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[--[65.84.65.76]--]
DLF
Dlf Limited

830.7 -33.70 (-3.90%)

Option Chain for DLF

20 Dec 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 825

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 144.85 0.00 690 0.00 0.20 - 1 0 12 -
0.00 0 0 0 0.00 135.00 0.00 700 0.00 0.25 - 127 -33 384 -
0.00 0 0 0 0.00 128.25 0.00 710 0.00 0.20 - 14 -6 144 -
0.00 0 0 0 0.00 111.00 0.00 720 0.10 0.35 54.54 20 -1 83 -0.02
- 0 0 0 - 112.65 0.00 730 -0.05 0.25 47.71 7 0 111 -0.01
0.00 0 -1 0 0.00 127.00 0.00 740 0.05 0.55 49.11 36 -6 58 -0.03
0.78 44 -1 15 118.79 101.00 -21.30 750 0.25 0.75 46.98 131 -31 352 -0.04
0.98 106 6 14 33.87 73.95 -26.15 760 0.45 1.00 44.58 199 -5 207 -0.05
- 195 65 140 - 63.55 -40.45 770 0.65 1.30 41.84 570 13 264 -0.07
- 74 -8 49 - 53.00 -29.20 780 0.90 1.75 39.31 418 -5 374 -0.09
0.95 66 -1 43 26.05 44.40 -55.60 790 1.60 2.40 36.82 593 116 343 -0.12
0.89 255 24 140 26.48 35.30 -32.00 800 2.05 3.35 34.39 2,438 -307 810 -0.17
0.77 299 31 231 31.31 28.35 -27.65 810 3.10 4.80 32.17 2,161 -121 562 -0.23
0.70 305 12 333 25.97 19.25 -24.75 820 4.95 7.10 30.44 4,171 -155 808 -0.33
0.57 1,220 63 827 24.25 12.35 -26.90 830 8.00 10.85 29.87 4,278 -220 695 -0.44
0.42 792 177 2,030 25.00 7.90 -22.60 840 10.95 14.95 27.22 5,360 -183 579 -0.58
0.29 986 431 3,912 25.66 4.80 -17.95 850 16.20 22.15 29.03 4,932 -357 1,182 -0.69
0.19 1,114 488 5,343 27.39 3.10 -12.95 860 20.25 29.80 29.42 3,003 -226 853 -0.79
0.14 1,398 193 6,670 29.65 2.15 -9.05 870 25.70 40.05 36.60 1,251 -37 741 -0.81
0.10 1,647 14 4,594 32.24 1.60 -5.90 880 28.35 49.00 38.48 532 -170 558 -0.86
0.07 1,874 -6 3,446 34.60 1.20 -4.05 890 30.30 58.85 43.23 318 -120 388 -0.87
0.06 2,677 -49 4,301 36.72 0.90 -2.65 900 30.25 66.70 34.71 120 -37 534 -0.95
0.04 709 -152 1,881 38.39 0.65 -1.75 910 25.20 70.75 - 19 -2 53 -
0.03 736 -298 1,693 40.35 0.50 -1.10 920 21.20 71.70 - 12 6 85 -
0.03 413 -140 663 43.24 0.45 -0.70 930 1.20 68.95 - 4 0 36 -
0.02 747 -141 618 44.97 0.35 -0.45 940 19.25 85.50 - 2 0 78 -
0.02 227 -67 172 49.26 0.40 -0.25 950 0.00 67.00 0.00 0 0 0 0.00
0.02 345 -52 104 51.55 0.35 -0.15 960 0.00 82.85 - 0 0 0 -
0.02 61 -2 16 55.80 0.40 0.00 970 0.00 151.40 - 0 0 0 -
- 350 -3 33 - 0.40 0.00 980 0.00 94.65 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 990 0.00 0.00 0.00 0 0 0 0.00
- 17 -16 20 - 0.20 -0.05 1000 0.00 107.20 - 0 0 0 -
16,657 10,294
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.