DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.12
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 773.75 | 0.75 | -0.3 | 32.17 | 1,225 | -77 | 1,318 | |||||||||
| 21 Sept | 777.70 | 1 | -0.55 | 27.14 | 1,307 | -105 | 1,395 | |||||||||
| 18 Sept | 783.10 | 1.5 | -0.7 | 26.46 | 1,230 | 121 | 1,505 | |||||||||
| 14 Sept | 758.40 | 1.2 | -0.1 | 28.02 | 220 | -17 | 1,032 | |||||||||
| 17 Aug | 751.55 | 5.25 | -1.75 | 25.86 | 19 | 5 | 19 | |||||||||
For Dlf Limited - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.05
Historical price for 840 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 32.17, the open interest changed by -77 which decreased total open position to 1318
On 21 Sept DLF was trading at 777.70. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 27.14, the open interest changed by -105 which decreased total open position to 1395
On 18 Sept DLF was trading at 783.10. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 26.46, the open interest changed by 121 which increased total open position to 1505
On 14 Sept DLF was trading at 758.40. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 28.02, the open interest changed by -17 which decreased total open position to 1032
On 17 Aug DLF was trading at 751.55. The strike last trading price was 5.25, which was -1.75 lower than the previous day. The implied volatity was 25.86, the open interest changed by 5 which increased total open position to 19
| DLF 30SEP2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 63.6 | 3.75 | - | 39 | 2 | 405 |
| 21 Sept | 777.70 | 59.85 | 5.35 | 27.01 | 63 | 3 | 404 |
| 18 Sept | 783.10 | 54.5 | 0.8 | 24.08 | 25 | 1 | 400 |
| 14 Sept | 758.40 | 80.65 | 0.7 | 32.52 | 43 | 1 | 413 |
| 17 Aug | 751.55 | 76 | 0 | 0.00 | 0 | 0 | 0 |
For Dlf Limited - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 63.6, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 405
On 21 Sept DLF was trading at 777.70. The strike last trading price was 59.85, which was 5.35 higher than the previous day. The implied volatity was 27.01, the open interest changed by 3 which increased total open position to 404
On 18 Sept DLF was trading at 783.10. The strike last trading price was 54.5, which was 0.8 higher than the previous day. The implied volatity was 24.08, the open interest changed by 1 which increased total open position to 400
On 14 Sept DLF was trading at 758.40. The strike last trading price was 80.65, which was 0.7 higher than the previous day. The implied volatity was 32.52, the open interest changed by 1 which increased total open position to 413
On 17 Aug DLF was trading at 751.55. The strike last trading price was 76, 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
