DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.47
Theta: -0.43
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 875.75 | 4.3 | 0.25 | 25.19 | 1,983 | 176 | 755 | |||
| 10 Dec | 868.40 | 4.05 | -0.25 | 25.85 | 962 | -2 | 585 | |||
| 9 Dec | 862.70 | 4.3 | 0.55 | 27.28 | 1,971 | 52 | 585 | |||
| 6 Dec | 856.85 | 3.75 | -0.40 | 26.78 | 1,086 | 104 | 533 | |||
| 5 Dec | 850.25 | 4.15 | 0.40 | 27.59 | 621 | 31 | 427 | |||
| 4 Dec | 847.95 | 3.75 | 0.10 | 27.54 | 647 | 14 | 405 | |||
| 3 Dec | 846.95 | 3.65 | -1.55 | 27.17 | 889 | 114 | 392 | |||
| 2 Dec | 849.10 | 5.2 | 3.15 | 27.64 | 1,290 | 153 | 284 | |||
| 29 Nov | 822.95 | 2.05 | -0.20 | 26.89 | 365 | 55 | 134 | |||
| 28 Nov | 813.85 | 2.25 | -0.65 | 28.28 | 68 | 3 | 79 | |||
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| 27 Nov | 823.70 | 2.9 | -0.50 | 27.45 | 52 | 16 | 74 | |||
| 26 Nov | 827.35 | 3.4 | -0.75 | 27.45 | 103 | -15 | 57 | |||
| 25 Nov | 823.30 | 4.15 | 2.15 | 28.94 | 152 | 69 | 71 | |||
| 21 Nov | 773.95 | 2 | 2.00 | 32.77 | 2 | 1 | 1 | |||
| 30 Oct | 826.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.45 | 0 | 0.00 | - | 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 920 expiring on 26DEC2024
Delta for 920 CE is 0.18
Historical price for 920 CE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 4.3, which was 0.25 higher than the previous day. The implied volatity was 25.19, the open interest changed by 176 which increased total open position to 755
On 10 Dec DLF was trading at 868.40. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 25.85, the open interest changed by -2 which decreased total open position to 585
On 9 Dec DLF was trading at 862.70. The strike last trading price was 4.3, which was 0.55 higher than the previous day. The implied volatity was 27.28, the open interest changed by 52 which increased total open position to 585
On 6 Dec DLF was trading at 856.85. The strike last trading price was 3.75, which was -0.40 lower than the previous day. The implied volatity was 26.78, the open interest changed by 104 which increased total open position to 533
On 5 Dec DLF was trading at 850.25. The strike last trading price was 4.15, which was 0.40 higher than the previous day. The implied volatity was 27.59, the open interest changed by 31 which increased total open position to 427
On 4 Dec DLF was trading at 847.95. The strike last trading price was 3.75, which was 0.10 higher than the previous day. The implied volatity was 27.54, the open interest changed by 14 which increased total open position to 405
On 3 Dec DLF was trading at 846.95. The strike last trading price was 3.65, which was -1.55 lower than the previous day. The implied volatity was 27.17, the open interest changed by 114 which increased total open position to 392
On 2 Dec DLF was trading at 849.10. The strike last trading price was 5.2, which was 3.15 higher than the previous day. The implied volatity was 27.64, the open interest changed by 153 which increased total open position to 284
On 29 Nov DLF was trading at 822.95. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 26.89, the open interest changed by 55 which increased total open position to 134
On 28 Nov DLF was trading at 813.85. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 28.28, the open interest changed by 3 which increased total open position to 79
On 27 Nov DLF was trading at 823.70. The strike last trading price was 2.9, which was -0.50 lower than the previous day. The implied volatity was 27.45, the open interest changed by 16 which increased total open position to 74
On 26 Nov DLF was trading at 827.35. The strike last trading price was 3.4, which was -0.75 lower than the previous day. The implied volatity was 27.45, the open interest changed by -15 which decreased total open position to 57
On 25 Nov DLF was trading at 823.30. The strike last trading price was 4.15, which was 2.15 higher than the previous day. The implied volatity was 28.94, the open interest changed by 69 which increased total open position to 71
On 21 Nov DLF was trading at 773.95. The strike last trading price was 2, which was 2.00 higher than the previous day. The implied volatity was 32.77, the open interest changed by 1 which increased total open position to 1
