Delhivery Limited Open Interest & PCR Analysis

OI Buildup Pattern

The current expiry shows a neutral buildup, with the spot price flat at ₹457.9 and open interest unchanged at 1,15,28,700, reflecting unchanged market participation across strikes. Neither call nor put open interest is expanding, indicating that neither bullish nor bearish participants are adding new positions, and that existing positions are holding steady through unchanged roll‑overs and limited new interest. This stability suggests a balance between long and short camps, with the market waiting for a catalyst such as earnings or macro data to break the deadlock.

Put-Call Ratio

The put‑call ratio stands at 0.654, marginally lower than yesterday’s 0.708, pointing to a modest tilt toward call dominance across all strike levels. The decline reflects a slight reduction in the relative weight of put contracts versus calls, implying marginally reduced bearish pressure in the near‑term.

Futures OI

Futures open interest registers zero change for the day, implying no net addition or liquidation of futures contracts, and indicating that participants are not altering their directional bets via the underlying instrument across both near‑month and far‑month contracts. Such a flat futures OI reinforces the neutral stance observed in the options market, confirming the lack of decisive sentiment shift as of the close of trading.

Data Summary

The most prominent figure for this expiry is the unchanged total open interest of 1,15,28,700 contracts, underscoring the overall equilibrium.