DLF Limited

Realty · Realty

NSE: DLF BSE: 532868

₹674.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -1.00

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	668.8000	+4.55	35087300	-116850	Short Covering
Nov. 23, 2026	670.2000	+3.75	352450	20900	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	664.0000	675.0000	664.0000	673.0000	6650	6650
Sept. 30, 2026	Nov. 23, 2026	665.0000	675.0000	656.5500	670.2000	352450	20900
Sept. 30, 2026	Oct. 27, 2026	666.7500	673.9000	654.0500	668.8000	35087300	-116850
Sept. 29, 2026	Nov. 23, 2026	666.1000	671.0500	661.6500	666.4500	331550	72200
Sept. 29, 2026	Oct. 27, 2026	663.9000	669.0500	658.0000	664.2500	35204150	2280950
Sept. 29, 2026	Sept. 29, 2026	659.0500	685.1000	656.0000	669.3000	10018700	-2602050
Sept. 28, 2026	Nov. 23, 2026	675.3500	676.1500	665.7000	667.0500	259350	5700
Sept. 28, 2026	Oct. 27, 2026	682.9500	682.9500	662.4000	663.9000	32923200	7303600
Sept. 28, 2026	Sept. 29, 2026	678.3000	678.4000	662.0000	663.3500	12620750	-6714600
Sept. 25, 2026	Nov. 23, 2026	677.3000	688.0000	676.9500	683.7000	253650	32300

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.617

Max Pain 670.0000

Open Interest by Strike (Max Pain: 670.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	155.6000	—		520.0000	-0.018	47.9	0.6000	4750	7600
0	0	138.4000	49.98	0.959	540.0000	-0.024	43.49	0.7500	950	950
4750	0	103.0000	—		560.0000	-0.036	40.17	1.1000	-950	75050
0	0	124.1500	81.88	0.812	570.0000	-0.105	53.89	5.3000	0	0
950	0	90.0000	—		580.0000	-0.056	37.19	1.7000	-11400	125400
0	0	107.4000	77.54	0.777	590.0000	-0.069	35.41	2.0500	19950	52250
23750	1900	66.1500	—		600.0000	-0.091	34.7	2.8000	50350	531050
27550	0	60.0000	—		610.0000	-0.116	33.49	3.6000	25650	119700
9500	0	54.0000	—		620.0000	-0.150	32.93	4.9000	45600	187150
38950	950	41.4500	—		630.0000	-0.189	31.93	6.3500	44650	181450
111150	950	35.5500	—		640.0000	-0.239	31.4	8.4500	1900	246050
225150	14250	30.0000	16.05	0.834	650.0000	-0.299	31.47	11.4500	28500	453150
500650	-21850	23.6500	18.22	0.710	660.0000	-0.364	31.6	15.1500	100700	585200
764750	155800	18.2500	19.54	0.593	670.0000	-0.432	31.97	19.7000	71250	418000
822700	155800	13.8500	20.56	0.485	680.0000	-0.499	32.2	24.8500	11400	342950
382850	54150	10.3500	21.4	0.388	690.0000	-0.552	36.91	33.9000	0	114950
761900	-33250	7.4500	21.86	0.302	700.0000	-0.620	34.19	38.1500	11400	176700
269800	61750	5.5500	22.79	0.234	710.0000	-0.649	39.5	48.5000	0	9500
361000	-27550	4.0000	23.4	0.178	720.0000	-0.666	45.51	59.5000	0	94050
276450	200450	2.9500	24.19	0.135	730.0000	-0.689	49.03	69.0000	0	950
93100	0	2.2000	25.03	0.103	740.0000	-0.720	49.89	77.0000	0	91200
232750	23750	1.7500	26.22	0.082	750.0000	-0.744	51.52	85.7000	3800	8550
152000	14250	1.3500	27.12	0.064	760.0000	-0.749	56.51	96.5000	0	6650
126350	0	0.7000	28.06	0.035	780.0000	-0.780	60.71	115.0000	0	2850
1074450	75050	0.6500	31.71	0.030	800.0000	-0.886	48.09	126.5000	0	31350