DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
15 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 220 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 | 35.5 | 8.3 | - | 10 | 1 | 27 | |||
| 11 Apr | 246.95 | 27.2 | 1.05 | - | 19 | 6 | 26 | |||
| 9 Apr | 243.35 | 26.15 | -6.85 | 52.23 | 10 | 3 | 19 | |||
| 8 Apr | 248.90 | 33 | -7.55 | 62.60 | 46 | 8 | 17 | |||
| 7 Apr | 268.35 | 40.55 | -2.1 | - | 1 | 0 | 8 | |||
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| 4 Apr | 258.80 | 42.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 42.65 | 3.1 | - | 4 | 0 | 8 | |||
| 2 Apr | 259.00 | 39.55 | -3.9 | - | 6 | 1 | 9 | |||
| 1 Apr | 260.75 | 43.45 | 6.65 | 49.98 | 7 | 1 | 8 | |||
| 28 Mar | 255.10 | 36.8 | -7.2 | 45.29 | 7 | 3 | 7 | |||
| 27 Mar | 252.92 | 44 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 44 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 44 | 0 | 0.00 | 0 | 4 | 0 | |||
| 24 Mar | 259.82 | 44 | -62.6 | 53.13 | 4 | 0 | 0 | |||
| 21 Mar | 263.62 | 106.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 106.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 106.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 106.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 106.6 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 256.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 261.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 261.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 267.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 267.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 266.25 | 0 | 0 | - | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 220 expiring on 24APR2025
Delta for 220 CE is -
Historical price for 220 CE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 35.5, which was 8.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 27.2, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 26
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 26.15, which was -6.85 lower than the previous day. The implied volatity was 52.23, the open interest changed by 3 which increased total open position to 19
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 33, which was -7.55 lower than the previous day. The implied volatity was 62.60, the open interest changed by 8 which increased total open position to 17
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 40.55, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 42.65, 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 42.65, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 39.55, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 43.45, which was 6.65 higher than the previous day. The implied volatity was 49.98, the open interest changed by 1 which increased total open position to 8
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 36.8, which was -7.2 lower than the previous day. The implied volatity was 45.29, the open interest changed by 3 which increased total open position to 7
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 44, 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 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 44, 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 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 44, which was -62.6 lower than the previous day. The implied volatity was 53.13, the open interest changed by 0 which decreased total open position to 0
On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 106.6, 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 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 106.6, 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 106.6, 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 106.6, 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 106.6, 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 -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb DELHIVERY was trading at 261.10. The strike last trading price was 0, 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 Feb DELHIVERY was trading at 261.90. The strike last trading price was 0, 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 Feb DELHIVERY was trading at 267.50. The strike last trading price was 0, 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 Feb DELHIVERY was trading at 267.35. The strike last trading price was 0, 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 14 Feb DELHIVERY was trading at 266.25. The strike last trading price was 0, 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 220 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 258.60 | 0.05 | -1 | 43.71 | 450 | -75 | 305 |
| 11 Apr | 246.95 | 1 | -1.8 | 48.89 | 474 | 27 | 380 |
| 9 Apr | 243.35 | 2.75 | -0.15 | 57.65 | 755 | -6 | 354 |
| 8 Apr | 248.90 | 2.75 | 0.95 | 63.95 | 1,168 | 240 | 361 |
| 7 Apr | 268.35 | 1.5 | 0.6 | 70.82 | 495 | -3 | 121 |
| 4 Apr | 258.80 | 0.95 | 0.25 | 51.93 | 141 | 14 | 124 |
| 3 Apr | 263.55 | 0.7 | -0.3 | 49.30 | 65 | -15 | 110 |
| 2 Apr | 259.00 | 1 | 0.05 | 48.17 | 51 | 8 | 125 |
| 1 Apr | 260.75 | 0.95 | -0.5 | 48.60 | 73 | -6 | 119 |
