DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 680 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 | 109.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 777.70 | 109.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 783.10 | 109.75 | 5.25 | 61.92 | 3 | -1 | 108 | |||||||||
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| 14 Sept | 758.40 | 80.6 | 1.15 | - | 5 | -2 | 111 | |||||||||
| 17 Aug | 751.55 | 188.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.00
Historical price for 680 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 109.75, which was 0 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 21 Sept DLF was trading at 777.70. The strike last trading price was 109.75, which was 0 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 18 Sept DLF was trading at 783.10. The strike last trading price was 109.75, which was 5.25 higher than the previous day. The implied volatity was 61.92, the open interest changed by -1 which decreased total open position to 108
On 14 Sept DLF was trading at 758.40. The strike last trading price was 80.6, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 111
On 17 Aug DLF was trading at 751.55. The strike last trading price was 188.75, 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 680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.06
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 0.4 | -0.1 | 44.38 | 22 | 2 | 453 |
| 21 Sept | 777.70 | 0.45 | 0.05 | 40.20 | 99 | -1 | 450 |
| 18 Sept | 783.10 | 0.4 | 0 | 39.35 | 91 | 49 | 452 |
| 14 Sept | 758.40 | 1.1 | -0.05 | 31.34 | 55 | 8 | 452 |
| 17 Aug | 751.55 | 5.3 | 0.85 | 28.87 | 49 | 4 | 46 |
For Dlf Limited - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.02
Historical price for 680 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 44.38, the open interest changed by 2 which increased total open position to 453
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 40.20, the open interest changed by -1 which decreased total open position to 450
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 39.35, the open interest changed by 49 which increased total open position to 452
On 14 Sept DLF was trading at 758.40. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 31.34, the open interest changed by 8 which increased total open position to 452
On 17 Aug DLF was trading at 751.55. The strike last trading price was 5.3, which was 0.85 higher than the previous day. The implied volatity was 28.87, the open interest changed by 4 which increased total open position to 46
