DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.20
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 57.05 | -3.95 | 39.99 | 24 | -9 | 130 | |||||||||
| 21 Sept | 777.70 | 61 | -7 | 23.05 | 49 | -7 | 139 | |||||||||
| 18 Sept | 783.10 | 68 | -1.35 | 35.47 | 17 | -2 | 146 | |||||||||
| 14 Sept | 758.40 | 44.3 | -0.55 | 24.68 | 115 | -3 | 179 | |||||||||
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| 17 Aug | 751.55 | 157 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.90
Historical price for 720 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 57.05, which was -3.95 lower than the previous day. The implied volatity was 39.99, the open interest changed by -9 which decreased total open position to 130
On 21 Sept DLF was trading at 777.70. The strike last trading price was 61, which was -7 lower than the previous day. The implied volatity was 23.05, the open interest changed by -7 which decreased total open position to 139
On 18 Sept DLF was trading at 783.10. The strike last trading price was 68, which was -1.35 lower than the previous day. The implied volatity was 35.47, the open interest changed by -2 which decreased total open position to 146
On 14 Sept DLF was trading at 758.40. The strike last trading price was 44.3, which was -0.55 lower than the previous day. The implied volatity was 24.68, the open interest changed by -3 which decreased total open position to 179
On 17 Aug DLF was trading at 751.55. The strike last trading price was 157, 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 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.13
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 0.95 | 0 | 32.23 | 341 | -56 | 557 |
| 21 Sept | 777.70 | 0.85 | 0.1 | 29.03 | 203 | -23 | 613 |
| 18 Sept | 783.10 | 0.7 | -0.35 | 28.51 | 317 | -27 | 638 |
| 14 Sept | 758.40 | 3.7 | -0.7 | 25.79 | 851 | 77 | 1,108 |
| 17 Aug | 751.55 | 13 | 1.1 | 27.29 | 7 | 3 | 40 |
For Dlf Limited - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.06
Historical price for 720 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 32.23, the open interest changed by -56 which decreased total open position to 557
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 29.03, the open interest changed by -23 which decreased total open position to 613
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 28.51, the open interest changed by -27 which decreased total open position to 638
On 14 Sept DLF was trading at 758.40. The strike last trading price was 3.7, which was -0.7 lower than the previous day. The implied volatity was 25.79, the open interest changed by 77 which increased total open position to 1108
On 17 Aug DLF was trading at 751.55. The strike last trading price was 13, which was 1.1 higher than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 40
