DLF
Dlf Limited
Historical option data for DLF
07 Jan 2025 04:10 PM IST
DLF 30JAN2025 940 CE | ||||||||||
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Delta: 0.04
Vega: 0.16
Theta: -0.12
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 810.80 | 0.9 | -0.05 | 31.26 | 82 | 6 | 227 | |||
6 Jan | 805.85 | 0.95 | -0.45 | 31.60 | 215 | -5 | 228 | |||
3 Jan | 828.05 | 1.4 | -0.10 | 26.93 | 105 | 15 | 234 | |||
2 Jan | 835.40 | 1.5 | 0.25 | 25.42 | 121 | 23 | 215 | |||
1 Jan | 824.50 | 1.25 | -0.15 | 25.93 | 40 | 6 | 191 | |||
31 Dec | 824.90 | 1.4 | -0.10 | 26.21 | 155 | -18 | 185 | |||
30 Dec | 820.70 | 1.5 | -0.60 | 26.61 | 157 | 35 | 207 | |||
27 Dec | 834.85 | 2.1 | -0.75 | 24.82 | 332 | 89 | 175 | |||
26 Dec | 838.70 | 2.85 | -0.20 | 24.72 | 29 | 6 | 86 | |||
24 Dec | 841.70 | 3.05 | -0.75 | 24.13 | 110 | 46 | 81 | |||
23 Dec | 844.25 | 3.8 | 0.10 | 25.13 | 30 | 10 | 33 | |||
20 Dec | 830.70 | 3.7 | -3.80 | 25.89 | 21 | 9 | 23 | |||
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19 Dec | 864.40 | 7.5 | -4.45 | 24.37 | 6 | 1 | 13 | |||
18 Dec | 871.45 | 11.95 | -0.55 | 26.89 | 6 | 3 | 12 | |||
17 Dec | 872.45 | 12.5 | -5.50 | 26.84 | 5 | 2 | 8 | |||
16 Dec | 893.30 | 18 | 7.00 | 26.43 | 5 | 2 | 5 | |||
13 Dec | 870.85 | 11 | 0.00 | 0.00 | 0 | 2 | 0 | |||
12 Dec | 867.10 | 11 | -1.00 | 25.03 | 2 | 1 | 2 | |||
11 Dec | 875.75 | 12 | -18.40 | 24.08 | 1 | 0 | 0 | |||
9 Dec | 862.70 | 30.4 | 5.19 | 0 | 0 | 0 |
For Dlf Limited - strike price 940 expiring on 30JAN2025
Delta for 940 CE is 0.04
Historical price for 940 CE is as follows
On 7 Jan DLF was trading at 810.80. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by 6 which increased total open position to 227
On 6 Jan DLF was trading at 805.85. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 31.60, the open interest changed by -5 which decreased total open position to 228
On 3 Jan DLF was trading at 828.05. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 26.93, the open interest changed by 15 which increased total open position to 234
On 2 Jan DLF was trading at 835.40. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 25.42, the open interest changed by 23 which increased total open position to 215
On 1 Jan DLF was trading at 824.50. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 25.93, the open interest changed by 6 which increased total open position to 191
On 31 Dec DLF was trading at 824.90. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 26.21, the open interest changed by -18 which decreased total open position to 185
On 30 Dec DLF was trading at 820.70. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 26.61, the open interest changed by 35 which increased total open position to 207
On 27 Dec DLF was trading at 834.85. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 24.82, the open interest changed by 89 which increased total open position to 175
On 26 Dec DLF was trading at 838.70. The strike last trading price was 2.85, which was -0.20 lower than the previous day. The implied volatity was 24.72, the open interest changed by 6 which increased total open position to 86
On 24 Dec DLF was trading at 841.70. The strike last trading price was 3.05, which was -0.75 lower than the previous day. The implied volatity was 24.13, the open interest changed by 46 which increased total open position to 81
On 23 Dec DLF was trading at 844.25. The strike last trading price was 3.8, which was 0.10 higher than the previous day. The implied volatity was 25.13, the open interest changed by 10 which increased total open position to 33
On 20 Dec DLF was trading at 830.70. The strike last trading price was 3.7, which was -3.80 lower than the previous day. The implied volatity was 25.89, the open interest changed by 9 which increased total open position to 23
On 19 Dec DLF was trading at 864.40. The strike last trading price was 7.5, which was -4.45 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 13
On 18 Dec DLF was trading at 871.45. The strike last trading price was 11.95, which was -0.55 lower than the previous day. The implied volatity was 26.89, the open interest changed by 3 which increased total open position to 12
On 17 Dec DLF was trading at 872.45. The strike last trading price was 12.5, which was -5.50 lower than the previous day. The implied volatity was 26.84, the open interest changed by 2 which increased total open position to 8
On 16 Dec DLF was trading at 893.30. The strike last trading price was 18, which was 7.00 higher than the previous day. The implied volatity was 26.43, the open interest changed by 2 which increased total open position to 5
