DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0.28
Theta: -0.72
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 37.9 | -5.3 | 31.78 | 113 | -14 | 575 | |||||||||
| 21 Sept | 777.70 | 42.85 | -5.7 | 26.30 | 127 | -12 | 590 | |||||||||
| 18 Sept | 783.10 | 48.7 | -1.55 | 29.22 | 52 | 4 | 601 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 758.40 | 28.1 | -0.9 | 23.06 | 832 | 0 | 732 | |||||||||
| 17 Aug | 751.55 | 79.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.84
Historical price for 740 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 37.9, which was -5.3 lower than the previous day. The implied volatity was 31.78, the open interest changed by -14 which decreased total open position to 575
On 21 Sept DLF was trading at 777.70. The strike last trading price was 42.85, which was -5.7 lower than the previous day. The implied volatity was 26.30, the open interest changed by -12 which decreased total open position to 590
On 18 Sept DLF was trading at 783.10. The strike last trading price was 48.7, which was -1.55 lower than the previous day. The implied volatity was 29.22, the open interest changed by 4 which increased total open position to 601
On 14 Sept DLF was trading at 758.40. The strike last trading price was 28.1, which was -0.9 lower than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 732
On 17 Aug DLF was trading at 751.55. The strike last trading price was 79.55, 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.24
Theta: -0.40
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 2.15 | 0.05 | 28.21 | 1,046 | -225 | 1,277 |
| 21 Sept | 777.70 | 1.9 | 0.1 | 25.83 | 1,104 | -29 | 1,499 |
| 18 Sept | 783.10 | 1.75 | -0.5 | 26.32 | 725 | -134 | 1,525 |
| 14 Sept | 758.40 | 8.15 | -0.8 | 25.13 | 956 | 49 | 1,251 |
| 17 Aug | 751.55 | 20 | -4.05 | 27.21 | 5 | 3 | 13 |
For Dlf Limited - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.13
Historical price for 740 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 28.21, the open interest changed by -225 which decreased total open position to 1277
On 21 Sept DLF was trading at 777.70. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 25.83, the open interest changed by -29 which decreased total open position to 1499
On 18 Sept DLF was trading at 783.10. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 26.32, the open interest changed by -134 which decreased total open position to 1525
On 14 Sept DLF was trading at 758.40. The strike last trading price was 8.15, which was -0.8 lower than the previous day. The implied volatity was 25.13, the open interest changed by 49 which increased total open position to 1251
On 17 Aug DLF was trading at 751.55. The strike last trading price was 20, which was -4.05 lower than the previous day. The implied volatity was 27.21, the open interest changed by 3 which increased total open position to 13
