Delhivery Limited Option Chain Analysis
2026-07-282026-08-25
Total CE OI
2.34 Cr
Total PE OI
1.16 Cr
PCR
0.50
Bearish
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 270 | ₹— | 13.9% | — | — | — |
| — | — | — | —% | ₹— | 280 | ₹— | 13.0% | — | — | — |
| — | — | — | —% | ₹— | 290 | ₹— | 12.2% | — | — | — |
| — | — | — | —% | ₹— | 300 | ₹— | 11.4% | — | — | — |
| — | — | — | —% | ₹— | 310 | ₹— | 10.6% | — | — | — |
| — | — | — | —% | ₹— | 320 | ₹— | 9.9% | — | — | — |
| — | — | — | —% | ₹— | 330 | ₹— | 9.2% | — | — | — |
| — | — | — | —% | ₹— | 340 | ₹— | 8.4% | — | — | — |
| — | — | — | —% | ₹— | 350 | ₹— | 7.8% | — | — | — |
| — | — | — | —% | ₹— | 355 | ₹— | 7.4% | — | — | — |
| — | — | — | —% | ₹— | 360 | ₹— | 7.1% | — | — | — |
| — | — | — | —% | ₹— | 365 | ₹— | 6.8% | — | — | — |
| 8K | 0 | — | —% | ₹145.95 | 370 | ₹4.05 | —% | — | — | — |
| — | — | — | —% | ₹— | 375 | ₹— | 6.1% | — | — | — |
| — | — | — | —% | ₹96.30 | 380 | ₹0.05 | 69.4% | — | 0 | 31K |
| — | — | — | —% | ₹— | 385 | ₹— | 5.5% | — | — | — |
| 2K | 0 | — | —% | ₹80.55 | 390 | ₹7.10 | —% | — | — | — |
| 4K | +4K | — | —% | ₹117.55 | 395 | ₹5.00 | —% | — | — | — |
| 2K | 0 | — | 92.3% | ₹86.80 | 400 | ₹0.10 | 60.8% | — | 0 | 48K |
| 6K | 0 | — | —% | ₹104.90 | 405 | ₹6.80 | —% | — | — | — |
| — | — | — | —% | ₹72.85 | 410 | ₹0.10 | 53.8% | — | 0 | 2K |
| 4K | 0 | — | 245.0% | ₹100.20 | 415 | ₹9.05 | 138.2% | — | — | — |
| — | — | — | 56.5% | ₹65.85 | 420 | ₹0.30 | 43.7% | 35K | +2K | 1.1 L |
| — | — | — | —% | ₹54.65 | 425 | ₹0.30 | 51.2% | — | 0 | 27K |
| 6K | +6K | — | 55.8% | ₹56.25 | 430 | ₹0.50 | 38.8% | 10K | -6K | 87K |
| 10K | 0 | 2K | 41.8% | ₹39.40 | 435 | ₹0.65 | 38.3% | 56K | +19K | 1.1 L |
| 89K | -1.5 L | 2.0 L | —% | ₹27.75 | 440 | ₹1.10 | 37.3% | 4.1 L | +46K | 4.6 L |
| 10K | 0 | — | 65.0% | ₹43.85 | 445 | ₹1.55 | 37.5% | 2.3 L | +85K | 1.4 L |
| 4.3 L | +21K | 83K | 29.1% | ₹19.25 | 450 | ₹2.35 | 34.1% | 18.0 L | +2K | 9.3 L |
| 37K | 0 | — | 49.0% | ₹33.15 | 455 | ₹3.60 | 35.6% | 9.1 L | +1.7 L | 3.4 L |
| 4.1 L | +46K | 4.5 L | 30.9% | ₹12.05 | 460 | ₹5.10 | 34.9% | 22.3 L | +1.9 L | 6.8 L |
| 1.2 L | +64K | 5.1 L | 32.4% | ₹8.80 | 465 | ₹7.20 | 35.1% | 12.5 L | +23K | 6.1 L |
| 5.2 L | +1.9 L | 20.6 L | 33.6% | ₹6.70 | 470 | ₹9.90 | 33.8% | 43.5 L | -10.3 L | 14.4 L |
| 5.5 L | +2.1 L | 16.6 L | 31.7% | ₹4.70 | 475 | ₹12.80 | 35.9% | 11.5 L | -66K | 6.4 L |
| 11.7 L | +5.7 L | 37.9 L | 33.5% | ₹3.30 | 480 | ₹16.40 | 33.4% | 22.3 L | -3.6 L | 9.6 L |
| 8.1 L | +2.1 L | 17.4 L | 32.9% | ₹2.30 | 485 | ₹20.20 | 37.4% | 10.9 L | -1.7 L | 2.8 L |
| 17.4 L | +2.5 L | 39.7 L | 33.4% | ₹1.55 | 490 | ₹24.65 | 39.5% | 17.4 L | -4.4 L | 5.9 L |
| 5.5 L | -93K | 15.9 L | 33.3% | ₹0.95 | 495 | ₹29.15 | 41.5% | 1.9 L | +4K | 3.8 L |
| 26.2 L | -6.3 L | 48.3 L | 34.8% | ₹0.70 | 500 | ₹34.00 | 44.5% | 4.1 L | -1.5 L | 10.2 L |
| 5.0 L | -15K | 9.2 L | 35.3% | ₹0.45 | 505 | ₹39.00 | 47.3% | 2.1 L | +25K | 3.7 L |
| 16.8 L | -1.5 L | 20.8 L | 38.0% | ₹0.40 | 510 | ₹44.20 | 55.9% | 17.4 L | -8.5 L | 5.6 L |
| 10.9 L | +19K | 6.5 L | 38.8% | ₹0.25 | 515 | ₹44.25 | 45.6% | 10K | -6K | 1.8 L |
| 32.7 L | -3.8 L | 20.8 L | 40.5% | ₹0.20 | 520ATM | ₹50.45 | 55.6% | 95K | -64K | 9.9 L |
| 15.6 L | -1.2 L | 6.4 L | 43.5% | ₹0.20 | 525 | ₹39.20 | —% | — | 0 | 3.4 L |
| 10.2 L | -1.2 L | 9.2 L | 44.6% | ₹0.15 | 530 | ₹43.85 | —% | — | 0 | 2.4 L |
| 1.3 L | -71K | 2.3 L | 44.3% | ₹0.10 | 535 | ₹75.00 | 170.8% | — | — | — |
| 9.7 L | -2.0 L | 7.7 L | 47.5% | ₹0.10 | 540 | ₹53.95 | —% | — | 0 | 23K |
