DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 660 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 773.75 | 126.95 | 0 | 0.00 | 0 | -2 | 0 | |||||||||
| 21 Sept | 777.70 | 126.95 | -2.7 | - | 8 | -2 | 72 | |||||||||
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| 18 Sept | 783.10 | 129.65 | 1.6 | 71.21 | 2 | 0 | 74 | |||||||||
| 14 Sept | 758.40 | 99 | 4.2 | - | 1 | 0 | 74 | |||||||||
| 17 Aug | 751.55 | 138.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.00
Historical price for 660 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 126.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Sept DLF was trading at 777.70. The strike last trading price was 126.95, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 72
On 18 Sept DLF was trading at 783.10. The strike last trading price was 129.65, which was 1.6 higher than the previous day. The implied volatity was 71.21, the open interest changed by 0 which decreased total open position to 74
On 14 Sept DLF was trading at 758.40. The strike last trading price was 99, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 17 Aug DLF was trading at 751.55. The strike last trading price was 138.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 0.25 | 0 | 49.16 | 7 | 0 | 342 |
| 21 Sept | 777.70 | 0.25 | 0.05 | 43.67 | 23 | -2 | 342 |
| 18 Sept | 783.10 | 0.2 | 0.05 | 42.00 | 41 | -16 | 347 |
| 14 Sept | 758.40 | 0.55 | -0.15 | 33.47 | 11 | -8 | 416 |
| 17 Aug | 751.55 | 2.95 | -4.85 | 29.05 | 1 | 1 | 0 |
For Dlf Limited - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.01
Historical price for 660 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 49.16, the open interest changed by 0 which decreased total open position to 342
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 43.67, the open interest changed by -2 which decreased total open position to 342
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 42.00, the open interest changed by -16 which decreased total open position to 347
On 14 Sept DLF was trading at 758.40. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 33.47, the open interest changed by -8 which decreased total open position to 416
On 17 Aug DLF was trading at 751.55. The strike last trading price was 2.95, which was -4.85 lower than the previous day. The implied volatity was 29.05, the open interest changed by 1 which increased total open position to 0