| 28 Mar | 255.10 | 1.5 | -0.5 | 44.64 | 115 | 70 | 125 |
| 27 Mar | 252.92 | 1.95 | -0.55 | 48.31 | 32 | 8 | 55 |
| 26 Mar | 254.69 | 2.4 | 0.15 | 49.80 | 22 | -10 | 46 |
| 25 Mar | 257.20 | 2.25 | -0.05 | 51.58 | 72 | 45 | 50 |
| 24 Mar | 259.82 | 2.3 | 0.4 | 52.39 | 3 | 0 | 2 |
| 21 Mar | 263.62 | 1.9 | -2.1 | 50.56 | 1 | 0 | 1 |
| 20 Mar | 257.07 | 4 | 3.65 | 57.78 | 2 | 1 | 1 |
| 19 Mar | 260.96 | 0.35 | 0 | 16.42 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 0.35 | 0 | 13.09 | 0 | 0 | 0 |
| 17 Mar | 242.40 | 0.35 | 0 | 10.19 | 0 | 0 | 0 |
| 27 Feb | 256.05 | 0.35 | 0 | 12.30 | 0 | 0 | 0 |
| 26 Feb | 261.10 | 0.35 | 0 | 13.64 | 0 | 0 | 0 |
| 25 Feb | 261.90 | 0.35 | 0 | 13.64 | 0 | 0 | 0 |
| 18 Feb | 267.50 | 0.35 | 0 | 13.89 | 0 | 0 | 0 |
| 17 Feb | 267.35 | 0.35 | 0 | 13.89 | 0 | 0 | 0 |
| 14 Feb | 266.25 | 0.35 | 0 | 13.60 | 0 | 0 | 0 |
For Delhivery Limited - strike price 220 expiring on 24APR2025
Delta for 220 PE is -0.01
Historical price for 220 PE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 0.05, which was -1 lower than the previous day. The implied volatity was 43.71, the open interest changed by -75 which decreased total open position to 305
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 1, which was -1.8 lower than the previous day. The implied volatity was 48.89, the open interest changed by 27 which increased total open position to 380
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 57.65, the open interest changed by -6 which decreased total open position to 354
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 2.75, which was 0.95 higher than the previous day. The implied volatity was 63.95, the open interest changed by 240 which increased total open position to 361
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 1.5, which was 0.6 higher than the previous day. The implied volatity was 70.82, the open interest changed by -3 which decreased total open position to 121
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 51.93, the open interest changed by 14 which increased total open position to 124
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 49.30, the open interest changed by -15 which decreased total open position to 110
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 48.17, the open interest changed by 8 which increased total open position to 125
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 48.60, the open interest changed by -6 which decreased total open position to 119
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 44.64, the open interest changed by 70 which increased total open position to 125
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 48.31, the open interest changed by 8 which increased total open position to 55
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 49.80, the open interest changed by -10 which decreased total open position to 46
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 51.58, the open interest changed by 45 which increased total open position to 50
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 2.3, which was 0.4 higher than the previous day. The implied volatity was 52.39, the open interest changed by 0 which decreased total open position to 2
On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 1.9, which was -2.1 lower than the previous day. The implied volatity was 50.56, the open interest changed by 0 which decreased total open position to 1
On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 4, which was 3.65 higher than the previous day. The implied volatity was 57.78, the open interest changed by 1 which increased total open position to 1
On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 16.42, 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 0.35, which was 0 lower than the previous day. The implied volatity was 13.09, 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 0.35, which was 0 lower than the previous day. The implied volatity was 10.19, 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 0.35, which was 0 lower than the previous day. The implied volatity was 12.30, the open interest changed by 0 which decreased total open position to 0
On 26 Feb DELHIVERY was trading at 261.10. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 13.64, the open interest changed by 0 which decreased total open position to 0
On 25 Feb DELHIVERY was trading at 261.90. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 13.64, the open interest changed by 0 which decreased total open position to 0
On 18 Feb DELHIVERY was trading at 267.50. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 13.89, the open interest changed by 0 which decreased total open position to 0
On 17 Feb DELHIVERY was trading at 267.35. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 13.89, the open interest changed by 0 which decreased total open position to 0
On 14 Feb DELHIVERY was trading at 266.25. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 13.60, the open interest changed by 0 which decreased total open position to 0
