DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.20
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 1.55 | -0.8 | 29.27 | 3,970 | 4 | 2,312 | |||||||||
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| 21 Sept | 777.70 | 2.25 | -1.25 | 24.95 | 3,053 | 148 | 2,304 | |||||||||
| 18 Sept | 783.10 | 3.6 | -1.1 | 25.32 | 2,955 | -122 | 2,181 | |||||||||
| 14 Sept | 758.40 | 2.15 | -0.3 | 26.10 | 665 | 58 | 1,094 | |||||||||
| 17 Aug | 751.55 | 8.4 | -1.7 | 25.84 | 1 | 0 | 7 | |||||||||
For Dlf Limited - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.10
Historical price for 820 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 29.27, the open interest changed by 4 which increased total open position to 2312
On 21 Sept DLF was trading at 777.70. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was 24.95, the open interest changed by 148 which increased total open position to 2304
On 18 Sept DLF was trading at 783.10. The strike last trading price was 3.6, which was -1.1 lower than the previous day. The implied volatity was 25.32, the open interest changed by -122 which decreased total open position to 2181
On 14 Sept DLF was trading at 758.40. The strike last trading price was 2.15, which was -0.3 lower than the previous day. The implied volatity was 26.10, the open interest changed by 58 which increased total open position to 1094
On 17 Aug DLF was trading at 751.55. The strike last trading price was 8.4, which was -1.7 lower than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 7
| DLF 30SEP2025 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.10
Theta: 0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 45.4 | 4.8 | 21.64 | 113 | -23 | 516 |
| 21 Sept | 777.70 | 40.6 | 4.4 | 22.85 | 128 | -4 | 539 |
| 18 Sept | 783.10 | 36.15 | 0.05 | 22.53 | 96 | -3 | 544 |
| 14 Sept | 758.40 | 61.2 | -3.5 | 27.91 | 70 | 7 | 310 |
| 17 Aug | 751.55 | 59 | 0 | 0.00 | 0 | 0 | 0 |
For Dlf Limited - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.96
Historical price for 820 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 45.4, which was 4.8 higher than the previous day. The implied volatity was 21.64, the open interest changed by -23 which decreased total open position to 516
On 21 Sept DLF was trading at 777.70. The strike last trading price was 40.6, which was 4.4 higher than the previous day. The implied volatity was 22.85, the open interest changed by -4 which decreased total open position to 539
On 18 Sept DLF was trading at 783.10. The strike last trading price was 36.15, which was 0.05 higher than the previous day. The implied volatity was 22.53, the open interest changed by -3 which decreased total open position to 544
On 14 Sept DLF was trading at 758.40. The strike last trading price was 61.2, which was -3.5 lower than the previous day. The implied volatity was 27.91, the open interest changed by 7 which increased total open position to 310
On 17 Aug DLF was trading at 751.55. The strike last trading price was 59, 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
