DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
15 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 225 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 | |||
| 15 Apr | 258.60 | 28.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 246.95 | 28.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 243.35 | 28.6 | 0 | 0.00 | 0 | -1 | 0 | |||
| 8 Apr | 248.90 | 28.6 | -10 | 59.56 | 2 | 0 | 18 | |||
| 7 Apr | 268.35 | 38.6 | 4.5 | - | 3 | 0 | 17 | |||
| 4 Apr | 258.80 | 34.1 | -3.85 | - | 30 | 4 | 19 | |||
| 3 Apr | 263.55 | 37.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 37.95 | 0 | 0.00 | 0 | 4 | 0 | |||
| 1 Apr | 260.75 | 37.95 | 4.3 | 38.45 | 15 | 8 | 16 | |||
| 28 Mar | 255.10 | 33.65 | -4 | 52.04 | 23 | 8 | 8 | |||
| 27 Mar | 252.92 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 37.65 | 0 | - | 0 | 0 | 0 | |||
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| 18 Mar | 251.80 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 37.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 249.85 | 37.65 | 0 | - | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 225 expiring on 24APR2025
Delta for 225 CE is 0.00
Historical price for 225 CE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 28.6, 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 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 28.6, 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 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 28.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 28.6, which was -10 lower than the previous day. The implied volatity was 59.56, the open interest changed by 0 which decreased total open position to 18
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 38.6, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 34.1, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 19
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 37.95, 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 37.95, 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 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 37.95, which was 4.3 higher than the previous day. The implied volatity was 38.45, the open interest changed by 8 which increased total open position to 16
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 33.65, which was -4 lower than the previous day. The implied volatity was 52.04, the open interest changed by 8 which increased total open position to 8
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 37.65, 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 37.65, 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 37.65, 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 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 37.65, 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 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 37.65, 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 37.65, 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 37.65, 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 37.65, 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 37.65, 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 4 Mar DELHIVERY was trading at 247.19. The strike last trading price was 37.65, 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 28 Feb DELHIVERY was trading at 249.85. The strike last trading price was 37.65, 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 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 258.60 | 0.15 | -1.5 | 44.79 | 106 | -38 | 116 |
| 11 Apr | 246.95 | 1.7 | -2.25 | 49.31 | 112 | 33 | 154 |
| 9 Apr | 243.35 | 3.8 | 0 | 56.97 | 464 | -27 | 122 |
| 8 Apr | 248.90 | 3.65 | 1.55 | 63.05 | 669 | 112 | 148 |
| 7 Apr | 268.35 | 1.95 | 0.55 | 69.64 | 85 | -11 | 37 |
| 4 Apr | 258.80 | 1.3 | 0.25 | 50.57 | 33 | 5 | 48 |
| 3 Apr | 263.55 | 1.05 | -0.35 | 48.88 | 15 | 9 | 43 |
| 2 Apr | 259.00 | 1.4 | 0.2 | 47.08 | 12 | 5 | 35 |
| 1 Apr | 260.75 | 1.2 | -0.65 | 46.36 | 29 | -4 | 30 |
| 28 Mar | 255.10 | 1.85 | -2.25 | 42.23 | 85 | 34 | 34 |
| 27 Mar | 252.92 | 4.1 | 0 | 12.90 | 0 | 0 | 0 |
| 26 Mar | 254.69 | 4.1 | 0 | 12.86 | 0 | 0 | 0 |
| 25 Mar | 257.20 | 4.1 | 0 | 13.97 | 0 | 0 | 0 |
| 24 Mar | 259.82 | 4.1 | 0 | 15.37 | 0 | 0 | 0 |
| 21 Mar | 263.62 | 4.1 | 0 | 15.77 | 0 | 0 | 0 |
| 20 Mar | 257.07 | 4.1 | 0 | 13.01 | 0 | 0 | 0 |
| 19 Mar | 260.96 | 4.1 | 0 | 13.93 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 4.1 | 0 | 11.50 | 0 | 0 | 0 |
| 17 Mar | 242.40 | 4.1 | 0 | 7.72 | 0 | 0 | 0 |
| 4 Mar | 247.19 | 4.1 | 0 | 8.44 | 0 | 0 | 0 |
| 28 Feb | 249.85 | 4.1 | 0 | 7.87 | 0 | 0 | 0 |
For Delhivery Limited - strike price 225 expiring on 24APR2025
Delta for 225 PE is -0.02
Historical price for 225 PE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 0.15, which was -1.5 lower than the previous day. The implied volatity was 44.79, the open interest changed by -38 which decreased total open position to 116
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 1.7, which was -2.25 lower than the previous day. The implied volatity was 49.31, the open interest changed by 33 which increased total open position to 154
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 56.97, the open interest changed by -27 which decreased total open position to 122
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 3.65, which was 1.55 higher than the previous day. The implied volatity was 63.05, the open interest changed by 112 which increased total open position to 148
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 1.95, which was 0.55 higher than the previous day. The implied volatity was 69.64, the open interest changed by -11 which decreased total open position to 37
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 50.57, the open interest changed by 5 which increased total open position to 48
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 48.88, the open interest changed by 9 which increased total open position to 43
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was 47.08, the open interest changed by 5 which increased total open position to 35
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 46.36, the open interest changed by -4 which decreased total open position to 30
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 1.85, which was -2.25 lower than the previous day. The implied volatity was 42.23, the open interest changed by 34 which increased total open position to 34
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 12.90, 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 4.1, which was 0 lower than the previous day. The implied volatity was 12.86, 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 4.1, which was 0 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 0
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 15.37, 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 4.1, which was 0 lower than the previous day. The implied volatity was 15.77, 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 4.1, which was 0 lower than the previous day. The implied volatity was 13.01, 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 4.1, which was 0 lower than the previous day. The implied volatity was 13.93, 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 4.1, which was 0 lower than the previous day. The implied volatity was 11.50, 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 4.1, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DELHIVERY was trading at 247.19. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 28 Feb DELHIVERY was trading at 249.85. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
