DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.40
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 22.1 | -3.85 | 28.22 | 1,013 | -69 | 2,392 | |||||||||
| 21 Sept | 777.70 | 26.5 | -4.5 | 25.52 | 1,522 | -27 | 2,459 | |||||||||
| 18 Sept | 783.10 | 31.15 | -2.15 | 25.79 | 605 | 91 | 2,632 | |||||||||
| 14 Sept | 758.40 | 16.65 | -0.65 | 23.90 | 4,335 | 434 | 3,884 | |||||||||
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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 0.70
Historical price for 760 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 22.1, which was -3.85 lower than the previous day. The implied volatity was 28.22, the open interest changed by -69 which decreased total open position to 2392
On 21 Sept DLF was trading at 777.70. The strike last trading price was 26.5, which was -4.5 lower than the previous day. The implied volatity was 25.52, the open interest changed by -27 which decreased total open position to 2459
On 18 Sept DLF was trading at 783.10. The strike last trading price was 31.15, which was -2.15 lower than the previous day. The implied volatity was 25.79, the open interest changed by 91 which increased total open position to 2632
On 14 Sept DLF was trading at 758.40. The strike last trading price was 16.65, which was -0.65 lower than the previous day. The implied volatity was 23.90, the open interest changed by 434 which increased total open position to 3884
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.40
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 5.8 | 0.65 | 26.62 | 2,644 | 6 | 1,905 |
| 21 Sept | 777.70 | 4.65 | 0.45 | 23.30 | 3,027 | -40 | 1,899 |
| 18 Sept | 783.10 | 4.05 | -0.8 | 23.75 | 1,313 | 5 | 1,948 |
| 14 Sept | 758.40 | 16.05 | -0.95 | 24.85 | 1,657 | 168 | 1,751 |
| 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 -0.30
Historical price for 760 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 5.8, which was 0.65 higher than the previous day. The implied volatity was 26.62, the open interest changed by 6 which increased total open position to 1905
On 21 Sept DLF was trading at 777.70. The strike last trading price was 4.65, which was 0.45 higher than the previous day. The implied volatity was 23.30, the open interest changed by -40 which decreased total open position to 1899
On 18 Sept DLF was trading at 783.10. The strike last trading price was 4.05, which was -0.8 lower than the previous day. The implied volatity was 23.75, the open interest changed by 5 which increased total open position to 1948
On 14 Sept DLF was trading at 758.40. The strike last trading price was 16.05, which was -0.95 lower than the previous day. The implied volatity was 24.85, the open interest changed by 168 which increased total open position to 1751
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
