DELHIVERY
Delhivery Limited
333.3
-6.80 (-2.00%)
Option Chain for DELHIVERY
05 Dec 2024 04:13 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 | |
| - | 0 | 0 | 0 | - | 46.55 | 0.00 | 300 | 0.20 | 1.25 | 35.79 | 84 | 48 | 89 | -0.09 |
| - | 0 | 0 | 0 | - | 42.20 | 0.00 | 305 | 0.00 | 2.20 | 11.52 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 38.00 | 0.00 | 310 | 0.45 | 2.40 | 34.25 | 357 | 91 | 129 | -0.16 |
| - | 0 | 0 | 0 | - | 34.00 | 0.00 | 315 | 0.95 | 3.55 | 34.74 | 6 | 0 | 9 | -0.22 |
| 0.71 | 0 | 0 | 1 | 39.41 | 21.30 | -8.90 | 320 | 1.25 | 4.60 | 33.62 | 28 | -4 | 66 | -0.27 |
| 0.00 | 0 | 0 | 0 | 0.00 | 13.65 | 0.00 | 325 | 0.00 | 4.55 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.60 | 50 | 13 | 25 | 31.25 | 12.70 | -3.70 | 330 | 3.00 | 8.50 | 34.46 | 35 | 2 | 39 | -0.41 |
| 0.52 | 10 | -1 | 16 | 31.81 | 10.25 | -3.55 | 335 | -0.95 | 10.05 | 31.88 | 2 | 1 | 2 | -0.48 |
| 0.44 | 104 | 12 | 133 | 32.55 | 8.25 | -2.85 | 340 | 3.45 | 13.60 | 34.45 | 22 | 2 | 69 | -0.55 |
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| 0.37 | 19 | 1 | 22 | 32.63 | 6.40 | -2.10 | 345 | 5.50 | 18.00 | 38.78 | 3 | -1 | 4 | -0.60 |
| 0.31 | 134 | 4 | 237 | 33.12 | 5.00 | -1.95 | 350 | 0.00 | 16.20 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 2 | 0 | 0.00 | 4.50 | 0.00 | 355 | 0.00 | 20.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.20 | 45 | -16 | 82 | 33.99 | 3.00 | -1.15 | 360 | 3.85 | 28.00 | 36.42 | 1 | 0 | 1 | -0.78 |
| 0.17 | 6 | 6 | 12 | 35.36 | 2.45 | -0.95 | 365 | 0.00 | 27.05 | - | 0 | 0 | 0 | - |
| 0.13 | 58 | 55 | 102 | 34.81 | 1.70 | -0.25 | 370 | 0.00 | 30.70 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 1 | 0 | 0.00 | 1.60 | 0.00 | 375 | 0.00 | 34.55 | - | 0 | 0 | 0 | - |
| 0.08 | 41 | 17 | 78 | 36.41 | 1.05 | -0.10 | 380 | 0.00 | 38.60 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 385 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 66 | 66 | 72 | 39.51 | 0.80 | 0.00 | 390 | 0.00 | 49.95 | 0.00 | 0 | 1 | 0 | 0.00 |
| 533 | 408 | |||||||||||||
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.
