DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.35
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 773.75 | 4.4 | -1.55 | 28.24 | 10,194 | 721 | 6,249 | |||||||||
| 21 Sept | 777.70 | 5.9 | -2.4 | 24.36 | 7,478 | 520 | 5,524 | |||||||||
| 18 Sept | 783.10 | 8.45 | -1.35 | 24.90 | 6,412 | -272 | 5,033 | |||||||||
| 14 Sept | 758.40 | 4.25 | -0.5 | 24.73 | 2,447 | 175 | 4,141 | |||||||||
| 17 Aug | 751.55 | 12.6 | -3.25 | 25.42 | 113 | 41 | 202 | |||||||||
For Dlf Limited - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.24
Historical price for 800 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 4.4, which was -1.55 lower than the previous day. The implied volatity was 28.24, the open interest changed by 721 which increased total open position to 6249
On 21 Sept DLF was trading at 777.70. The strike last trading price was 5.9, which was -2.4 lower than the previous day. The implied volatity was 24.36, the open interest changed by 520 which increased total open position to 5524
On 18 Sept DLF was trading at 783.10. The strike last trading price was 8.45, which was -1.35 lower than the previous day. The implied volatity was 24.90, the open interest changed by -272 which decreased total open position to 5033
On 14 Sept DLF was trading at 758.40. The strike last trading price was 4.25, which was -0.5 lower than the previous day. The implied volatity was 24.73, the open interest changed by 175 which increased total open position to 4141
On 17 Aug DLF was trading at 751.55. The strike last trading price was 12.6, which was -3.25 lower than the previous day. The implied volatity was 25.42, the open interest changed by 41 which increased total open position to 202
| DLF 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.35
Theta: -0.42
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 28.3 | 3.5 | 27.24 | 980 | -200 | 1,461 |
| 21 Sept | 777.70 | 24.5 | 3.3 | 23.51 | 802 | -42 | 1,658 |
| 18 Sept | 783.10 | 20.8 | -0.7 | 22.48 | 916 | -3 | 1,706 |
| 14 Sept | 758.40 | 43.65 | 0 | 26.51 | 127 | -2 | 1,583 |
| 17 Aug | 751.55 | 50.75 | 0 | 0.00 | 0 | 0 | 0 |
For Dlf Limited - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.77
Historical price for 800 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 28.3, which was 3.5 higher than the previous day. The implied volatity was 27.24, the open interest changed by -200 which decreased total open position to 1461
On 21 Sept DLF was trading at 777.70. The strike last trading price was 24.5, which was 3.3 higher than the previous day. The implied volatity was 23.51, the open interest changed by -42 which decreased total open position to 1658
On 18 Sept DLF was trading at 783.10. The strike last trading price was 20.8, which was -0.7 lower than the previous day. The implied volatity was 22.48, the open interest changed by -3 which decreased total open position to 1706
On 14 Sept DLF was trading at 758.40. The strike last trading price was 43.65, which was 0 lower than the previous day. The implied volatity was 26.51, the open interest changed by -2 which decreased total open position to 1583
On 17 Aug DLF was trading at 751.55. The strike last trading price was 50.75, 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
