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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
350.75 -0.20 (-0.06%)

Option Chain for DELHIVERY

27 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 0 0 - 68.95 0.00 280 0.00 0.60 42.72 57 46 86 -0.03
0.00 0 0 0 0.00 0.00 0.00 285 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 60.35 0.00 290 0.05 0.95 40.87 44 25 37 -0.05
0.00 0 0 0 0.00 0.00 0.00 295 0.00 0.00 0.00 0 0 0 0.00
0.00 0 1 0 0.00 48.00 0.00 300 -0.40 1.50 39.14 118 4 84 -0.08
- 0 0 0 - 48.35 0.00 305 -1.70 1.85 38.14 11 -1 23 -0.09
- 0 0 0 - 44.65 0.00 310 -0.75 2.25 37.01 50 -18 49 -0.11
- 0 0 0 - 41.10 0.00 315 -1.10 2.90 36.60 128 99 101 -0.14
- 0 0 0 - 37.70 0.00 320 -0.60 3.70 36.21 151 12 210 -0.17
- 0 0 0 - 34.50 0.00 325 -7.35 4.70 35.92 23 16 16 -0.21
0.87 4 3 4 20.40 24.65 -1.00 330 -0.50 5.80 35.34 115 29 148 -0.25
0.77 0 0 3 25.12 22.00 -6.60 335 -5.50 7.20 35.05 19 4 11 -0.29
0.71 16 2 32 24.12 18.10 -2.90 340 -0.20 9.05 35.31 46 8 83 -0.34
0.63 0 0 1 26.56 15.85 -7.60 345 -9.70 11.10 35.40 9 5 5 -0.39
0.57 130 29 138 25.62 12.65 -2.90 350 -0.40 13.55 35.81 115 34 129 -0.44
0.49 12 10 14 25.43 10.10 -2.05 355 -9.85 16.35 36.43 16 9 9 -0.49
0.43 167 43 188 27.24 8.75 -2.20 360 -3.50 19.50 37.28 11 1 40 -0.54
0.37 4 2 3 28.87 7.60 -6.15 365 -9.35 22.90 38.19 5 2 2 -0.59
0.32 166 -19 189 28.61 5.95 -1.95 370 -5.45 26.25 38.48 20 9 47 -0.63
0.27 11 10 21 29.14 4.85 -8.15 375 -8.80 30.20 39.81 1 0 0 -0.67
0.23 194 -34 335 29.68 3.95 -1.65 380 -3.35 34.65 42.09 9 5 15 -0.69
0.19 6 6 13 30.17 3.20 -6.25 385 0.00 46.25 - 0 0 0 -
0.16 188 101 168 31.27 2.75 -1.30 390 0.00 25.00 0.00 0 0 0 0.00
0.14 25 25 31 31.81 2.25 -5.05 395 0.00 27.35 0.00 0 0 0 0.00
0.12 601 15 236 32.86 1.95 -1.00 400 0.00 49.75 0.00 0 1 0 0.00
0.00 0 0 0 0.00 1.25 0.00 405 0.00 62.15 - 0 0 0 -
0.08 72 17 66 33.45 1.25 -0.95 410 0.00 56.25 0.00 0 0 0 0.00
0.00 0 0 0 14.37 4.25 0.00 415 0.00 70.70 - 0 0 0 -
0.06 76 64 101 35.68 1.00 -0.55 420 0.00 75.10 - 0 0 0 -
0.00 0 0 0 16.94 3.20 0.00 425 0.00 79.55 - 0 0 0 -
0.00 0 5 0 0.00 0.85 0.00 430 0.00 84.05 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 435 0.00 0.00 0.00 0 0 0 0.00
0.04 4 0 15 39.58 0.65 0.20 440 0.00 93.20 - 0 0 0 -
1,676 1,095
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.