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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
385.75 6.30 (1.66%)

Option Chain for DELHIVERY

12 Dec 2024 09:04 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1525
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 74.50 0.00 300 0.00 0.25 - 15 0 101 -
- 0 0 0 - 42.20 0.00 305 0.00 2.20 30.00 0 0 0 -0.00
- 0 0 0 - 38.00 0.00 310 0.00 0.45 55.05 40 20 91 -0.03
- 0 0 0 - 34.00 0.00 315 0.00 0.55 53.34 4 0 27 -0.03
0.00 0 0 0 0.00 36.40 0.00 320 0.00 0.55 49.70 146 16 138 -0.03
0.00 0 0 0 0.00 50.30 0.00 325 0.00 0.60 46.85 19 -1 58 -0.04
0.00 0 0 0 0.00 44.95 0.00 330 0.00 0.75 45.21 197 -81 223 -0.05
0.00 0 0 0 0.00 37.50 0.00 335 0.00 0.90 43.14 164 -45 87 -0.06
- 134 -4 18 - 36.75 0.00 340 0.00 1.20 42.11 565 109 373 -0.08
0.00 0 0 0 0.00 28.95 0.00 345 0.00 1.55 40.78 68 0 53 -0.10
- 188 1 30 - 27.15 0.00 350 0.00 2.20 40.67 378 66 356 -0.13
- 87 1 17 - 23.00 0.00 355 0.00 3.15 41.09 192 101 179 -0.18
- 239 31 169 - 19.25 0.00 360 0.00 4.20 40.80 519 -14 297 -0.22
- 99 -4 64 - 15.40 0.00 365 0.00 5.75 41.50 73 29 75 -0.28
0.91 321 33 471 11.95 12.50 0.00 370 0.00 7.85 43.01 726 144 512 -0.34
0.69 143 -10 308 19.56 10.20 0.00 375 0.00 10.30 44.52 183 27 65 -0.40
0.56 445 33 1,385 23.69 8.40 0.00 380 0.00 13.20 46.45 179 56 101 -0.46
0.46 63 -12 187 26.49 6.85 0.00 385 0.00 16.10 47.43 11 11 10 -0.51
0.37 335 -11 564 27.81 5.30 0.00 390 0.00 20.40 52.13 37 11 17 -0.56
0.30 127 -24 215 28.89 4.05 0.00 395 0.00 23.95 53.69 12 6 11 -0.60
0.24 858 15 959 30.81 3.30 0.00 400 0.00 28.15 56.82 9 4 11 -0.63
0.19 16 -1 28 31.15 2.40 0.00 405 0.00 60.70 - 0 0 0 -
0.15 124 42 281 32.77 1.95 0.00 410 0.00 65.40 - 0 0 0 -
0.12 8 7 10 33.71 1.50 0.00 415 0.00 70.15 - 0 0 0 -
0.09 121 -9 153 34.18 1.10 0.00 420 0.00 74.95 - 0 0 0 -
3,308 2,785
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.