DLF
Dlf Limited
757
8.45 (1.13%)
Option Chain for DLF
14 Nov 2024 09:20 AM 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 | |
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0.00 | 0 | 0 | 0 | 0.00 | 125.00 | 0.00 | 660 | -0.05 | 1.15 | 42.46 | 17 | 5 | 172 | -0.04 |
- | 0 | 0 | 0 | - | 263.40 | 0.00 | 670 | 0.00 | 1.00 | 17.63 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 174.40 | 0.00 | 680 | -0.05 | 1.95 | 39.40 | 14 | 0 | 178 | -0.07 |
- | 0 | 0 | 0 | - | 244.25 | 0.00 | 690 | -0.10 | 2.55 | 37.84 | 46 | 3 | 157 | -0.09 |
0.92 | 50 | 0 | 3 | 30.05 | 61.00 | 5.40 | 700 | -0.35 | 3.35 | 36.43 | 89 | 9 | 1,151 | -0.12 |
0.00 | 0 | 16 | 0 | 0.00 | 43.45 | 0.00 | 710 | -0.60 | 4.45 | 35.03 | 84 | 0 | 375 | -0.16 |
0.84 | 105 | 0 | 3 | 28.35 | 43.15 | 4.15 | 720 | -0.85 | 5.85 | 33.67 | 120 | 4 | 530 | -0.20 |
0.77 | 62 | -4 | 21 | 28.28 | 35.15 | 3.80 | 730 | -1.35 | 7.80 | 32.44 | 99 | -17 | 381 | -0.26 |
0.69 | 138 | 14 | 62 | 27.66 | 27.85 | 3.30 | 740 | -1.50 | 10.60 | 31.86 | 130 | 18 | 556 | -0.33 |
0.61 | 615 | -15 | 166 | 26.66 | 21.20 | 2.55 | 750 | -2.00 | 14.20 | 31.24 | 142 | 9 | 876 | -0.41 |
0.51 | 572 | -22 | 284 | 26.59 | 15.80 | 2.20 | 760 | -2.50 | 18.60 | 30.81 | 111 | 2 | 838 | -0.49 |
0.41 | 754 | 6 | 223 | 26.94 | 11.45 | 1.80 | 770 | -3.35 | 23.95 | 30.74 | 55 | -1 | 570 | -0.57 |
0.32 | 1,163 | 8 | 162 | 26.72 | 8.10 | 1.40 | 780 | -3.85 | 30.50 | 30.73 | 4 | 0 | 736 | -0.66 |
0.24 | 1,302 | 12 | 194 | 27.45 | 5.70 | 0.95 | 790 | 0.00 | 41.75 | 0.00 | 0 | -266 | 0 | 0.00 |
0.18 | 3,191 | -4 | 130 | 27.87 | 4.05 | 0.60 | 800 | -4.10 | 46.90 | 34.07 | 12 | -5 | 1,310 | -0.77 |
0.14 | 1,393 | -8 | 59 | 29.05 | 3.00 | 0.45 | 810 | -4.00 | 56.10 | 36.47 | 31 | 5 | 379 | -0.80 |
0.11 | 1,898 | -29 | 153 | 30.57 | 2.35 | 0.30 | 820 | -4.75 | 65.35 | 39.10 | 38 | 8 | 480 | -0.83 |
0.08 | 1,649 | -2 | 54 | 31.95 | 1.80 | 0.10 | 830 | -4.10 | 76.00 | 44.53 | 4 | 0 | 300 | -0.83 |
0.07 | 1,733 | -2 | 36 | 33.38 | 1.45 | 0.10 | 840 | -10.80 | 83.40 | 41.77 | 3 | 0 | 331 | -0.88 |
0.06 | 4,095 | 10 | 35 | 35.58 | 1.30 | 0.15 | 850 | 0.00 | 100.00 | 0.00 | 0 | -10 | 0 | 0.00 |
0.04 | 963 | 0 | 3 | 36.10 | 0.95 | 0.00 | 860 | 0.00 | 108.00 | 0.00 | 0 | -4 | 0 | 0.00 |
0.04 | 552 | -1 | 4 | 38.04 | 0.85 | -0.05 | 870 | 0.00 | 86.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.80 | 0.00 | 880 | 0.00 | 93.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 275 | 8 | 14 | 41.72 | 0.70 | 0.00 | 890 | 0.00 | 84.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 2,818 | 0 | 3 | 43.00 | 0.60 | 0.05 | 900 | 0.00 | 150.00 | 0.00 | 0 | -2 | 0 | 0.00 |
0.02 | 201 | 0 | 1 | 45.36 | 0.60 | 0.00 | 910 | 0.00 | 79.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 367 | 0 | 3 | 45.60 | 0.45 | 0.05 | 920 | 0.00 | 173.00 | 0.00 | 0 | -2 | 0 | 0.00 |
23,896 | 9,320 |
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.