DLF
Dlf Limited
Historical option data for DLF
28 Sep 2025 10:07 PM IST
| DLF 28-OCT-2025 740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.83
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 716.05 | 17.15 | -2.95 | 28.45 | 1,919 | 504 | 1,580 | |||||||||
| 22 Sept | 773.75 | 55 | -4.5 | 32.47 | 1 | 0 | 5 | |||||||||
| 21 Sept | 777.70 | 59.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 783.10 | 59.5 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
| 14 Sept | 758.40 | 42.25 | 1.45 | 25.41 | 3 | 3 | 2 | |||||||||
For Dlf Limited - strike price 740 expiring on 28OCT2025
Delta for 740 CE is 0.41
Historical price for 740 CE is as follows
On 28 Sept DLF was trading at 716.05. The strike last trading price was 17.15, which was -2.95 lower than the previous day. The implied volatity was 28.45, the open interest changed by 504 which increased total open position to 1580
On 22 Sept DLF was trading at 773.75. The strike last trading price was 55, which was -4.5 lower than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 5
On 21 Sept DLF was trading at 777.70. The strike last trading price was 59.5, 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 59.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept DLF was trading at 758.40. The strike last trading price was 42.25, which was 1.45 higher than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 2
| DLF 28OCT2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.83
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 716.05 | 36.5 | 3.95 | 32.32 | 814 | 161 | 978 |
| 22 Sept | 773.75 | 11.25 | 1.6 | 28.38 | 107 | 34 | 181 |
| 21 Sept | 777.70 | 9.75 | 0.75 | 27.24 | 74 | 22 | 147 |
| 18 Sept | 783.10 | 9 | -0.1 | 27.48 | 22 | -6 | 124 |
| 14 Sept | 758.40 | 16.2 | -1.25 | 26.14 | 7 | 4 | 27 |
For Dlf Limited - strike price 740 expiring on 28OCT2025
Delta for 740 PE is -0.57
Historical price for 740 PE is as follows
On 28 Sept DLF was trading at 716.05. The strike last trading price was 36.5, which was 3.95 higher than the previous day. The implied volatity was 32.32, the open interest changed by 161 which increased total open position to 978
On 22 Sept DLF was trading at 773.75. The strike last trading price was 11.25, which was 1.6 higher than the previous day. The implied volatity was 28.38, the open interest changed by 34 which increased total open position to 181
On 21 Sept DLF was trading at 777.70. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 27.24, the open interest changed by 22 which increased total open position to 147
On 18 Sept DLF was trading at 783.10. The strike last trading price was 9, which was -0.1 lower than the previous day. The implied volatity was 27.48, the open interest changed by -6 which decreased total open position to 124
On 14 Sept DLF was trading at 758.40. The strike last trading price was 16.2, which was -1.25 lower than the previous day. The implied volatity was 26.14, the open interest changed by 4 which increased total open position to 27
