DELHIVERY
Delhivery Limited
379.45
-1.15 (-0.30%)
Option Chain for DELHIVERY
11 Dec 2024 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 | 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 | -0.20 | 0.45 | 55.05 | 40 | 21 | 91 | -0.03 |
|
|
||||||||||||||
| - | 0 | 0 | 0 | - | 34.00 | 0.00 | 315 | -0.35 | 0.55 | 53.34 | 4 | 0 | 27 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 36.40 | 0.00 | 320 | -0.15 | 0.55 | 49.70 | 146 | 16 | 138 | -0.03 |
| 0.00 | 0 | -1 | 0 | 0.00 | 50.30 | 0.00 | 325 | -0.50 | 0.60 | 46.85 | 19 | -1 | 58 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 44.95 | 0.00 | 330 | -0.40 | 0.75 | 45.21 | 197 | -80 | 223 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 37.50 | 0.00 | 335 | -0.50 | 0.90 | 43.14 | 164 | -45 | 87 | -0.06 |
| - | 134 | -4 | 18 | - | 36.75 | -0.60 | 340 | -0.60 | 1.20 | 42.11 | 565 | 125 | 373 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 28.95 | 0.00 | 345 | -0.75 | 1.55 | 40.78 | 68 | 0 | 53 | -0.10 |
| - | 188 | -4 | 30 | - | 27.15 | -1.95 | 350 | -0.90 | 2.20 | 40.67 | 378 | 65 | 356 | -0.13 |
| - | 87 | 2 | 17 | - | 23.00 | -4.20 | 355 | -0.90 | 3.15 | 41.09 | 192 | 6 | 179 | -0.18 |
| - | 239 | 31 | 169 | - | 19.25 | -2.40 | 360 | -1.20 | 4.20 | 40.80 | 519 | -18 | 297 | -0.22 |
| - | 99 | -5 | 64 | - | 15.40 | -2.55 | 365 | -1.30 | 5.75 | 41.50 | 73 | 27 | 75 | -0.28 |
| 0.91 | 321 | 38 | 471 | 11.95 | 12.50 | -2.85 | 370 | -1.10 | 7.85 | 43.01 | 726 | 147 | 512 | -0.34 |
| 0.69 | 143 | -10 | 308 | 19.56 | 10.20 | -2.80 | 375 | -1.50 | 10.30 | 44.52 | 183 | 25 | 65 | -0.40 |
| 0.56 | 445 | 36 | 1,385 | 23.69 | 8.40 | -2.30 | 380 | -1.20 | 13.20 | 46.45 | 179 | 55 | 101 | -0.46 |
| 0.46 | 63 | -14 | 187 | 26.49 | 6.85 | -1.75 | 385 | -26.70 | 16.10 | 47.43 | 11 | 10 | 10 | -0.51 |
| 0.37 | 335 | -8 | 564 | 27.81 | 5.30 | -1.70 | 390 | 0.60 | 20.40 | 52.13 | 37 | 11 | 17 | -0.56 |
| 0.30 | 127 | -24 | 215 | 28.89 | 4.05 | -1.50 | 395 | -4.80 | 23.95 | 53.69 | 12 | 7 | 11 | -0.60 |
| 0.24 | 858 | 16 | 959 | 30.81 | 3.30 | -1.40 | 400 | -0.35 | 28.15 | 56.82 | 9 | 3 | 11 | -0.63 |
| 0.19 | 16 | 0 | 28 | 31.15 | 2.40 | -1.30 | 405 | 0.00 | 60.70 | - | 0 | 0 | 0 | - |
| 0.15 | 124 | 44 | 281 | 32.77 | 1.95 | -1.05 | 410 | 0.00 | 65.40 | - | 0 | 0 | 0 | - |
| 0.12 | 8 | 7 | 10 | 33.71 | 1.50 | -0.50 | 415 | 0.00 | 70.15 | - | 0 | 0 | 0 | - |
| 0.09 | 121 | -11 | 153 | 34.18 | 1.10 | -0.80 | 420 | 0.00 | 74.95 | - | 0 | 0 | 0 | - |
| 3,308 | 2,785 | |||||||||||||
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.
