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

830.7 -33.70 (-3.90%)

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Historical option data for DLF

20 Dec 2024 04:10 PM IST
DLF 26DEC2024 930 CE
Delta: 0.03
Vega: 0.06
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 830.70 0.45 -0.70 43.24 663 -140 413
19 Dec 864.40 1.15 -0.50 34.28 743 -92 552
18 Dec 871.45 1.65 -0.20 31.23 1,345 66 647
17 Dec 872.45 1.85 -2.10 29.86 1,967 133 585
16 Dec 893.30 3.95 2.10 26.88 3,948 186 456
13 Dec 870.85 1.85 -0.55 25.45 963 4 273
12 Dec 867.10 2.4 -0.70 26.97 632 54 264
11 Dec 875.75 3.1 0.10 25.79 1,029 -10 208
10 Dec 868.40 3 -0.20 26.54 490 23 222
9 Dec 862.70 3.2 0.35 27.78 949 58 198
6 Dec 856.85 2.85 -0.25 27.32 333 34 140
5 Dec 850.25 3.1 0.25 27.85 303 7 106
4 Dec 847.95 2.85 0.10 27.92 307 24 103
3 Dec 846.95 2.75 2.75 27.47 223 79 79
2 Dec 849.10 0 0.00 0.00 0 0 0
29 Nov 822.95 0 0.00 0.00 0 0 0
28 Nov 813.85 0 0.00 0.00 0 0 0
27 Nov 823.70 0 0.00 0.00 0 0 0
26 Nov 827.35 0 0.00 0.00 0 0 0
25 Nov 823.30 0 0.00 0 0 0


For Dlf Limited - strike price 930 expiring on 26DEC2024

Delta for 930 CE is 0.03

Historical price for 930 CE is as follows

On 20 Dec DLF was trading at 830.70. The strike last trading price was 0.45, which was -0.70 lower than the previous day. The implied volatity was 43.24, the open interest changed by -140 which decreased total open position to 413


On 19 Dec DLF was trading at 864.40. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 34.28, the open interest changed by -92 which decreased total open position to 552


On 18 Dec DLF was trading at 871.45. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 31.23, the open interest changed by 66 which increased total open position to 647


On 17 Dec DLF was trading at 872.45. The strike last trading price was 1.85, which was -2.10 lower than the previous day. The implied volatity was 29.86, the open interest changed by 133 which increased total open position to 585


On 16 Dec DLF was trading at 893.30. The strike last trading price was 3.95, which was 2.10 higher than the previous day. The implied volatity was 26.88, the open interest changed by 186 which increased total open position to 456


On 13 Dec DLF was trading at 870.85. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 25.45, the open interest changed by 4 which increased total open position to 273


On 12 Dec DLF was trading at 867.10. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 26.97, the open interest changed by 54 which increased total open position to 264


On 11 Dec DLF was trading at 875.75. The strike last trading price was 3.1, which was 0.10 higher than the previous day. The implied volatity was 25.79, the open interest changed by -10 which decreased total open position to 208


On 10 Dec DLF was trading at 868.40. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 26.54, the open interest changed by 23 which increased total open position to 222


On 9 Dec DLF was trading at 862.70. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 27.78, the open interest changed by 58 which increased total open position to 198


On 6 Dec DLF was trading at 856.85. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 27.32, the open interest changed by 34 which increased total open position to 140


On 5 Dec DLF was trading at 850.25. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 27.85, the open interest changed by 7 which increased total open position to 106


On 4 Dec DLF was trading at 847.95. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 27.92, the open interest changed by 24 which increased total open position to 103


On 3 Dec DLF was trading at 846.95. The strike last trading price was 2.75, which was 2.75 higher than the previous day. The implied volatity was 27.47, the open interest changed by 79 which increased total open position to 79