On 13 Dec DLF was trading at 870.85. The strike last trading price was 11, 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 12 Dec DLF was trading at 867.10. The strike last trading price was 11, which was -1.00 lower than the previous day. The implied volatity was 25.03, the open interest changed by 1 which increased total open position to 2
On 11 Dec DLF was trading at 875.75. The strike last trading price was 12, which was -18.40 lower than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DLF was trading at 862.70. The strike last trading price was 30.4, which was lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
DLF 30JAN2025 940 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 810.80 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 805.85 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 828.05 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 835.40 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 824.50 | 110 | 0.00 | 0.00 | 0 | -1 | 0 |
31 Dec | 824.90 | 110 | 11.05 | 28.42 | 1 | 0 | 75 |
30 Dec | 820.70 | 98.95 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Dec | 834.85 | 98.95 | 0.00 | 0.00 | 0 | 38 | 0 |
26 Dec | 838.70 | 98.95 | 2.95 | 34.35 | 41 | 26 | 63 |
24 Dec | 841.70 | 96 | 3.50 | 31.14 | 22 | 5 | 20 |
23 Dec | 844.25 | 92.5 | 23.50 | 26.10 | 1 | 0 | 14 |
20 Dec | 830.70 | 69 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 864.40 | 69 | 0.00 | 0.00 | 0 | 14 | 0 |
18 Dec | 871.45 | 69 | -14.00 | 26.17 | 14 | 13 | 13 |
17 Dec | 872.45 | 83 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 893.30 | 83 | 0.00 | 0.00 | 0 | -3 | 0 |
13 Dec | 870.85 | 83 | 7.00 | 37.77 | 3 | 0 | 3 |
12 Dec | 867.10 | 76 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 875.75 | 76 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 862.70 | 76 | 26.68 | 8 | 3 | 3 |
For Dlf Limited - strike price 940 expiring on 30JAN2025
Delta for 940 PE is 0.00
Historical price for 940 PE is as follows
On 7 Jan DLF was trading at 810.80. The strike last trading price was 110, 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 6 Jan DLF was trading at 805.85. The strike last trading price was 110, 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 3 Jan DLF was trading at 828.05. The strike last trading price was 110, 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 2 Jan DLF was trading at 835.40. The strike last trading price was 110, 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 1 Jan DLF was trading at 824.50. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Dec DLF was trading at 824.90. The strike last trading price was 110, which was 11.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 75
On 30 Dec DLF was trading at 820.70. The strike last trading price was 98.95, 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 Dec DLF was trading at 834.85. The strike last trading price was 98.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0
On 26 Dec DLF was trading at 838.70. The strike last trading price was 98.95, which was 2.95 higher than the previous day. The implied volatity was 34.35, the open interest changed by 26 which increased total open position to 63
On 24 Dec DLF was trading at 841.70. The strike last trading price was 96, which was 3.50 higher than the previous day. The implied volatity was 31.14, the open interest changed by 5 which increased total open position to 20
On 23 Dec DLF was trading at 844.25. The strike last trading price was 92.5, which was 23.50 higher than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 14
On 20 Dec DLF was trading at 830.70. The strike last trading price was 69, 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 Dec DLF was trading at 864.40. The strike last trading price was 69, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 18 Dec DLF was trading at 871.45. The strike last trading price was 69, which was -14.00 lower than the previous day. The implied volatity was 26.17, the open interest changed by 13 which increased total open position to 13
On 17 Dec DLF was trading at 872.45. The strike last trading price was 83, 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 16 Dec DLF was trading at 893.30. The strike last trading price was 83, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Dec DLF was trading at 870.85. The strike last trading price was 83, which was 7.00 higher than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 3
On 12 Dec DLF was trading at 867.10. The strike last trading price was 76, 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 11 Dec DLF was trading at 875.75. The strike last trading price was 76, 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 9 Dec DLF was trading at 862.70. The strike last trading price was 76, which was lower than the previous day. The implied volatity was 26.68, the open interest changed by 3 which increased total open position to 3