Related Pages for DELHIVERY
[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited
467.9 -10.90 (-2.28%)

Option Chain for DELHIVERY
21 Sep 2025 04:14 PM IST

Max Pain
475
PCR
0.59

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

Call
Put

Lot Size : 2075
Delta OI% OI Change OI Vol IV Ltp Change OI pcr COI pcr Change Ltp IV Vol Change OI OI OI% Delta
- 0.08% 3 -1 2 - 58.00 8.25 57.67 420 11.00 -0.05 0.15 36.01 23 -11 173 7.44% -0.01
0.00 0.00% 0 0 0 0.00 41.90 0.00 - 425 - 0.00 0.25 0.00 0 0 0 0.00% 0.00
0.00 0.00% 0 0 0 0.00 37.20 0.00 - 430 - 0.05 0.35 34.95 5 -1 85 3.66% -0.03
0.00 0.00% 0 0 0 0.00 46.65 0.00 - 435 - -0.10 0.35 31.93 13 -4 35 1.51% -0.03
- 0.33% 13 -1 2 - 36.50 -6.50 21.92 440 71.00 0.10 0.50 30.94 121 -71 285 12.26% -0.05
0.00 0.00% 0 0 0 0.00 35.20 0.00 - 445 - 0.10 0.60 28.83 40 -8 41 1.76% -0.06
- 0.61% 24 -1 10 - 30.60 -5.35 12.50 450 17.00 0.05 0.85 27.71 103 -17 300 12.91% -0.08
0.97 0.61% 24 2 13 16.43 26.00 -5.25 6.83 455 2.50 0.20 1.25 26.88 57 5 164 7.06% -0.11
0.90 2.95% 117 -7 72 19.98 21.65 -5.10 2.20 460 1.71 0.25 1.80 25.96 246 -12 257 11.06% -0.16
0.00 0.00% 0 0 0 0.00 21.05 0.00 - 465 - 0.50 2.75 25.78 264 -27 150 6.45% -0.22
0.72 5.35% 212 11 125 23.43 14.35 -4.30 1.17 470 -1.09 0.80 4.05 25.60 583 -12 247 10.63% -0.29
0.62 3.99% 158 -4 168 24.20 11.30 -3.70 0.91 475 1.00 1.00 5.65 25.09 425 -4 143 6.15% -0.38
0.53 15.93% 631 53 1,019 23.87 8.40 -3.40 0.31 480 -1.25 1.65 8.00 25.51 702 -66 197 8.48% -0.47
0.43 7.87% 312 16 569 24.78 6.40 -2.80 0.29 485 -3.13 2.55 11.25 27.25 205 -50 90 3.87% -0.56
0.34 16.41% 650 23 1,085 24.74 4.55 -2.45 0.14 490 -0.26 3.00 14.35 27.26 100 -6 90 3.87% -0.64
0.26 3.41% 135 18 430 25.35 3.30 -1.75 0.13 495 0.44 -3.80 18.00 27.83 45 8 17 0.73% -0.72
0.20 19.46% 771 21 720 26.30 2.45 -1.30 0.04 500 -0.38 3.95 22.10 28.98 43 -8 33 1.42% -0.77
0.15 5.05% 200 8 133 26.89 1.75 -1.00 - 505 - 0.00 23.45 0.00 0 0 0 0.00% 0.00
0.11 3.94% 156 -10 209 27.21 1.20 -0.80 0.08 510 -0.30 -1.80 31.30 33.41 6 3 12 0.52% -0.84
0.08 4.09% 162 -6 60 27.84 0.85 -0.60 0.03 515 -0.33 1.00 34.85 28.23 6 2 5 0.22% -0.91
0.07 6.13% 243 29 212 29.43 0.70 -0.45 - 520 - 0.00 46.15 0.00 0 0 0 0.00% 0.00
0.00 0.00% 0 0 0 0.00 0.00 0.00 - 525 - 0.00 0.00 0.00 0 0 0 0.00% 0.00
0.04 3.81% 151 2 37 31.26 0.40 -0.20 - 530 - 0.00 118.90 - 0 0 0 0.00% -
3,962 153 4,866 2,987 -279 2,324
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.