DELHIVERY
Delhivery Limited
298.9
-3.90 (-1.29%)
Option Chain for DELHIVERY
24 Apr 2025 12:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1525 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 45 | 0 | 2 | - | 69.70 | 12.20 | 230 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 22.10 | 0.00 | 235 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 173 | -1 | 3 | - | 59.50 | 8.50 | 240 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -7 | 0 | 0.00 | 54.35 | 0.00 | 245 | 0.00 | 0.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 553 | -1 | 2 | - | 48.40 | -1.50 | 250 | 0.00 | 0.05 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | -11 | 0 | 0.00 | 42.45 | 0.00 | 255 | 0.00 | 0.10 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | -17 | 0 | 0.00 | 43.00 | -0.80 | 260 | 0.00 | 0.05 | 0.00 | 0 | -134 | 0 | 0.00 |
| - | 301 | 0 | 5 | - | 32.05 | 1.55 | 265 | 0.00 | 0.05 | - | 5 | 0 | 282 | - |
| - | 472 | -6 | 7 | - | 28.25 | -3.85 | 270 | 0.00 | 0.05 | - | 9 | -3 | 352 | - |
| - | 186 | -18 | 21 | - | 24.00 | 6.95 | 275 | 0.00 | 0.05 | - | 11 | -8 | 176 | - |
| - | 542 | -8 | 10 | - | 19.80 | -2.60 | 280 | 0.00 | 0.05 | - | 3 | -2 | 572 | - |
| 0.00 | 0 | -19 | 0 | 0.00 | 19.30 | 0.00 | 285 | -0.05 | 0.05 | - | 38 | -14 | 113 | - |
| - | 346 | -37 | 70 | - | 8.95 | -4.50 | 290 | 0.00 | 0.15 | - | 177 | -3 | 268 | - |
| 0.82 | 143 | -11 | 14 | 69.55 | 4.05 | -4.50 | 295 | -0.25 | 0.15 | 52.60 | 203 | 1 | 135 | -0.10 |
| 0.34 | 290 | -59 | 377 | 49.62 | 0.65 | -3.55 | 300 | 0.80 | 1.90 | 52.49 | 286 | -49 | 174 | -0.65 |
|
|
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| 0.11 | 186 | -35 | 118 | 84.62 | 0.25 | -1.55 | 305 | 2.70 | 6.25 | 61.28 | 53 | -40 | 46 | -0.96 |
| - | 179 | -11 | 170 | - | 0.20 | -0.95 | 310 | 1.15 | 8.85 | 0.00 | 0 | -6 | 0 | 0.00 |
| - | 51 | -6 | 21 | - | 0.10 | -0.40 | 315 | 0.00 | 25.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 332 | -45 | 133 | - | 0.05 | -0.35 | 320 | 0.05 | 16.35 | 0.00 | 0 | -6 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 30.00 | 1.70 | 0.00 | 325 | 0.00 | 67.10 | - | 0 | 0 | 0 | - |
| - | 33 | 0 | 3 | - | 0.05 | -0.05 | 330 | 0.00 | 25.60 | - | 0 | 0 | 0 | - |
| 3,832 | 2,118 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
