DELHIVERY
Delhivery Limited
359.4
1.80 (0.50%)
Option Chain for DELHIVERY
13 Jun 2025 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 | OI pcrCOI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta |
| 0.00 | 0 | 0 | 0 | 0.00 | 5.75 | 0.00 | - 310 - | -1.00 | 0.30 | 42.26 | 2 | -1 | 2 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 17.20 | 0.00 | - 315 - | 0.00 | 0.50 | 0.00 | 0 | -3 | 0 | 0.00 |
| - | 10 | 8 | 10 | - | 36.85 | -17.15 | 7.90 320 -0.25 | 0.10 | 0.65 | 40.48 | 19 | -2 | 79 | -0.05 |
| 0.94 | 3 | 0 | 3 | 36.19 | 36.20 | -2.15 | 12.67 325 - | -0.10 | 0.85 | 38.58 | 14 | 3 | 38 | -0.07 |
| - | 35 | 1 | 5 | - | 28.25 | -2.70 | 1.97 330 -8.00 | -0.10 | 1.05 | 36.06 | 57 | -8 | 69 | -0.09 |
| - | 11 | 0 | 1 | - | 23.30 | -3.40 | 4.45 335 - | -0.05 | 1.60 | 35.61 | 264 | -5 | 49 | -0.13 |
| 0.82 | 41 | 0 | 48 | 35.29 | 23.00 | 1.55 | 4.37 340 - | -0.35 | 2.10 | 33.62 | 592 | -1 | 179 | -0.17 |
| 0.78 | 68 | 22 | 63 | 31.36 | 18.35 | -11.65 | 1.43 345 -0.14 | -0.35 | 3.15 | 33.46 | 387 | -3 | 97 | -0.23 |
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| 0.69 | 136 | -2 | 281 | 34.16 | 15.40 | 1.15 | 3.29 350 1.00 | -0.40 | 4.50 | 33.09 | 582 | -2 | 447 | -0.30 |
| 0.61 | 51 | 13 | 440 | 33.48 | 12.10 | 1.05 | 1.67 355 -0.77 | -0.70 | 6.30 | 32.95 | 603 | -10 | 85 | -0.39 |
| 0.52 | 361 | 38 | 1,429 | 33.69 | 9.45 | 0.85 | 1.41 360 -0.26 | -0.80 | 8.55 | 32.87 | 722 | -10 | 510 | -0.48 |
| 0.44 | 318 | 39 | 838 | 33.77 | 7.20 | 0.65 | 0.67 365 -1.21 | -1.00 | 11.25 | 32.83 | 218 | -47 | 213 | -0.56 |
| 0.36 | 946 | 15 | 1,462 | 33.99 | 5.40 | 0.45 | 0.53 370 -2.07 | -1.30 | 14.35 | 32.67 | 120 | -31 | 503 | -0.65 |
| 0.29 | 237 | -30 | 299 | 34.56 | 4.05 | 0.35 | 0.51 375 0.17 | -1.50 | 18.10 | 33.61 | 15 | -5 | 121 | -0.72 |
| 0.23 | 450 | 21 | 292 | 35.10 | 3.00 | 0.15 | 0.22 380 -0.24 | -2.10 | 21.55 | 31.54 | 13 | -5 | 101 | -0.80 |
| 0.18 | 108 | -4 | 88 | 36.48 | 2.35 | 0.25 | - 385 0.75 | 0.00 | 27.75 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.13 | 344 | 31 | 159 | 36.17 | 1.60 | 0.00 | 0.15 390 - | 2.95 | 35.25 | 59.52 | 7 | 0 | 51 | -0.74 |
| 0.10 | 98 | 4 | 19 | 37.07 | 1.20 | 0.00 | - 395 - | 0.00 | 26.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 1,306 | -22 | 617 | 38.93 | 1.00 | 0.00 | 0.02 400 -0.05 | -1.75 | 39.60 | 32.27 | 2 | 1 | 24 | -0.95 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | - 405 - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 93 | -17 | 58 | 40.27 | 0.55 | -0.05 | - 410 - | 0.00 | 37.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,616 | 2,568 | |||||||||||||
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.