On 2 Dec DLF was trading at 849.10. The strike last trading price was 0, 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 29 Nov DLF was trading at 822.95. The strike last trading price was 0, 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 28 Nov DLF was trading at 813.85. The strike last trading price was 0, 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 0, 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 0, 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 25 Nov DLF was trading at 823.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


DLF 26DEC2024 930 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 830.70 68.95 1.20 - 4 0 36
19 Dec 864.40 67.75 12.05 41.61 3 0 38
18 Dec 871.45 55.7 0.00 - 1 0 38
17 Dec 872.45 55.7 17.15 18.20 41 -8 40
16 Dec 893.30 38.55 -41.55 19.85 54 43 48
13 Dec 870.85 80.1 19.10 67.97 2 0 4
12 Dec 867.10 61 7.10 25.19 3 0 4
11 Dec 875.75 53.9 -13.55 20.01 4 0 3
10 Dec 868.40 67.45 5.45 39.92 1 0 2
9 Dec 862.70 62 -11.95 - 3 0 1
6 Dec 856.85 73.95 -5.60 26.87 2 -1 0
5 Dec 850.25 79.55 -39.25 34.93 1 0 0
4 Dec 847.95 118.8 0.00 - 0 0 0
3 Dec 846.95 118.8 118.80 - 0 0 0
2 Dec 849.10 0 0.00 0.00 0 0 0
29 Nov 822.95 0 0.00 0.00 0 0 0
28 Nov 813.85 0 0.00 0.00 0 0 0
27 Nov 823.70 0 0.00 0.00 0 0 0
26 Nov 827.35 0 0.00 0.00 0 0 0
25 Nov 823.30 0 0.00 0 0 0


For Dlf Limited - strike price 930 expiring on 26DEC2024

Delta for 930 PE is -

Historical price for 930 PE is as follows

On 20 Dec DLF was trading at 830.70. The strike last trading price was 68.95, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 19 Dec DLF was trading at 864.40. The strike last trading price was 67.75, which was 12.05 higher than the previous day. The implied volatity was 41.61, the open interest changed by 0 which decreased total open position to 38


On 18 Dec DLF was trading at 871.45. The strike last trading price was 55.7, 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 38


On 17 Dec DLF was trading at 872.45. The strike last trading price was 55.7, which was 17.15 higher than the previous day. The implied volatity was 18.20, the open interest changed by -8 which decreased total open position to 40


On 16 Dec DLF was trading at 893.30. The strike last trading price was 38.55, which was -41.55 lower than the previous day. The implied volatity was 19.85, the open interest changed by 43 which increased total open position to 48


On 13 Dec DLF was trading at 870.85. The strike last trading price was 80.1, which was 19.10 higher than the previous day. The implied volatity was 67.97, the open interest changed by 0 which decreased total open position to 4


On 12 Dec DLF was trading at 867.10. The strike last trading price was 61, which was 7.10 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 4


On 11 Dec DLF was trading at 875.75. The strike last trading price was 53.9, which was -13.55 lower than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 3


On 10 Dec DLF was trading at 868.40. The strike last trading price was 67.45, which was 5.45 higher than the previous day. The implied volatity was 39.92, the open interest changed by 0 which decreased total open position to 2


On 9 Dec DLF was trading at 862.70. The strike last trading price was 62, which was -11.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Dec DLF was trading at 856.85. The strike last trading price was 73.95, which was -5.60 lower than the previous day. The implied volatity was 26.87, the open interest changed by -1 which decreased total open position to 0


On 5 Dec DLF was trading at 850.25. The strike last trading price was 79.55, which was -39.25 lower than the previous day. The implied volatity was 34.93, 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 118.8, 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 3 Dec DLF was trading at 846.95. The strike last trading price was 118.8, which was 118.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec DLF was trading at 849.10. The strike last trading price was 0, 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 29 Nov DLF was trading at 822.95. The strike last trading price was 0, 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 28 Nov DLF was trading at 813.85. The strike last trading price was 0, 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 0, 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 0, 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 25 Nov DLF was trading at 823.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0