DLF
Dlf Limited
Historical option data for DLF
17 Aug 2025 12:55 AM IST
| DLF 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.52
Vega: 1.07
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 751.55 | 26.8 | -4.8 | 24.92 | 83 | 30 | 137 | |||||||||
For Dlf Limited - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.52
Historical price for 760 CE is as follows
On 17 Aug DLF was trading at 751.55. The strike last trading price was 26.8, which was -4.8 lower than the previous day. The implied volatity was 24.92, the open interest changed by 30 which increased total open position to 137
| DLF 30SEP2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 1.07
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 751.55 | 29.1 | 3.2 | 27.14 | 42 | 20 | 43 |
For Dlf Limited - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.48
Historical price for 760 PE is as follows
On 17 Aug DLF was trading at 751.55. The strike last trading price was 29.1, which was 3.2 higher than the previous day. The implied volatity was 27.14, the open interest changed by 20 which increased total open position to 43
