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[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited

258.8 -4.75 (-1.80%)

Option Chain for DELHIVERY

04 Apr 2025 04:13 PM 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 0.00 110.05 0.00 190 -0.05 0.25 - 1 0 2 -
0.00 0 0 0 0.00 0.00 0.00 195 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 126.00 0.00 200 0.00 0.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 54.55 0.00 205 0.00 1.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 116.30 0.00 210 0.00 0.50 54.12 2 0 35 -0.04
0.00 0 0 0 0.00 39.60 0.00 215 -0.35 0.60 51.84 4 1 25 -0.04
0.00 0 0 0 0.00 42.65 0.00 220 0.25 0.95 51.93 141 14 124 -0.07
- 19 4 30 - 34.10 -3.85 225 0.25 1.30 50.57 33 5 48 -0.09
0.90 44 15 118 46.40 33.70 -1.95 230 0.50 1.85 49.94 389 -26 393 -0.12
- 10 0 28 - 25.80 -6.20 235 0.40 2.40 48.10 331 95 211 -0.15
0.81 26 4 63 46.77 25.50 -1.55 240 0.70 3.20 46.84 461 71 446 -0.19
0.92 37 29 81 21.06 17.80 -3.05 245 0.90 4.35 46.27 122 10 40 -0.25
0.70 418 162 658 42.64 17.50 -1.65 250 1.00 5.60 44.84 747 2 372 -0.30
0.63 258 161 590 41.95 14.20 -1.35 255 1.20 7.55 45.17 260 12 131 -0.37
0.56 1,438 229 2,887 41.83 11.40 -1.15 260 1.45 9.60 44.40 696 -69 436 -0.44
0.48 323 -73 821 41.77 9.00 -1.05 265 1.95 12.50 45.66 136 24 141 -0.51
0.40 750 77 1,426 40.95 6.80 -1.10 270 2.05 15.30 45.06 76 6 168 -0.59
0.34 221 32 467 42.26 5.45 -0.65 275 2.05 18.35 44.06 34 8 26 -0.66
0.27 749 57 939 41.73 4.00 -0.65 280 2.05 22.10 44.81 76 10 97 -0.71
0.22 187 70 371 42.58 3.10 -0.55 285 -0.55 26.15 45.87 36 6 15 -0.76
0.17 369 -46 390 43.11 2.35 -0.55 290 2.00 29.90 43.96 49 13 43 -0.82
0.14 95 -1 42 44.95 1.95 -0.30 295 9.55 41.90 85.31 2 0 4 -0.69
0.12 1,048 -61 1,086 45.64 1.50 -0.30 300 12.00 48.85 99.97 2 1 66 -0.68
0.00 0 0 0 0.00 3.65 0.00 305 0.00 49.25 0.00 0 0 0 0.00
0.07 105 -19 164 47.39 0.85 -0.25 310 0.00 16.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 315 0.00 0.00 0.00 0 0 0 0.00
0.03 46 -1 6 43.26 0.25 -0.15 320 0.00 59.00 0.00 0 0 0 0.00
6,143 2,823
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.