DELHIVERY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2075
Spot
408.75
Future
411.50
Forward
411.50
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 43.28 | 0.00 | 72.15 | 320 | 5.20 | 0.00 | 31.77 | — | — | Neutral | ||||||
| Neutral | — | — | 39.34 | 0.00 | 56.85 | 340 | 9.60 | 0.00 | 31.65 | — | — | Neutral | ||||||
| Neutral | — | — | 37.99 | 0.00 | 49.90 | 350 | 12.50 | 0.00 | 31.60 | — | — | Neutral | ||||||
| Neutral | — | — | 36.94 | 0.00 | 43.55 | 360 | 16.00 | 0.00 | 31.52 | — | — | Neutral | ||||||
| Neutral | — | — | 36.14 | 0.00 | 37.70 | 370 | 20.00 | 0.00 | 31.43 | — | — | Neutral | ||||||
| Neutral | — | — | 35.53 | 0.00 | 32.45 | 380 | 24.60 | 0.00 | 31.33 | — | — | Neutral | ||||||
| Neutral | — | — | 35.05 | 0.00 | 27.75 | 390 | 29.70 | 0.00 | 31.22 | — | — | Neutral | ||||||
| Neutral | — | — | 34.68 | 0.00 | 23.55 | 400 | 35.35 | 0.00 | 31.09 | — | — | Neutral | ||||||
| Neutral | — | — | 34.38 | 0.00 | 19.85 | 410 | 41.55 | 0.00 | 30.93 | — | — | Neutral | ||||||
| Neutral | — | — | 34.15 | 0.00 | 16.65 | 420 | 48.15 | 0.00 | 30.74 | — | — | Neutral | ||||||
| Neutral | — | — | 33.95 | 0.00 | 13.90 | 430 | 55.25 | 0.00 | 30.52 | — | — | Neutral | ||||||
| Neutral | — | — | 33.79 | 0.00 | 11.55 | 440 | 62.75 | 0.00 | 30.25 | — | — | Neutral | ||||||
| — | — | 33.66 | — | 9.50 | 450 | 70.55 | — | 29.92 | — | — | ||||||||
| Neutral | — | — | 33.56 | 0.00 | 7.80 | 460 | 78.70 | 0.00 | 29.50 | — | — | 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.