DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.45
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 10.35 | -2.9 | 27.00 | 8,340 | 411 | 4,393 | |||||||||
| 21 Sept | 777.70 | 13.45 | -3.9 | 24.07 | 9,458 | -52 | 3,988 | |||||||||
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| 18 Sept | 783.10 | 17.6 | -1.85 | 25.19 | 3,713 | 300 | 4,050 | |||||||||
| 14 Sept | 758.40 | 8.9 | -0.55 | 24.42 | 3,129 | 278 | 4,459 | |||||||||
| 17 Aug | 751.55 | 18.5 | -3.3 | 25.01 | 208 | 59 | 98 | |||||||||
For Dlf Limited - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.45
Historical price for 780 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 10.35, which was -2.9 lower than the previous day. The implied volatity was 27.00, the open interest changed by 411 which increased total open position to 4393
On 21 Sept DLF was trading at 777.70. The strike last trading price was 13.45, which was -3.9 lower than the previous day. The implied volatity was 24.07, the open interest changed by -52 which decreased total open position to 3988
On 18 Sept DLF was trading at 783.10. The strike last trading price was 17.6, which was -1.85 lower than the previous day. The implied volatity was 25.19, the open interest changed by 300 which increased total open position to 4050
On 14 Sept DLF was trading at 758.40. The strike last trading price was 8.9, which was -0.55 lower than the previous day. The implied volatity was 24.42, the open interest changed by 278 which increased total open position to 4459
On 17 Aug DLF was trading at 751.55. The strike last trading price was 18.5, which was -3.3 lower than the previous day. The implied volatity was 25.01, the open interest changed by 59 which increased total open position to 98
| DLF 30SEP2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.45
Theta: -0.61
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 14.1 | 1.8 | 25.81 | 3,835 | 592 | 2,514 |
| 21 Sept | 777.70 | 11.6 | 1.3 | 22.39 | 3,598 | 145 | 1,931 |
| 18 Sept | 783.10 | 10 | -0.85 | 22.87 | 1,912 | -30 | 1,756 |
| 14 Sept | 758.40 | 28.6 | -0.4 | 26.10 | 293 | 78 | 985 |
| 17 Aug | 751.55 | 36.5 | 0 | 0.00 | 0 | 0 | 0 |
For Dlf Limited - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.55
Historical price for 780 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 14.1, which was 1.8 higher than the previous day. The implied volatity was 25.81, the open interest changed by 592 which increased total open position to 2514
On 21 Sept DLF was trading at 777.70. The strike last trading price was 11.6, which was 1.3 higher than the previous day. The implied volatity was 22.39, the open interest changed by 145 which increased total open position to 1931
On 18 Sept DLF was trading at 783.10. The strike last trading price was 10, which was -0.85 lower than the previous day. The implied volatity was 22.87, the open interest changed by -30 which decreased total open position to 1756
On 14 Sept DLF was trading at 758.40. The strike last trading price was 28.6, which was -0.4 lower than the previous day. The implied volatity was 26.10, the open interest changed by 78 which increased total open position to 985
On 17 Aug DLF was trading at 751.55. The strike last trading price was 36.5, 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
