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DELHIVERY LIMITED Option Chain

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₹ 349.6
358.6
settings
LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

280PCR: --

0.05

lock
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0.02

1.53

62.50%

-0.003

0.000

-0.019

0.004

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

290PCR: --

2.00

lock
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0.02

0.00

110.35%

-0.084

0.003

-0.632

0.069

0.149

-3.453

0.003

0.727

278.32%

0.00

0.03

lock
****

74.50

300PCR: 33.50

0.15

lock
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1.02

4.58

54.69%

-0.014

0.002

-0.073

0.016

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

305PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

310PCR: --

0.20

lock
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0.75

4.58

46.88%

-0.022

0.003

-0.093

0.024

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

315PCR: --

0.25

lock
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0.37

0.00

42.97%

-0.029

0.004

-0.106

0.030

0.139

-1.242

0.006

0.759

106.93%

0.00

0.02

lock
****

36.40

320PCR: 131.00

0.45

lock
****

2.00

53.38

42.97%

-0.054

0.006

-0.176

0.049

0.165

-2.961

0.004

0.654

215.33%

0.00

0.05

lock
****

50.30

325PCR: 17.00

0.60

lock
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0.78

27.45

39.06%

-0.073

0.008

-0.202

0.062

0.161

-1.546

0.007

0.675

115.23%

1.53

0.55

lock
****

31.00

330PCR: 5.89

0.85

lock
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3.23

167.75

36.13%

-0.107

0.011

-0.249

0.083

0.171

-2.440

0.005

0.617

171.39%

0.00

0.15

lock
****

37.50

335PCR: 5.10

1.15

lock
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0.78

305.00

32.23%

-0.154

0.017

-0.285

0.106

0.148

-0.427

0.021

0.731

34.67%

21.35

1.80

lock
****

11.70

340PCR: 2.31

1.95

lock
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4.15

735.05

30.27%

-0.242

0.023

-0.353

0.140

0.167

-0.367

0.032

0.643

26.37%

65.58

0.70

lock
****

7.00

345PCR: 3.22

3.25

lock
****

2.26

323.30

27.83%

-0.362

0.030

-0.389

0.168

0.178

-0.421

0.031

0.479

28.32%

323.30

2.76

lock
****

4.80

350PCR: 1.16

5.30

lock
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3.20

1,140.70

30.27%

-0.517

0.029

-0.450

0.178

0.164

-0.406

0.027

0.337

29.79%

378.20

2.09

lock
****

2.95

355PCR: 1.14

9.10

lock
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2.38

404.13

31.25%

-0.655

0.026

-0.429

0.165

0.134

-0.343

0.022

0.224

30.76%

1,508.23

4.73

lock
****

1.75

360PCR: 0.53

12.25

lock
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2.50

451.40

27.34%

-0.805

0.022

-0.281

0.123

0.102

-0.275

0.016

0.146

32.23%

835.70

4.99

lock
****

0.95

365PCR: 0.27

17.50

lock
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1.34

25.93

37.11%

-0.819

0.016

-0.364

0.118

0.080

-0.234

0.011

0.102

35.16%

1,220.00

4.36

lock
****

0.75

370PCR: 0.81

21.40

lock
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3.55

45.75

31.25%

-0.924

0.010

-0.167

0.064

0.063

-0.201

0.008

0.075

38.09%

399.55

3.72

lock
****

0.60

375PCR: 0.43

18.00

lock
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1.59

6.10

0.00%

-1.000

0.000

0.000

0.000

0.051

-0.173

0.006

0.056

41.02%

1,172.73

5.81

lock
****

0.45

380PCR: 0.48

28.20

lock
****

2.78

25.93

0.00%

-1.000

0.000

0.000

0.000

0.044

-0.166

0.005

0.047

44.92%

404.13

4.38

lock
****

0.40

385PCR: 0.34

27.45

lock
****

1.51

32.03

0.00%

-1.000

0.000

0.000

0.000

0.035

-0.135

0.004

0.035

46.88%

698.45

7.41

lock
****

0.25

390PCR: 0.30

33.00

lock
****

2.23

27.45

0.00%

-1.000

0.000

0.000

0.000

0.031

-0.133

0.003

0.031

50.78%

254.68

2.76

lock
****

0.25

395PCR: 0.19

32.95

lock
****

0.52

0.00

0.00%

-1.000

0.000

0.000

0.000

0.029

-0.132

0.003

0.028

54.69%

1,871.18

22.05

lock
****

0.25

400PCR: 0.07

42.60

lock
****

1.54

1.53

0.00%

-1.000

0.000

0.000

0.000

0.020

-0.093

0.002

0.019

54.69%

199.78

2.85

lock
****

0.20

405PCR: 0.09

48.00

lock
****

0.24

3.05

0.00%

-1.000

0.000

0.000

0.000

0.020

-0.096

0.002

0.018

58.59%

439.20

5.40

lock
****

0.15

410PCR: 0.10

52.10

lock
****

0.52

1.53

0.00%

-1.000

0.000

0.000

0.000

0.019

-0.099

0.002

0.017

62.50%

170.80

1.16

lock
****

0.15

415PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.014

-0.071

0.001

0.012

62.50%

131.15

1.77

lock
****

0.10

420PCR: 0.01

57.55

lock
****

0.02

0.00

0.00%

-1.000

0.000

0.000

0.000

0.009

-0.049

0.001

0.008

62.50%

4.58

0.84

lock
****

0.10

425PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.014

-0.080

0.001

0.012

70.31%

15.25

1.04

lock
****

0.10

430PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.003

-0.016

0.000

0.002

62.50%

41.18

2.15

lock
****

0.05

440PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

DELHIVERY LIMITED - Statistics

Day Range
₹347.80 - ₹362.00
52w Range
₹325.50 - ₹488.00
Volume
2,051,938

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Underlying Assets & Securities

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DELHIVERY LIMITED

349.60

-9.00 (-2.51%)

DELHIVERY LIMITED Options

DELHIVERY LIMITED Futures

Frequently Asked Questions

What is the current spot price for DELHIVERY LIMITED?chevron-up

The current spot price for DELHIVERY LIMITED is ₹349.60.

What is the minimum option lot size for DELHIVERY LIMITED?chevron-up

The minimum lot size for DELHIVERY LIMITED is 1,525.

Which DELHIVERY LIMITED call and put option contract has the highest open interest?chevron-up

The 400.00 strike for DELHIVERY LIMITED call options have an OI of 22.05 Lakhs. The 340.00 strike for DELHIVERY LIMITED put options has an OI of 4.15 Lakhs

What is the current at-the-money (ATM) strike for DELHIVERY LIMITED and what is its price?chevron-up

The current ATM strike for DELHIVERY LIMITED is 345.00. The call price is ₹7.00 and the put price is ₹3.25.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for DELHIVERY LIMITED?chevron-up

The PCR for the 345.00 strike is 3.22.

What is the implied volatility of DELHIVERY LIMITED?chevron-up

The implied volatility (IV) of at-the-money DELHIVERY LIMITED call is 26.37% and 27.83% for puts.

How much will the price change of the at-the-money (ATM) strike for DELHIVERY LIMITED call options if DELHIVERY LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 345.00 and the call option is priced at ₹7.00. If DELHIVERY LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.643. The value of 0.643 is the option's 'Delta'.