DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.05
Theta: -0.13
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 0.3 | -0.1 | 40.20 | 43 | -8 | 445 | |||||||||
| 21 Sept | 777.70 | 0.4 | -0.1 | 34.15 | 125 | 2 | 453 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 783.10 | 0.5 | -0.2 | 32.23 | 369 | 113 | 455 | |||||||||
| 14 Sept | 758.40 | 0.45 | 0 | 32.11 | 8 | 0 | 181 | |||||||||
| 17 Aug | 751.55 | 2.4 | -0.7 | 27.46 | 13 | 4 | 21 | |||||||||
For Dlf Limited - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.02
Historical price for 880 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 40.20, the open interest changed by -8 which decreased total open position to 445
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 34.15, the open interest changed by 2 which increased total open position to 453
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 32.23, the open interest changed by 113 which increased total open position to 455
On 14 Sept DLF was trading at 758.40. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 181
On 17 Aug DLF was trading at 751.55. The strike last trading price was 2.4, which was -0.7 lower than the previous day. The implied volatity was 27.46, the open interest changed by 4 which increased total open position to 21
| DLF 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 773.75 | 103.9 | 8.3 | - | 8 | -1 | 108 |
| 21 Sept | 777.70 | 95.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 783.10 | 95.6 | 4 | 43.41 | 8 | -3 | 110 |
| 14 Sept | 758.40 | 122.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 751.55 | 110 | 0 | 0.00 | 0 | 0 | 0 |
For Dlf Limited - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -
Historical price for 880 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 103.9, which was 8.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 108
On 21 Sept DLF was trading at 777.70. The strike last trading price was 95.6, 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 18 Sept DLF was trading at 783.10. The strike last trading price was 95.6, which was 4 higher than the previous day. The implied volatity was 43.41, the open interest changed by -3 which decreased total open position to 110
On 14 Sept DLF was trading at 758.40. The strike last trading price was 122.05, 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 110, 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