On 30 Oct DLF was trading at 826.40. 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 29 Oct DLF was trading at 832.45. 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 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
| DLF 26DEC2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.28
Theta: 0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 875.75 | 43.95 | -10.05 | 17.21 | 10 | 1 | 108 |
| 10 Dec | 868.40 | 54 | -4.25 | 29.73 | 5 | 0 | 103 |
| 9 Dec | 862.70 | 58.25 | -6.30 | 29.83 | 24 | 1 | 103 |
| 6 Dec | 856.85 | 64.55 | -8.70 | 25.58 | 17 | 1 | 102 |
| 5 Dec | 850.25 | 73.25 | -2.95 | 38.19 | 18 | -4 | 101 |
| 4 Dec | 847.95 | 76.2 | 5.25 | 36.07 | 7 | -4 | 104 |
| 3 Dec | 846.95 | 70.95 | -4.20 | 21.25 | 3 | 0 | 108 |
| 2 Dec | 849.10 | 75.15 | -26.85 | 39.25 | 14 | 1 | 108 |
| 29 Nov | 822.95 | 102 | 0.00 | 0.00 | 0 | 13 | 0 |
| 28 Nov | 813.85 | 102 | 10.50 | 33.73 | 13 | 11 | 105 |
| 27 Nov | 823.70 | 91.5 | 2.00 | 26.77 | 21 | 20 | 93 |
| 26 Nov | 827.35 | 89.5 | 6.20 | 27.73 | 28 | 22 | 67 |
| 25 Nov | 823.30 | 83.3 | 21.55 | - | 45 | 43 | 43 |
| 21 Nov | 773.95 | 61.75 | 61.75 | - | 0 | 0 | 0 |
| 30 Oct | 826.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 832.45 | 0 | 0.00 | - | 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 920 expiring on 26DEC2024
Delta for 920 PE is -0.91
Historical price for 920 PE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 43.95, which was -10.05 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1 which increased total open position to 108
On 10 Dec DLF was trading at 868.40. The strike last trading price was 54, which was -4.25 lower than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 103
On 9 Dec DLF was trading at 862.70. The strike last trading price was 58.25, which was -6.30 lower than the previous day. The implied volatity was 29.83, the open interest changed by 1 which increased total open position to 103
On 6 Dec DLF was trading at 856.85. The strike last trading price was 64.55, which was -8.70 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 102
On 5 Dec DLF was trading at 850.25. The strike last trading price was 73.25, which was -2.95 lower than the previous day. The implied volatity was 38.19, the open interest changed by -4 which decreased total open position to 101
On 4 Dec DLF was trading at 847.95. The strike last trading price was 76.2, which was 5.25 higher than the previous day. The implied volatity was 36.07, the open interest changed by -4 which decreased total open position to 104
On 3 Dec DLF was trading at 846.95. The strike last trading price was 70.95, which was -4.20 lower than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 108
On 2 Dec DLF was trading at 849.10. The strike last trading price was 75.15, which was -26.85 lower than the previous day. The implied volatity was 39.25, the open interest changed by 1 which increased total open position to 108
On 29 Nov DLF was trading at 822.95. The strike last trading price was 102, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 28 Nov DLF was trading at 813.85. The strike last trading price was 102, which was 10.50 higher than the previous day. The implied volatity was 33.73, the open interest changed by 11 which increased total open position to 105
On 27 Nov DLF was trading at 823.70. The strike last trading price was 91.5, which was 2.00 higher than the previous day. The implied volatity was 26.77, the open interest changed by 20 which increased total open position to 93
On 26 Nov DLF was trading at 827.35. The strike last trading price was 89.5, which was 6.20 higher than the previous day. The implied volatity was 27.73, the open interest changed by 22 which increased total open position to 67
On 25 Nov DLF was trading at 823.30. The strike last trading price was 83.3, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 43
On 21 Nov DLF was trading at 773.95. The strike last trading price was 61.75, which was 61.75 higher 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 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 29 Oct DLF was trading at 832.45. 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 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
