DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
15 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 210 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 258.60 | 44.5 | 8.7 | - | 10 | -1 | 29 | |||
| 11 Apr | 246.95 | 35.8 | 0.8 | - | 15 | 3 | 30 | |||
| 9 Apr | 243.35 | 35 | -15 | 54.51 | 13 | 10 | 26 | |||
| 8 Apr | 248.90 | 50 | 0 | 0.00 | 0 | 16 | 0 | |||
| 7 Apr | 268.35 | 50 | -66.3 | - | 16 | 14 | 14 | |||
| 4 Apr | 258.80 | 116.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 116.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 116.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 116.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 255.10 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 252.92 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 116.3 | 0 | - | 0 | 0 | 0 | |||
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| 19 Mar | 260.96 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 256.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 210 expiring on 24APR2025
Delta for 210 CE is -
Historical price for 210 CE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 44.5, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 29
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 35.8, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 30
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 35, which was -15 lower than the previous day. The implied volatity was 54.51, the open interest changed by 10 which increased total open position to 26
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 50, which was -66.3 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 24APR2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 258.60 | 0.1 | -0.4 | - | 65 | -18 | 159 |
| 11 Apr | 246.95 | 0.55 | -0.9 | 54.90 | 184 | 36 | 177 |
| 9 Apr | 243.35 | 1.35 | -0.35 | 59.18 | 330 | 63 | 148 |
| 8 Apr | 248.90 | 1.5 | 0.3 | 65.95 | 305 | 58 | 85 |
| 7 Apr | 268.35 | 1.2 | 0.7 | - | 40 | -6 | 27 |
| 4 Apr | 258.80 | 0.5 | 0 | 54.12 | 2 | 0 | 35 |
| 3 Apr | 263.55 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 0.5 | 0 | 0.00 | 0 | -14 | 0 |
| 1 Apr | 260.75 | 0.5 | -0.2 | 50.80 | 23 | -15 | 35 |
| 28 Mar | 255.10 | 0.7 | -0.85 | 45.71 | 50 | 37 | 50 |
| 27 Mar | 252.92 | 1.55 | 0 | 54.58 | 3 | -1 | 12 |
| 26 Mar | 254.69 | 1.55 | 0 | 53.41 | 16 | 5 | 12 |
| 25 Mar | 257.20 | 1.55 | -0.65 | 55.78 | 6 | 5 | 6 |
| 19 Mar | 260.96 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 2.2 | 0.05 | 51.71 | 13 | 3 | 4 |
| 17 Mar | 242.40 | 2.15 | 1.95 | 43.39 | 2 | 0 | 0 |
| 27 Feb | 256.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Delhivery Limited - strike price 210 expiring on 24APR2025
Delta for 210 PE is -
Historical price for 210 PE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 0.1, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 159
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 0.55, which was -0.9 lower than the previous day. The implied volatity was 54.90, the open interest changed by 36 which increased total open position to 177
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 59.18, the open interest changed by 63 which increased total open position to 148
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 1.5, which was 0.3 higher than the previous day. The implied volatity was 65.95, the open interest changed by 58 which increased total open position to 85
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 1.2, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 27
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 54.12, the open interest changed by 0 which decreased total open position to 35
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 50.80, the open interest changed by -15 which decreased total open position to 35
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 45.71, the open interest changed by 37 which increased total open position to 50
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 54.58, the open interest changed by -1 which decreased total open position to 12
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 53.41, the open interest changed by 5 which increased total open position to 12
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 55.78, the open interest changed by 5 which increased total open position to 6
On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 51.71, the open interest changed by 3 which increased total open position to 4
On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 2.15, which was 1.95 higher than the previous day. The implied volatity was 43.39, the open interest changed by 0 which decreased total open position to 0
On 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
