DLF
Dlf Limited
Historical option data for DLF
22 Sep 2025 08:00 PM IST
| DLF 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 773.75 | 0.2 | -0.1 | 49.25 | 17 | -4 | 95 | |||||||||
| 21 Sept | 777.70 | 0.3 | 0 | 42.76 | 16 | 4 | 96 | |||||||||
| 18 Sept | 783.10 | 0.3 | -0.05 | 39.44 | 21 | -9 | 95 | |||||||||
| 14 Sept | 758.40 | 0.2 | -0.05 | 36.04 | 15 | -11 | 69 | |||||||||
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| 17 Aug | 751.55 | 1.15 | -0.25 | 29.13 | 11 | -3 | 79 | |||||||||
For Dlf Limited - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.01
Historical price for 920 CE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 49.25, the open interest changed by -4 which decreased total open position to 95
On 21 Sept DLF was trading at 777.70. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 42.76, the open interest changed by 4 which increased total open position to 96
On 18 Sept DLF was trading at 783.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.44, the open interest changed by -9 which decreased total open position to 95
On 14 Sept DLF was trading at 758.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 36.04, the open interest changed by -11 which decreased total open position to 69
On 17 Aug DLF was trading at 751.55. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 29.13, the open interest changed by -3 which decreased total open position to 79
| DLF 30SEP2025 920 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 | 143.65 | 5.35 | - | 11 | 0 | 94 |
| 21 Sept | 777.70 | 138.3 | 5.65 | - | 7 | -2 | 93 |
| 18 Sept | 783.10 | 132.85 | 1.65 | - | 2 | 1 | 95 |
| 14 Sept | 758.40 | 158.3 | -3.45 | 38.39 | 1 | 1 | 110 |
| 17 Aug | 751.55 | 106.75 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -
Historical price for 920 PE is as follows
On 22 Sept DLF was trading at 773.75. The strike last trading price was 143.65, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 21 Sept DLF was trading at 777.70. The strike last trading price was 138.3, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 93
On 18 Sept DLF was trading at 783.10. The strike last trading price was 132.85, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 95
On 14 Sept DLF was trading at 758.40. The strike last trading price was 158.3, which was -3.45 lower than the previous day. The implied volatity was 38.39, the open interest changed by 1 which increased total open position to 110
On 17 Aug DLF was trading at 751.55. The strike last trading price was 106.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
