DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 0.35 | -0.2 | 34.74 | 166 | -17 | 597 | |||||||||
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| 21 Sept | 777.70 | 0.5 | -0.25 | 29.68 | 209 | -30 | 614 | |||||||||
| 18 Sept | 783.10 | 0.7 | -0.45 | 28.39 | 341 | 9 | 645 | |||||||||
| 14 Sept | 758.40 | 0.7 | -0.1 | 29.94 | 116 | 34 | 594 | |||||||||
| 17 Aug | 751.55 | 4.25 | 0 | 28.03 | 3 | -2 | 22 | |||||||||
For Dlf Limited - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.02
Historical price for 860 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 34.74, the open interest changed by -17 which decreased total open position to 597
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 29.68, the open interest changed by -30 which decreased total open position to 614
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 28.39, the open interest changed by 9 which increased total open position to 645
On 14 Sept DLF was trading at 758.40. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 29.94, the open interest changed by 34 which increased total open position to 594
On 17 Aug DLF was trading at 751.55. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 28.03, the open interest changed by -2 which decreased total open position to 22
| DLF 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 84 | 6.8 | - | 21 | 0 | 122 |
| 21 Sept | 777.70 | 77.2 | 2.7 | - | 13 | -3 | 121 |
| 18 Sept | 783.10 | 74.5 | 1.85 | 30.91 | 8 | 4 | 126 |
| 14 Sept | 758.40 | 102.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 751.55 | 96.5 | 0 | 0.00 | 0 | 0 | 0 |
For Dlf Limited - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -
Historical price for 860 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 84, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 21 Sept DLF was trading at 777.70. The strike last trading price was 77.2, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 121
On 18 Sept DLF was trading at 783.10. The strike last trading price was 74.5, which was 1.85 higher than the previous day. The implied volatity was 30.91, the open interest changed by 4 which increased total open position to 126
On 14 Sept DLF was trading at 758.40. The strike last trading price was 102.95, 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
On 17 Aug DLF was trading at 751.55. The strike last trading price was 96.5, 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
