DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
| DLF 26DEC2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.31
Theta: -0.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 875.75 | 2.2 | 0.05 | 26.31 | 1,175 | 10 | 711 | |||
| 10 Dec | 868.40 | 2.15 | -0.15 | 26.98 | 594 | 6 | 707 | |||
| 9 Dec | 862.70 | 2.3 | 0.20 | 28.06 | 1,590 | 121 | 711 | |||
| 6 Dec | 856.85 | 2.1 | -0.35 | 27.65 | 682 | -75 | 592 | |||
| 5 Dec | 850.25 | 2.45 | 0.35 | 28.57 | 655 | -91 | 668 | |||
| 4 Dec | 847.95 | 2.1 | 0.00 | 28.11 | 731 | -56 | 753 | |||
| 3 Dec | 846.95 | 2.1 | -1.00 | 27.89 | 1,268 | 100 | 816 | |||
| 2 Dec | 849.10 | 3.1 | 1.85 | 28.27 | 1,348 | 361 | 719 | |||
| 29 Nov | 822.95 | 1.25 | -0.15 | 27.88 | 697 | 199 | 361 | |||
| 28 Nov | 813.85 | 1.4 | -0.35 | 29.16 | 190 | 1 | 165 | |||
| 27 Nov | 823.70 | 1.75 | -0.55 | 28.10 | 97 | 24 | 164 | |||
| 26 Nov | 827.35 | 2.3 | -0.40 | 28.71 | 114 | 53 | 140 | |||
| 25 Nov | 823.30 | 2.7 | 2.70 | 29.68 | 138 | 82 | 82 | |||
| 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 | |||
| 4 Oct | 844.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 864.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 913.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 895.15 | 0 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 940 expiring on 26DEC2024
Delta for 940 CE is 0.10
Historical price for 940 CE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 26.31, the open interest changed by 10 which increased total open position to 711
On 10 Dec DLF was trading at 868.40. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 26.98, the open interest changed by 6 which increased total open position to 707
On 9 Dec DLF was trading at 862.70. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 28.06, the open interest changed by 121 which increased total open position to 711
On 6 Dec DLF was trading at 856.85. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 27.65, the open interest changed by -75 which decreased total open position to 592
On 5 Dec DLF was trading at 850.25. The strike last trading price was 2.45, which was 0.35 higher than the previous day. The implied volatity was 28.57, the open interest changed by -91 which decreased total open position to 668
On 4 Dec DLF was trading at 847.95. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 28.11, the open interest changed by -56 which decreased total open position to 753
On 3 Dec DLF was trading at 846.95. The strike last trading price was 2.1, which was -1.00 lower than the previous day. The implied volatity was 27.89, the open interest changed by 100 which increased total open position to 816
On 2 Dec DLF was trading at 849.10. The strike last trading price was 3.1, which was 1.85 higher than the previous day. The implied volatity was 28.27, the open interest changed by 361 which increased total open position to 719
On 29 Nov DLF was trading at 822.95. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 27.88, the open interest changed by 199 which increased total open position to 361
On 28 Nov DLF was trading at 813.85. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 165
On 27 Nov DLF was trading at 823.70. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 28.10, the open interest changed by 24 which increased total open position to 164
On 26 Nov DLF was trading at 827.35. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 28.71, the open interest changed by 53 which increased total open position to 140
On 25 Nov DLF was trading at 823.30. The strike last trading price was 2.7, which was 2.70 higher than the previous day. The implied volatity was 29.68, the open interest changed by 82 which increased total open position to 82
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 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 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.32
Theta: -0.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 875.75 | 65 | -9.55 | 26.79 | 4 | 0 | 155 |
| 10 Dec | 868.40 | 74.55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 862.70 | 74.55 | -7.45 | 26.81 | 17 | 1 | 154 |
| 6 Dec | 856.85 | 82 | -5.85 | 22.39 | 7 | 0 | 154 |
| 5 Dec | 850.25 | 87.85 | -1.65 | 34.34 | 5 | -1 | 154 |
| 4 Dec | 847.95 | 89.5 | 0.50 | 26.58 | 2 | 0 | 153 |
| 3 Dec | 846.95 | 89 | -10.20 | - | 8 | 4 | 151 |
| 2 Dec | 849.10 | 99.2 | -22.30 | 51.43 | 4 | 0 | 148 |
| 29 Nov | 822.95 | 121.5 | 0.00 | 0.00 | 0 | 42 | 0 |
| 28 Nov | 813.85 | 121.5 | 10.35 | 37.31 | 45 | 28 | 134 |
| 27 Nov | 823.70 | 111.15 | 3.65 | 30.28 | 76 | 74 | 105 |
| 26 Nov | 827.35 | 107.5 | 2.50 | 26.82 | 28 | 27 | 30 |
| 25 Nov | 823.30 | 105 | 105.00 | - | 2 | 1 | 2 |
| 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 |
| 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 940 expiring on 26DEC2024
Delta for 940 PE is -0.89
Historical price for 940 PE is as follows
On 11 Dec DLF was trading at 875.75. The strike last trading price was 65, which was -9.55 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 155
On 10 Dec DLF was trading at 868.40. The strike last trading price was 74.55, 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 9 Dec DLF was trading at 862.70. The strike last trading price was 74.55, which was -7.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by 1 which increased total open position to 154
On 6 Dec DLF was trading at 856.85. The strike last trading price was 82, which was -5.85 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 154
On 5 Dec DLF was trading at 850.25. The strike last trading price was 87.85, which was -1.65 lower than the previous day. The implied volatity was 34.34, the open interest changed by -1 which decreased total open position to 154
On 4 Dec DLF was trading at 847.95. The strike last trading price was 89.5, which was 0.50 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 153
On 3 Dec DLF was trading at 846.95. The strike last trading price was 89, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 151
On 2 Dec DLF was trading at 849.10. The strike last trading price was 99.2, which was -22.30 lower than the previous day. The implied volatity was 51.43, the open interest changed by 0 which decreased total open position to 148
On 29 Nov DLF was trading at 822.95. The strike last trading price was 121.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 28 Nov DLF was trading at 813.85. The strike last trading price was 121.5, which was 10.35 higher than the previous day. The implied volatity was 37.31, the open interest changed by 28 which increased total open position to 134
On 27 Nov DLF was trading at 823.70. The strike last trading price was 111.15, which was 3.65 higher than the previous day. The implied volatity was 30.28, the open interest changed by 74 which increased total open position to 105
On 26 Nov DLF was trading at 827.35. The strike last trading price was 107.5, which was 2.50 higher than the previous day. The implied volatity was 26.82, the open interest changed by 27 which increased total open position to 30
On 25 Nov DLF was trading at 823.30. The strike last trading price was 105, which was 105.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
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 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
