price was 8.95, which was -0.15 lower than the previous day. The implied volatity was 25.94, the open interest changed by 28 which increased total open position to 454
On 5 Dec DLF was trading at 850.25. The strike last trading price was 9.1, which was 0.35 higher than the previous day. The implied volatity was 26.32, the open interest changed by -13 which decreased total open position to 426
On 4 Dec DLF was trading at 847.95. The strike last trading price was 8.75, which was 0.15 higher than the previous day. The implied volatity was 27.09, the open interest changed by 116 which increased total open position to 436
On 3 Dec DLF was trading at 846.95. The strike last trading price was 8.6, which was -2.60 lower than the previous day. The implied volatity was 26.87, the open interest changed by 63 which increased total open position to 319
On 2 Dec DLF was trading at 849.10. The strike last trading price was 11.2, which was 6.65 higher than the previous day. The implied volatity was 27.19, the open interest changed by 75 which increased total open position to 258
On 29 Nov DLF was trading at 822.95. The strike last trading price was 4.55, which was -0.10 lower than the previous day. The implied volatity was 25.48, the open interest changed by 87 which increased total open position to 177
On 28 Nov DLF was trading at 813.85. The strike last trading price was 4.65, which was -1.35 lower than the previous day. The implied volatity was 27.03, the open interest changed by 32 which increased total open position to 88
On 27 Nov DLF was trading at 823.70. The strike last trading price was 6, which was -1.20 lower than the previous day. The implied volatity was 26.37, the open interest changed by -3 which decreased total open position to 56
On 26 Nov DLF was trading at 827.35. The strike last trading price was 7.2, which was -0.75 lower than the previous day. The implied volatity was 26.90, the open interest changed by 8 which increased total open position to 59
On 25 Nov DLF was trading at 823.30. The strike last trading price was 7.95, which was 2.45 higher than the previous day. The implied volatity was 27.99, the open interest changed by 48 which increased total open position to 51
On 22 Nov DLF was trading at 803.40. The strike last trading price was 5.5, which was 3.00 higher than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 3
On 21 Nov DLF was trading at 773.95. The strike last trading price was 2.5, which was -6.25 lower than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 1
On 20 Nov DLF was trading at 763.15. The strike last trading price was 8.75, 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 8.75, 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 8.75, 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 8.75, 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 13 Nov DLF was trading at 748.55. The strike last trading price was 8.75, 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 8.75, 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 8.75, which was -20.20 lower than the previous day. The implied volatity was 35.22, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 8.21, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 28.95, which was lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 890 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.68
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 875.75 | 24.2 | -7.10 | 23.90 | 326 | 82 | 119 |
| 10 Dec | 868.40 | 31.3 | -2.35 | 28.60 | 56 | 5 | 37 |
| 9 Dec | 862.70 | 33.65 | -6.35 | 26.83 | 148 | 20 | 33 |
| 6 Dec | 856.85 | 40 | -8.70 | 25.29 | 10 | -1 | 13 |
| 5 Dec | 850.25 | 48.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 847.95 | 48.7 | 0.20 | 29.68 | 5 | -1 | 13 |
| 3 Dec | 846.95 | 48.5 | -2.50 | 27.15 | 16 | 5 | 14 |
| 2 Dec | 849.10 | 51 | -17.60 | 36.04 | 10 | 2 | 10 |
| 29 Nov | 822.95 | 68.6 | 1.65 | 29.94 | 2 | 0 | 7 |
| 28 Nov | 813.85 | 66.95 | 1.65 | - | 1 | 0 | 7 |
| 27 Nov | 823.70 | 65.3 | -1.85 | 26.68 | 6 | 0 | 7 |
| 26 Nov | 827.35 | 67.15 | 0.00 | 0.00 | 0 | 7 | 0 |
| 25 Nov | 823.30 | 67.15 | -22.05 | 30.11 | 8 | 7 | 7 |
| 22 Nov | 803.40 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 773.95 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 763.15 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 763.15 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 759.60 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 762.70 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 748.55 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 764.85 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 777.50 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 786.00 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 803.40 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 828.20 | 89.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 799.05 | 89.2 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 890 expiring on 26DEC2024
Delta for 890 PE is -0.61
Historical price for 890 PE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 24.2, which was -7.10 lower than the previous day. The implied volatity was 23.90, the open interest changed by 82 which increased total open position to 119
On 10 Dec DLF was trading at 868.40. The strike last trading price was 31.3, which was -2.35 lower than the previous day. The implied volatity was 28.60, the open interest changed by 5 which increased total open position to 37
On 9 Dec DLF was trading at 862.70. The strike last trading price was 33.65, which was -6.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by 20 which increased total open position to 33
On 6 Dec DLF was trading at 856.85. The strike last trading price was 40, which was -8.70 lower than the previous day. The implied volatity was 25.29, the open interest changed by -1 which decreased total open position to 13
On 5 Dec DLF was trading at 850.25. The strike last trading price was 48.7, 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 4 Dec DLF was trading at 847.95. The strike last trading price was 48.7, which was 0.20 higher than the previous day. The implied volatity was 29.68, the open interest changed by -1 which decreased total open position to 13
On 3 Dec DLF was trading at 846.95. The strike last trading price was 48.5, which was -2.50 lower than the previous day. The implied volatity was 27.15, the open interest changed by 5 which increased total open position to 14
On 2 Dec DLF was trading at 849.10. The strike last trading price was 51, which was -17.60 lower than the previous day. The implied volatity was 36.04, the open interest changed by 2 which increased total open position to 10
On 29 Nov DLF was trading at 822.95. The strike last trading price was 68.6, which was 1.65 higher than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 7
On 28 Nov DLF was trading at 813.85. The strike last trading price was 66.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Nov DLF was trading at 823.70. The strike last trading price was 65.3, which was -1.85 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 7
On 26 Nov DLF was trading at 827.35. The strike last trading price was 67.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 25 Nov DLF was trading at 823.30. The strike last trading price was 67.15, which was -22.05 lower than the previous day. The implied volatity was 30.11, the open interest changed by 7 which increased total open position to 7
On 22 Nov DLF was trading at 803.40. The strike last trading price was 89.2, 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 21 Nov DLF was trading at 773.95. The strike last trading price was 89.2, 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 20 Nov DLF was trading at 763.15. The strike last trading price was 89.2, 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 19 Nov DLF was trading at 763.15. The strike last trading price was 89.2, 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 18 Nov DLF was trading at 759.60. The strike last trading price was 89.2, 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 14 Nov DLF was trading at 762.70. The strike last trading price was 89.2, 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 89.2, 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 89.2, 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 89.2, 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 89.2, 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 89.2, 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 89.2, 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 89.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
