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

875.75 7.35 (0.85%)

Option Chain for DLF

11 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 0.00 135.00 0.00 700 -0.05 0.40 50.63 86 -10 511 -0.01
0.00 0 0 0 0.00 128.25 0.00 710 -0.10 0.40 47.93 44 -10 167 -0.01
0.00 0 0 0 0.00 111.00 0.00 720 0.00 0.50 46.63 13 -4 131 -0.02
- 0 0 0 - 112.65 0.00 730 -0.10 0.55 44.44 16 -9 170 -0.02
0.00 0 0 0 0.00 132.00 0.00 740 -0.05 0.60 42.05 31 -7 195 -0.02
0.94 46 0 1 51.27 129.00 7.00 750 -0.05 0.75 40.78 202 -23 686 -0.03
0.92 109 0 1 51.81 120.00 9.05 760 -0.05 0.80 38.28 140 -32 262 -0.03
0.00 0 0 0 0.00 84.50 0.00 770 -0.15 0.95 36.47 89 -2 265 -0.04
0.95 208 -7 9 36.16 98.10 10.10 780 -0.15 1.10 34.43 270 5 560 -0.04
0.00 0 0 0 0.00 71.10 0.00 790 -0.25 1.35 32.73 315 -21 444 -0.05
0.95 519 -40 97 28.91 78.00 5.50 800 -0.50 1.60 30.71 1,252 -206 1,267 -0.07
0.93 361 -2 12 27.76 68.50 8.35 810 -0.70 2.05 29.18 962 -80 624 -0.08
0.89 394 -36 88 27.31 59.40 6.85 820 -1.10 2.60 27.50 1,861 -95 1,010 -0.11
0.86 1,254 -63 210 25.59 50.15 6.00 830 -1.80 3.40 25.98 1,879 -87 1,074 -0.14
0.81 735 -20 202 24.93 41.65 5.15 840 -2.45 4.80 25.13 1,825 436 1,284 -0.19
0.74 1,008 -219 1,008 24.46 33.80 4.45 850 -3.35 6.80 24.44 4,141 727 1,617 -0.26
0.67 820 -371 1,845 23.83 26.55 3.20 860 -4.05 9.75 24.19 1,374 67 699 -0.34
0.58 1,360 -410 5,216 23.71 20.45 2.50 870 -5.10 13.45 23.81 2,146 227 1,054 -0.42
0.48 1,317 86 5,506 23.82 15.45 1.75 880 -5.75 18.35 23.84 1,673 236 601 -0.52
0.39 541 -14 1,934 23.90 11.35 1.10 890 -7.10 24.20 23.90 326 82 119 -0.61
0.31 2,306 434 5,521 24.36 8.35 0.75 900 -7.20 31.15 24.35 1,627 657 895 -0.69
0.24 503 -11 1,185 24.72 6.00 0.40 910 -7.45 38.30 23.86 15 1 53 -0.77
0.18 755 176 1,983 25.19 4.30 0.25 920 -10.05 43.95 17.21 10 1 108 -0.91
0.14 208 -10 1,029 25.79 3.10 0.10 930 -13.55 53.90 20.01 4 0 3 -0.92
0.10 711 10 1,175 26.31 2.20 0.05 940 -9.55 65.00 26.79 4 0 155 -0.89
0.08 177 110 481 27.58 1.75 0.15 950 0.00 134.75 - 0 0 0 -
0.06 514 20 676 28.56 1.35 0.15 960 0.00 82.85 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 970 0.00 0.00 0.00 0 0 0 0.00
0.04 303 218 564 30.98 0.90 0.35 980 0.00 94.65 - 0 0 0 -
14,149 13,954
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.