DLF
Dlf Limited
778.2
15.05 (1.97%)
Option Chain for DLF
21 Nov 2024 02:20 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 825 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 125.00 | 0.00 | 660 | 0.25 | 0.75 | - | 110 | -9 | 158 | - |
- | 0 | 0 | 0 | - | 263.40 | 0.00 | 670 | -0.50 | 0.25 | 49.47 | 2 | 0 | 31 | -0.01 |
- | 0 | 0 | 1 | - | 68.85 | -105.55 | 680 | 0.25 | 0.95 | 56.52 | 431 | -11 | 208 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 70.85 | 0.00 | 690 | 0.05 | 1.10 | 52.93 | 381 | -23 | 156 | -0.05 |
- | 53 | -2 | 110 | - | 77.10 | 13.90 | 700 | -0.15 | 1.35 | 50.04 | 1,460 | -80 | 876 | -0.06 |
0.90 | 15 | 0 | 3 | 52.70 | 71.75 | 9.50 | 710 | -0.50 | 1.70 | 47.13 | 990 | -13 | 666 | -0.07 |
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0.89 | 103 | -2 | 35 | 47.52 | 62.10 | 5.05 | 720 | -1.15 | 2.20 | 44.60 | 2,063 | 12 | 625 | -0.09 |
- | 64 | 2 | 58 | - | 48.90 | 2.95 | 730 | -2.05 | 2.90 | 41.98 | 2,089 | 61 | 377 | -0.13 |
0.89 | 156 | 49 | 795 | 31.06 | 41.20 | 12.80 | 740 | -3.20 | 3.85 | 39.59 | 3,877 | 277 | 739 | -0.17 |
0.81 | 435 | 30 | 1,870 | 32.65 | 33.05 | 12.40 | 750 | -4.85 | 5.10 | 36.70 | 5,607 | 456 | 1,149 | -0.22 |
0.73 | 643 | 5 | 3,385 | 31.09 | 25.15 | 10.50 | 760 | -7.10 | 6.90 | 34.29 | 4,001 | 105 | 955 | -0.29 |
0.62 | 1,051 | 11 | 4,996 | 30.00 | 18.00 | 7.95 | 770 | -9.35 | 9.75 | 32.39 | 3,192 | 71 | 762 | -0.39 |
0.50 | 1,535 | 232 | 6,970 | 28.68 | 12.20 | 5.55 | 780 | -12.10 | 13.90 | 31.64 | 1,819 | 159 | 732 | -0.50 |
0.37 | 1,266 | 70 | 3,283 | 28.40 | 7.70 | 3.35 | 790 | -14.10 | 19.35 | 30.65 | 431 | -23 | 469 | -0.62 |
0.26 | 3,130 | -145 | 5,236 | 28.48 | 4.80 | 1.85 | 800 | -15.85 | 26.75 | 32.51 | 287 | -41 | 914 | -0.71 |
0.18 | 1,551 | -167 | 2,986 | 29.65 | 3.05 | 1.00 | 810 | -4.80 | 35.30 | 34.82 | 110 | -34 | 258 | -0.78 |
0.13 | 1,446 | -469 | 3,284 | 31.36 | 2.10 | 0.60 | 820 | -14.30 | 44.60 | 39.23 | 28 | -2 | 466 | -0.82 |
0.09 | 1,621 | -94 | 1,687 | 33.03 | 1.45 | 0.40 | 830 | -5.55 | 55.30 | 46.98 | 47 | -14 | 222 | -0.82 |
0.07 | 1,493 | -93 | 560 | 35.33 | 1.10 | 0.25 | 840 | -15.60 | 62.50 | 41.18 | 84 | -67 | 243 | -0.90 |
0.05 | 4,234 | -242 | 1,312 | 37.61 | 0.85 | 0.10 | 850 | -19.70 | 70.35 | - | 6 | -1 | 362 | - |
0.04 | 854 | -43 | 208 | 38.89 | 0.60 | 0.00 | 860 | -1.90 | 80.85 | 37.13 | 11 | -4 | 179 | -0.97 |
0.03 | 525 | -9 | 100 | 41.36 | 0.50 | 0.05 | 870 | 0.00 | 99.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 928 | -14 | 28 | 44.22 | 0.45 | 0.00 | 880 | 0.00 | 108.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 174 | -25 | 52 | 46.35 | 0.35 | 0.00 | 890 | 0.00 | 84.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 2,098 | -335 | 576 | 50.00 | 0.40 | 0.05 | 900 | -19.55 | 120.00 | - | 35 | -27 | 226 | - |
0.02 | 184 | -2 | 3 | 52.21 | 0.35 | 0.15 | 910 | 0.00 | 146.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 332 | -4 | 23 | 51.40 | 0.20 | 0.05 | 920 | 0.00 | 173.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 136 | -2 | 7 | 49.92 | 0.10 | -0.05 | 930 | 0.00 | 105.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 109 | -1 | 4 | - | 0.10 | -0.05 | 940 | 0.00 | 161.75 | 0.00 | 0 | -1 | 0 | 0.00 |
- | 204 | -12 | 13 | - | 0.05 | -0.05 | 950 | 0.00 | 180.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 49 | 0 | 2 | - | 0.10 | -0.05 | 960 | 0.00 | 139.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | 970 | 0.00 | 79.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.80 | 0.00 | 980 | 0.00 | 149.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 38.85 | 0.00 | 990 | 0.00 | 92.45 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 105 | -2 | 6 | - | 0.10 | -0.05 | 1000 | 4.50 | 220.00 | - | 4 | 0 | 22 | - |
24,494 | 10,795 |
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.