| 1.9 L | -27K | 1.5 L | 48.5% | ₹0.10 | 545 | ₹83.25 | 175.3% | — | — | — |
| 18.3 L | -4.5 L | 12.8 L | 54.8% | ₹0.15 | 550 | ₹63.00 | —% | — | 0 | 35K |
| 25K | -25K | 73K | 54.5% | ₹0.10 | 555 | ₹91.75 | 180.0% | — | — | — |
| 6.1 L | -2.7 L | 5.6 L | 57.7% | ₹0.10 | 560 | ₹96.95 | 186.2% | — | — | — |
| 37K | -6K | 33K | 58.8% | ₹0.10 | 565 | ₹80.60 | 73.4% | — | 0 | 6K |
| 3.8 L | -56K | 1.3 L | 65.1% | ₹0.15 | 570 | ₹94.70 | 65.5% | 4K | 0 | 8K |
| — | — | — | 4.0% | ₹— | 575 | ₹— | —% | — | — | — |
| 8.2 L | -3.7 L | 5.8 L | 61.8% | ₹0.05 | 580 | ₹95.05 | 75.4% | — | 0 | 25K |
| — | — | — | 4.4% | ₹— | 585 | ₹— | —% | — | — | — |
| 1.6 L | 0 | 6K | 66.5% | ₹0.10 | 590 | ₹73.10 | —% | — | 0 | 2K |
| — | — | — | 4.8% | ₹— | 595 | ₹— | —% | — | — | — |
| — | — | — | 5.0% | ₹— | 600 | ₹— | —% | — | — | — |
| — | — | — | 5.2% | ₹— | 605 | ₹— | —% | — | — | — |
| — | — | — | 5.4% | ₹— | 610 | ₹— | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 615 | ₹— | —% | — | — | — |
| — | — | — | 5.8% | ₹— | 620 | ₹— | —% | — | — | — |
| — | — | — | 6.0% | ₹— | 625 | ₹— | —% | — | — | — |
| — | — | — | 6.2% | ₹— | 630 | ₹— | —% | — | — | — |
| — | — | — | 6.3% | ₹— | 635 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 640 | ₹— | —% | — | — | — |
| — | — | — | 6.7% | ₹— | 645 | ₹— | —% | — | — | — |
| — | — | — | 6.9% | ₹— | 650 | ₹— | —% | — | — | — |
| — | — | — | 7.1% | ₹— | 655 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 660 | ₹— | —% | — | — | — |
| — | — | — | 7.6% | ₹— | 670 | ₹— | —% | — | — | — |
| — | — | — | 8.0% | ₹— | 680 | ₹— | —% | — | — | — |
| — | — | — | 8.3% | ₹— | 690 | ₹— | —% | — | — | — |
| — | — | — | 8.7% | ₹— | 700 | ₹— | —% | — | — | — |
| — | — | — | 9.0% | ₹— | 710 | ₹— | —% | — | — | — |
| — | — | — | 9.3% | ₹— | 720 | ₹— | —% | — | — | — |
| — | — | — | 9.7% | ₹— | 730 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Related Analysis
Frequently Asked Questions
What is the highest call OI strike for Delhivery Limited today?▾
The strike with highest call (CE) open interest for Delhivery Limited is ₹520 for the 2026-07-28 expiry. This acts as a key resistance level since call writers will defend this strike aggressively near expiry.
What is the highest put OI strike for Delhivery Limited today?▾
The strike with highest put (PE) open interest for Delhivery Limited is ₹470 for the 2026-07-28 expiry. This acts as a key support level — put writers will tend to defend this level near expiry.
What does OI buildup in Delhivery Limited options mean?▾
Open Interest (OI) buildup in Delhivery Limited options shows how many net new contracts are being created at each strike. Rising OI at a strike means fresh positions (writers or buyers). Rising OI with rising price = long buildup (bullish); rising OI with falling price = short buildup (bearish).
When does Delhivery Limited options expire?▾
Delhivery Limited options have their nearest expiry on 2026-07-28. NSE F&O stocks have monthly expiry contracts — typically the last Tuesday of each month. MarketNetra shows data for the nearest two expiries.
How to read Delhivery Limited option chain?▾
The Delhivery Limited option chain shows calls (CE) on the left and puts (PE) on the right for each strike price. Key columns: OI (total open contracts), OI Change (new positions today), Volume (today's trades), IV (implied volatility — higher = more uncertainty), and LTP (last traded price). The ATM (at-the-money) strike is highlighted in blue.