DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 28OCT2025 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.97
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 773.75 | 27.55 | -1.45 | 28.02 | 616 | 189 | 442 | |||||||||
| 21 Sept | 777.70 | 29.5 | -3.25 | 25.64 | 319 | 70 | 251 | |||||||||
| 18 Sept | 783.10 | 32.85 | -1.25 | 25.59 | 170 | 29 | 184 | |||||||||
| 14 Sept | 758.40 | 21.2 | 1.2 | 25.05 | 75 | 37 | 86 | |||||||||
For Dlf Limited - strike price 780 expiring on 28OCT2025
Delta for 780 CE is 0.52
Historical price for 780 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 27.55, which was -1.45 lower than the previous day. The implied volatity was 28.02, the open interest changed by 189 which increased total open position to 442
On 21 Sept DLF was trading at 777.70. The strike last trading price was 29.5, which was -3.25 lower than the previous day. The implied volatity was 25.64, the open interest changed by 70 which increased total open position to 251
On 18 Sept DLF was trading at 783.10. The strike last trading price was 32.85, which was -1.25 lower than the previous day. The implied volatity was 25.59, the open interest changed by 29 which increased total open position to 184
On 14 Sept DLF was trading at 758.40. The strike last trading price was 21.2, which was 1.2 higher than the previous day. The implied volatity was 25.05, the open interest changed by 37 which increased total open position to 86
| DLF 28OCT2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.97
Theta: -0.26
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 26.4 | 2.2 | 27.72 | 324 | 109 | 302 |
| 21 Sept | 777.70 | 24 | 1.85 | 27.02 | 72 | 38 | 191 |
| 18 Sept | 783.10 | 22.15 | 0.5 | 27.13 | 24 | 19 | 154 |
| 14 Sept | 758.40 | 35.9 | -0.4 | 26.90 | 1 | -1 | 35 |
For Dlf Limited - strike price 780 expiring on 28OCT2025
Delta for 780 PE is -0.48
Historical price for 780 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 26.4, which was 2.2 higher than the previous day. The implied volatity was 27.72, the open interest changed by 109 which increased total open position to 302
On 21 Sept DLF was trading at 777.70. The strike last trading price was 24, which was 1.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by 38 which increased total open position to 191
On 18 Sept DLF was trading at 783.10. The strike last trading price was 22.15, which was 0.5 higher than the previous day. The implied volatity was 27.13, the open interest changed by 19 which increased total open position to 154
On 14 Sept DLF was trading at 758.40. The strike last trading price was 35.9, which was -0.4 lower than the previous day. The implied volatity was 26.90, the open interest changed by -1 which decreased total open position to 35
