DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.39
Theta: -0.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 875.75 | 3.1 | 0.10 | 25.79 | 1,029 | -10 | 208 | |||
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| 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 0.14
Historical price for 930 CE is as follows
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: -0.92
Vega: 0.26
Theta: 0.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.92
Historical price for 930 PE is as follows
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
