DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.16
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 773.75 | 76.7 | -4.8 | 49.12 | 21 | -8 | 112 | |||||||||
| 21 Sept | 777.70 | 81.5 | -5.5 | 36.46 | 28 | 9 | 119 | |||||||||
| 18 Sept | 783.10 | 87 | -2 | 37.95 | 7 | -6 | 110 | |||||||||
| 14 Sept | 758.40 | 62.2 | 0.2 | 25.49 | 63 | 1 | 141 | |||||||||
| 17 Aug | 751.55 | 107 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.92
Historical price for 700 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 76.7, which was -4.8 lower than the previous day. The implied volatity was 49.12, the open interest changed by -8 which decreased total open position to 112
On 21 Sept DLF was trading at 777.70. The strike last trading price was 81.5, which was -5.5 lower than the previous day. The implied volatity was 36.46, the open interest changed by 9 which increased total open position to 119
On 18 Sept DLF was trading at 783.10. The strike last trading price was 87, which was -2 lower than the previous day. The implied volatity was 37.95, the open interest changed by -6 which decreased total open position to 110
On 14 Sept DLF was trading at 758.40. The strike last trading price was 62.2, which was 0.2 higher than the previous day. The implied volatity was 25.49, the open interest changed by 1 which increased total open position to 141
On 17 Aug DLF was trading at 751.55. The strike last trading price was 107, 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 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.09
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 0.6 | 0.05 | 38.23 | 97 | -5 | 1,170 |
| 21 Sept | 777.70 | 0.5 | 0.05 | 33.54 | 102 | 1 | 1,175 |
| 18 Sept | 783.10 | 0.45 | -0.15 | 33.17 | 154 | -27 | 1,175 |
| 14 Sept | 758.40 | 1.65 | -0.4 | 27.20 | 414 | -58 | 1,365 |
| 17 Aug | 751.55 | 8.55 | 1.85 | 28.21 | 34 | 23 | 51 |
For Dlf Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.03
Historical price for 700 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 38.23, the open interest changed by -5 which decreased total open position to 1170
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 33.54, the open interest changed by 1 which increased total open position to 1175
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.17, the open interest changed by -27 which decreased total open position to 1175
On 14 Sept DLF was trading at 758.40. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 27.20, the open interest changed by -58 which decreased total open position to 1365
On 17 Aug DLF was trading at 751.55. The strike last trading price was 8.55, which was 1.85 higher than the previous day. The implied volatity was 28.21, the open interest changed by 23 which increased total open position to 51
