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

810.8 4.95 (0.61%)

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Historical option data for DLF

07 Jan 2025 04:10 PM IST
DLF 30JAN2025 940 CE
Delta: 0.04
Vega: 0.16
Theta: -0.12
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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