DELHIVERY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2075
Spot
408.75
Future
412.35
Forward
412.35
PCR (OI)
1.58
Puts 62,250 / Calls 39,425
PCR (volume)
1.43
Puts 30 / Calls 21
Max pain
420
strike with least total payout to holders
Highest OI
420 CE · 400 PE
ΔOI calls +12,450 · puts +39,425
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 34.20 | 0.00 | 95.25 | 330 | 3.00 | 0.00 | 32.37 | — | — | Neutral | ||||||
| Neutral | — | — | 33.55 | 0.00 | 86.65 | 340 | 4.25 | 0.00 | 32.37 | — | — | Neutral | ||||||
| Neutral | — | — | 33.36 | 0.00 | 48.65 | 345 | 7.90 | 0.00 | 32.37 | — | — | Neutral | ||||||
| Neutral | — | — | 33.16 | 0.00 | 78.35 | 350 | 5.80 | 0.00 | 32.36 | — | — | Neutral | ||||||
| Neutral | — | — | 33.05 | 0.00 | 41.65 | 355 | 10.80 | 0.00 | 32.37 | — | — | Neutral | ||||||
| Neutral | — | — | 32.94 | 0.00 | 70.45 | 360 | 7.80 | 0.00 | 32.39 | — | — | Neutral | ||||||
| Neutral | — | — | 32.86 | 0.00 | 35.25 | 365 | 14.30 | 0.00 | 32.37 | — | — | Neutral | ||||||
| Neutral | — | — | 32.78 | 0.00 | 63.00 | 370 | 10.20 | 0.00 | 32.38 | — | — | Neutral | ||||||
| Neutral | — | — | 32.72 | 0.00 | 29.55 | 375 | 18.50 | 0.00 | 32.38 | — | — | Neutral | ||||||
| Neutral | — | — | 32.68 | 0.00 | 26.55 | 380 | 5.00 | -8.05 | 26.28 | +2,075 | 2,075 | Short buildup | ||||||
| Neutral | — | — | 32.64 | 0.00 | 24.50 | 385 | 23.35 | 0.00 | 32.38 | — | — | Neutral | ||||||
| Neutral | 12,450 | — | 32.61 | 0.00 | 24.50 | 390 | 18.00 | 0.00 | 32.39 | — | 10,375 | Neutral | ||||||
| Neutral | — | — | 32.59 | 0.00 | 20.15 | 395 | 28.85 | 0.00 | 32.39 | — | — | Neutral | ||||||
| Neutral | — | — | 32.56 | 0.00 | 43.50 | 400 | 12.50 | -7.00 | 28.36 | +20,750 | 26,975 | Short buildup | ||||||
| Neutral | — | — | 32.54 | 0.00 | 16.35 | 405 | 34.95 | 0.00 | 32.38 | — | — | Neutral | ||||||
| Neutral | 2,075 | — | 32.54 | 0.00 | 13.00 | 410 | 24.60 | 0.00 | 32.39 | — | — | Neutral | ||||||
| Neutral | — | — | 32.52 | 0.00 | 13.15 | 415 | 41.65 | 0.00 | 32.40 | — | — | Neutral | ||||||
| Long buildup | 16,600 | +8,300 | 27.49 | +2.00 | 14.30 | 420 | 22.85 | -6.60 | 29.03 | +12,450 | 12,450 | Short buildup | ||||||
| Neutral | — | — | 32.50 | 0.00 | 10.50 | 425 | 19.50 | -29.40 | 18.75 | +4,150 | 4,150 | Short buildup | ||||||
| Neutral | 4,150 | — | 32.49 | 0.00 | 9.80 | 430 | 34.80 | 0.00 | 32.42 | — | — | Neutral | ||||||
| Neutral | — | — | 32.49 | 0.00 | 8.30 | 435 | 56.60 | 0.00 | 32.42 | — | — | Neutral | ||||||
| Neutral | — | — | 32.48 | 0.00 | 24.50 | 440 | 40.65 | 0.00 | 32.43 | — | — | Neutral | ||||||
| — | — | 32.47 | — | 6.50 | 445 | 64.65 | — | 32.43 | — | — | ||||||||
| Short buildup | 4,150 | +4,150 | 29.96 | -14.20 | 6.75 | 450 | 46.95 | 0.00 | 32.44 | — | — | Neutral | ||||||
| — | — | 32.47 | — | 5.05 | 455 | 73.10 | — | 32.46 | — | — | ||||||||
| Neutral | — | — | 32.46 | 0.00 | 17.80 | 460 | 66.00 | 0.00 | 32.48 | — | 6,225 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 7.03% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.