DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.55
Theta: -0.51
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 875.75 | 6 | 0.40 | 24.72 | 1,185 | -11 | 503 | |||
| 10 Dec | 868.40 | 5.6 | -0.05 | 25.43 | 625 | -21 | 521 | |||
| 9 Dec | 862.70 | 5.65 | 0.65 | 26.59 | 1,714 | 109 | 546 | |||
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| 6 Dec | 856.85 | 5 | -0.40 | 26.38 | 970 | 76 | 440 | |||
| 5 Dec | 850.25 | 5.4 | 0.35 | 27.13 | 852 | 30 | 359 | |||
| 4 Dec | 847.95 | 5.05 | 0.20 | 27.42 | 770 | -19 | 330 | |||
| 3 Dec | 846.95 | 4.85 | -2.00 | 26.94 | 796 | 93 | 353 | |||
| 2 Dec | 849.10 | 6.85 | 4.20 | 27.59 | 767 | 161 | 266 | |||
| 29 Nov | 822.95 | 2.65 | 0.05 | 26.18 | 291 | 47 | 91 | |||
| 28 Nov | 813.85 | 2.6 | -1.05 | 27.17 | 61 | -4 | 42 | |||
| 27 Nov | 823.70 | 3.65 | -0.65 | 26.97 | 17 | 2 | 47 | |||
| 26 Nov | 827.35 | 4.3 | -0.75 | 27.08 | 27 | 3 | 45 | |||
| 25 Nov | 823.30 | 5.05 | 0.80 | 28.41 | 46 | 42 | 43 | |||
| 22 Nov | 803.40 | 4.25 | 2.05 | 30.89 | 12 | 7 | 8 | |||
| 21 Nov | 773.95 | 2.2 | 31.70 | 1 | 0 | 0 | ||||
For Dlf Limited - strike price 910 expiring on 26DEC2024
Delta for 910 CE is 0.24
Historical price for 910 CE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 6, which was 0.40 higher than the previous day. The implied volatity was 24.72, the open interest changed by -11 which decreased total open position to 503
On 10 Dec DLF was trading at 868.40. The strike last trading price was 5.6, which was -0.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by -21 which decreased total open position to 521
On 9 Dec DLF was trading at 862.70. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 26.59, the open interest changed by 109 which increased total open position to 546
On 6 Dec DLF was trading at 856.85. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 26.38, the open interest changed by 76 which increased total open position to 440
On 5 Dec DLF was trading at 850.25. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 27.13, the open interest changed by 30 which increased total open position to 359
On 4 Dec DLF was trading at 847.95. The strike last trading price was 5.05, which was 0.20 higher than the previous day. The implied volatity was 27.42, the open interest changed by -19 which decreased total open position to 330
On 3 Dec DLF was trading at 846.95. The strike last trading price was 4.85, which was -2.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 93 which increased total open position to 353
On 2 Dec DLF was trading at 849.10. The strike last trading price was 6.85, which was 4.20 higher than the previous day. The implied volatity was 27.59, the open interest changed by 161 which increased total open position to 266
On 29 Nov DLF was trading at 822.95. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 26.18, the open interest changed by 47 which increased total open position to 91
On 28 Nov DLF was trading at 813.85. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 27.17, the open interest changed by -4 which decreased total open position to 42
On 27 Nov DLF was trading at 823.70. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 26.97, the open interest changed by 2 which increased total open position to 47
On 26 Nov DLF was trading at 827.35. The strike last trading price was 4.3, which was -0.75 lower than the previous day. The implied volatity was 27.08, the open interest changed by 3 which increased total open position to 45
On 25 Nov DLF was trading at 823.30. The strike last trading price was 5.05, which was 0.80 higher than the previous day. The implied volatity was 28.41, the open interest changed by 42 which increased total open position to 43
On 22 Nov DLF was trading at 803.40. The strike last trading price was 4.25, which was 2.05 higher than the previous day. The implied volatity was 30.89, the open interest changed by 7 which increased total open position to 8
On 21 Nov DLF was trading at 773.95. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.54
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 875.75 | 38.3 | -7.45 | 23.86 | 15 | 1 | 53 |
| 10 Dec | 868.40 | 45.75 | -5.05 | 29.07 | 1 | 0 | 51 |
| 9 Dec | 862.70 | 50.8 | -9.35 | 30.84 | 21 | -8 | 51 |
| 6 Dec | 856.85 | 60.15 | -0.50 | 32.95 | 3 | -1 | 59 |
| 5 Dec | 850.25 | 60.65 | -2.80 | 30.58 | 10 | 5 | 60 |
| 4 Dec | 847.95 | 63.45 | 0.25 | 28.11 | 7 | 4 | 54 |
| 3 Dec | 846.95 | 63.2 | 2.05 | 24.48 | 9 | -5 | 49 |
| 2 Dec | 849.10 | 61.15 | -21.75 | 30.17 | 6 | 0 | 53 |
| 29 Nov | 822.95 | 82.9 | 12.10 | 23.18 | 53 | 45 | 53 |
| 28 Nov | 813.85 | 70.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 823.70 | 70.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 827.35 | 70.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 25 Nov | 823.30 | 70.8 | -28.20 | - | 2 | 6 | 6 |
| 22 Nov | 803.40 | 99 | -4.60 | 21.70 | 6 | 4 | 4 |
| 21 Nov | 773.95 | 103.6 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 910 expiring on 26DEC2024
Delta for 910 PE is -0.77
Historical price for 910 PE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 38.3, which was -7.45 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1 which increased total open position to 53
On 10 Dec DLF was trading at 868.40. The strike last trading price was 45.75, which was -5.05 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 51
On 9 Dec DLF was trading at 862.70. The strike last trading price was 50.8, which was -9.35 lower than the previous day. The implied volatity was 30.84, the open interest changed by -8 which decreased total open position to 51
On 6 Dec DLF was trading at 856.85. The strike last trading price was 60.15, which was -0.50 lower than the previous day. The implied volatity was 32.95, the open interest changed by -1 which decreased total open position to 59
On 5 Dec DLF was trading at 850.25. The strike last trading price was 60.65, which was -2.80 lower than the previous day. The implied volatity was 30.58, the open interest changed by 5 which increased total open position to 60
On 4 Dec DLF was trading at 847.95. The strike last trading price was 63.45, which was 0.25 higher than the previous day. The implied volatity was 28.11, the open interest changed by 4 which increased total open position to 54
On 3 Dec DLF was trading at 846.95. The strike last trading price was 63.2, which was 2.05 higher than the previous day. The implied volatity was 24.48, the open interest changed by -5 which decreased total open position to 49
On 2 Dec DLF was trading at 849.10. The strike last trading price was 61.15, which was -21.75 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 53
On 29 Nov DLF was trading at 822.95. The strike last trading price was 82.9, which was 12.10 higher than the previous day. The implied volatity was 23.18, the open interest changed by 45 which increased total open position to 53
On 28 Nov DLF was trading at 813.85. The strike last trading price was 70.8, 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 27 Nov DLF was trading at 823.70. The strike last trading price was 70.8, 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 26 Nov DLF was trading at 827.35. The strike last trading price was 70.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov DLF was trading at 823.30. The strike last trading price was 70.8, which was -28.20 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 22 Nov DLF was trading at 803.40. The strike last trading price was 99, which was -4.60 lower than the previous day. The implied volatity was 21.70, the open interest changed by 4 which increased total open position to 4
On 21 Nov DLF was trading at 773.95. The strike last trading price was 103.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
