DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
11 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 246.95 | 30.3 | 0 | 0.00 | 0 | 3 | 0 | |||
| 9 Apr | 243.35 | 30.3 | -7.15 | 51.29 | 6 | 2 | 15 | |||
| 8 Apr | 248.90 | 37.45 | -15.4 | 65.06 | 14 | 7 | 12 | |||
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| 7 Apr | 268.35 | 52.85 | 13.25 | - | 2 | 0 | 4 | |||
| 4 Apr | 258.80 | 39.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 39.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 39.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 39.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 255.10 | 39.6 | -6.15 | - | 6 | 1 | 1 | |||
| 27 Mar | 252.92 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 45.75 | 0 | - | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 215 expiring on 24APR2025
Delta for 215 CE is 0.00
Historical price for 215 CE is as follows
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 30.3, which was -7.15 lower than the previous day. The implied volatity was 51.29, the open interest changed by 2 which increased total open position to 15
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 37.45, which was -15.4 lower than the previous day. The implied volatity was 65.06, the open interest changed by 7 which increased total open position to 12
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 52.85, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 39.6, 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 39.6, 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 39.6, 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 39.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 39.6, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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
| DELHIVERY 24APR2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.06
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 246.95 | 0.8 | -1.3 | 52.86 | 66 | -19 | 91 |
| 9 Apr | 243.35 | 2.05 | -0.1 | 59.37 | 204 | -1 | 110 |
| 8 Apr | 248.90 | 2.05 | 0.5 | 64.97 | 228 | 80 | 110 |
| 7 Apr | 268.35 | 1.5 | 0.9 | - | 62 | 8 | 32 |
| 4 Apr | 258.80 | 0.6 | -0.35 | 51.84 | 4 | 1 | 25 |
| 3 Apr | 263.55 | 0.95 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 0.95 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 260.75 | 0.95 | 0 | 0.00 | 0 | 9 | 0 |
| 28 Mar | 255.10 | 0.95 | -1.05 | 44.23 | 15 | 9 | 21 |
| 27 Mar | 252.92 | 2 | -0.15 | 53.64 | 4 | 1 | 14 |
| 26 Mar | 254.69 | 2.15 | 0 | 0.00 | 0 | 13 | 0 |
| 25 Mar | 257.20 | 2.15 | -0.2 | 56.00 | 13 | 11 | 11 |
| 19 Mar | 260.96 | 2.35 | 0 | 17.71 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 2.35 | 0 | 15.66 | 0 | 0 | 0 |
| 17 Mar | 242.40 | 2.35 | 0 | 11.90 | 0 | 0 | 0 |
For Delhivery Limited - strike price 215 expiring on 24APR2025
Delta for 215 PE is -0.07
Historical price for 215 PE is as follows
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 0.8, which was -1.3 lower than the previous day. The implied volatity was 52.86, the open interest changed by -19 which decreased total open position to 91
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 59.37, the open interest changed by -1 which decreased total open position to 110
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 2.05, which was 0.5 higher than the previous day. The implied volatity was 64.97, the open interest changed by 80 which increased total open position to 110
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 1.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 32
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 51.84, the open interest changed by 1 which increased total open position to 25
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 0.95, 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 0.95, 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 0.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 44.23, the open interest changed by 9 which increased total open position to 21
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 53.64, the open interest changed by 1 which increased total open position to 14
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 56.00, the open interest changed by 11 which increased total open position to 11
On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 17.71, 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 2.35, which was 0 lower than the previous day. The implied volatity was 15.66, 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 2.35, which was 0 lower than the previous day. The implied volatity was 11.90, the open interest changed by 0 which decreased total open position to 0
