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 |
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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 | 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 |
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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
- 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.