Delhivery Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | 0 | — | —% | ₹— | 380 | ₹— | —% | — | 0 | 2K |
| 2K | 0 | — | —% | ₹— | 390 | ₹— | —% | — | 0 | 4K |
| 4K | 0 | — | —% | ₹— | 400 | ₹— | —% | — | -4K | 5.0 L |
| 0 | 0 | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 1.3 L |
| 0 | 0 | — | —% | ₹— | 415 | ₹— | —% | — | 0 | 4K |
| 15K | 0 | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 18.9 L |
| 6K | 0 | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 2.8 L |
| 12K | 0 | — | —% | ₹— | 430 | ₹— | —% | — | +56K | 7.6 L |
| 2K | 0 | — | —% | ₹— | 435 | ₹— | —% | — | +6K | 98K |
| 2.4 L | +6K | — | —% | ₹— | 440 | ₹— | —% | — | -8K | 12.7 L |
| 68K | 0 | — | —% | ₹— | 445 | ₹— | —% | — | -8K | 1.0 L |
| 9.0 L | -2K | — | —% | ₹— | 450 | ₹— | —% | — | +17K | 7.0 L |
| 1.5 L | -4K | — | —% | ₹— | 455 | ₹— | —% | — | -64K | 2.9 L |
| 13.1 L | +2.1 L | — | —% | ₹— | 460 | ₹— | —% | — | -44K | 5.6 L |
| 3.7 L | +71K | — | —% | ₹— | 465 | ₹— | —% | — | -15K | 1.4 L |
| 19.7 L | +91K | — | —% | ₹— | 470ATM | ₹— | —% | — | -6K | 4.5 L |
| 5.8 L | +3.0 L | — | —% | ₹— | 475 | ₹— | —% | — | 0 | 68K |
| 15.4 L | -56K | — | —% | ₹— | 480 | ₹— | —% | — | -2K | 1.1 L |
| 2.5 L | 0 | — | —% | ₹— | 485 | ₹— | —% | — | 0 | 2K |
| 11.9 L | +1.1 L | — | —% | ₹— | 490 | ₹— | —% | — | 0 | 0 |
| 1.5 L | -10K | — | —% | ₹— | 495 | ₹— | —% | — | 0 | 0 |
| 12.8 L | +44K | — | —% | ₹— | 500 | ₹— | —% | — | +12K | 1.4 L |
| 0 | 0 | — | —% | ₹— | 505 | ₹— | —% | — | 0 | 0 |
| 1.1 L | +8K | — | —% | ₹— | 510 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 515 | ₹— | —% | — | 0 | 0 |
| 7.7 L | 0 | — | —% | ₹— | 520 | ₹— | —% | — | 0 | 21K |
| 2.6 L | 0 | — | —% | ₹— | 530 | ₹— | —% | — | 0 | 21K |
| 4K | 0 | — | —% | ₹— | 540 | ₹— | —% | — | 0 | 4K |
| 3.4 L | 0 | — | —% | ₹— | 550 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The open‑interest (OI) pool clusters heavily around the ₹240 strike for both calls and puts, marking a clear resistance‑support band. The ATM strike sits at ₹460, while the bulk of the OI sits between ₹430 and ₹490, framing an implied price corridor for the underlying through expiry. This concentration suggests market participants anticipate the share to oscillate within this range as the September 29 contract approaches.
OI Buildup Activity
During the latest trading session, the call side registers fresh accumulation at the ₹475 strike, adding 3 00 875 contracts to the existing pool and lifting its OI to 475 contracts. The ₹460 and ₹490 strikes also see notable increments, with 2 09 575 and 1 05 825 contracts respectively, indicating that option writers are reinforcing positions near the ATM and the upper bound of the range. On the put side, the ₹430 strike absorbs an additional 58 100 contracts, expanding its OI to 430 contracts, while the ₹450 and ₹435 strikes receive 14 525 and 8 300 contracts respectively, reflecting a buildup of downside protection close to the identified support level.
Volatility Read
The at‑the‑money implied volatility stands at 23.16 %, providing a moderate premium for the September 29 expiry. The skew metric tilts bearish, with put IV modestly higher than call IV, implying that market participants price a slight downside bias into the option chain.
Key OI Levels
The strikes with the highest open‑interest concentration are ₹240 for calls (resistance) and ₹240 for puts (support).