DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
15 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 230 CE | ||||||||||
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Delta: 0.92
Vega: 0.06
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 258.60 | 29.4 | 10.2 | 54.07 | 47 | -32 | 79 | |||
| 11 Apr | 246.95 | 19.05 | 0.65 | 38.12 | 81 | 39 | 111 | |||
| 9 Apr | 243.35 | 18.3 | -5.55 | 50.64 | 39 | 17 | 70 | |||
| 8 Apr | 248.90 | 23.5 | -18.1 | 50.90 | 37 | 9 | 53 | |||
| 7 Apr | 268.35 | 41.1 | 9.7 | 48.63 | 76 | 0 | 45 | |||
| 4 Apr | 258.80 | 33.7 | -1.95 | 46.40 | 118 | 15 | 44 | |||
| 3 Apr | 263.55 | 35.65 | 1.3 | 41.28 | 27 | -8 | 29 | |||
| 2 Apr | 259.00 | 34.45 | 0.1 | 0.00 | 0 | 15 | 0 | |||
| 1 Apr | 260.75 | 34.45 | 5.1 | 47.96 | 36 | 16 | 38 | |||
| 28 Mar | 255.10 | 29.35 | -0.7 | 49.66 | 14 | 4 | 22 | |||
| 27 Mar | 252.92 | 30.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 30.05 | -0.95 | 50.75 | 1 | 0 | 18 | |||
| 25 Mar | 257.20 | 31 | -3.5 | 33.63 | 14 | 13 | 17 | |||
| 24 Mar | 259.82 | 34.5 | -62.6 | 45.63 | 4 | 0 | 0 | |||
| 21 Mar | 263.62 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 241.76 | 97.1 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 240.29 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 97.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 249.85 | 97.1 | 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 | |||
| 24 Feb | 272.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 273.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 274.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 276.00 | 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 | |||
| 12 Feb | 273.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 230 expiring on 24APR2025
Delta for 230 CE is 0.92
Historical price for 230 CE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 29.4, which was 10.2 higher than the previous day. The implied volatity was 54.07, the open interest changed by -32 which decreased total open position to 79
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 19.05, which was 0.65 higher than the previous day. The implied volatity was 38.12, the open interest changed by 39 which increased total open position to 111
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 18.3, which was -5.55 lower than the previous day. The implied volatity was 50.64, the open interest changed by 17 which increased total open position to 70
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 23.5, which was -18.1 lower than the previous day. The implied volatity was 50.90, the open interest changed by 9 which increased total open position to 53
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 41.1, which was 9.7 higher than the previous day. The implied volatity was 48.63, the open interest changed by 0 which decreased total open position to 45
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 33.7, which was -1.95 lower than the previous day. The implied volatity was 46.40, the open interest changed by 15 which increased total open position to 44
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 35.65, which was 1.3 higher than the previous day. The implied volatity was 41.28, the open interest changed by -8 which decreased total open position to 29
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 34.45, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 34.45, which was 5.1 higher than the previous day. The implied volatity was 47.96, the open interest changed by 16 which increased total open position to 38
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 29.35, which was -0.7 lower than the previous day. The implied volatity was 49.66, the open interest changed by 4 which increased total open position to 22
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 30.05, 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 30.05, which was -0.95 lower than the previous day. The implied volatity was 50.75, the open interest changed by 0 which decreased total open position to 18
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 31, which was -3.5 lower than the previous day. The implied volatity was 33.63, the open interest changed by 13 which increased total open position to 17
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 34.5, which was -62.6 lower than the previous day. The implied volatity was 45.63, 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 97.1, 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 97.1, 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 97.1, 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 97.1, 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 97.1, 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 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 97.1, 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 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 97.1, 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 10 Mar DELHIVERY was trading at 250.82. The strike last trading price was 97.1, 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 97.1, 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 3 Mar DELHIVERY was trading at 253.68. The strike last trading price was 97.1, 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 97.1, 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 24 Feb DELHIVERY was trading at 272.90. 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 21 Feb DELHIVERY was trading at 273.35. 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 20 Feb DELHIVERY was trading at 274.95. 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 19 Feb DELHIVERY was trading at 276.00. 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
On 12 Feb DELHIVERY was trading at 273.80. 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 230 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 258.60 | 0.2 | -2.2 | 40.68 | 637 | -169 | 609 |
| 11 Apr | 246.95 | 2.4 | -2.95 | 47.29 | 768 | 189 | 778 |
| 9 Apr | 243.35 | 5.2 | 0.25 | 56.70 | 810 | 34 | 609 |
| 8 Apr | 248.90 | 4.6 | 1.85 | 61.11 | 1,769 | 180 | 572 |
| 7 Apr | 268.35 | 2.35 | 0.5 | 67.06 | 839 | 0 | 392 |
| 4 Apr | 258.80 | 1.85 | 0.5 | 49.94 | 389 | -26 | 393 |
| 3 Apr | 263.55 | 1.35 | -0.6 | 46.74 | 151 | 31 | 423 |
| 2 Apr | 259.00 | 1.85 | 0 | 45.36 | 222 | 12 | 392 |
| 1 Apr | 260.75 | 1.9 | -0.6 | 47.16 | 714 | 32 | 380 |
| 28 Mar | 255.10 | 2.55 | -1.1 | 41.36 | 305 | 107 | 348 |
| 27 Mar | 252.92 | 3.45 | -0.65 | 46.76 | 194 | 58 | 238 |
| 26 Mar | 254.69 | 3.85 | -0.1 | 47.06 | 184 | 84 | 180 |
| 25 Mar | 257.20 | 3.65 | 0.45 | 49.43 | 189 | 49 | 97 |
| 24 Mar | 259.82 | 3.2 | -0.1 | 47.85 | 5 | 2 | 48 |
| 21 Mar | 263.62 | 3.35 | -1 | 50.11 | 20 | -5 | 46 |
| 20 Mar | 257.07 | 4.3 | 0.7 | 48.72 | 48 | 28 | 52 |
| 19 Mar | 260.96 | 2.95 | -2.8 | 44.39 | 18 | 8 | 18 |
| 18 Mar | 251.80 | 5.75 | -1.3 | 49.26 | 33 | 4 | 13 |
| 17 Mar | 242.40 | 7.05 | -1.35 | 44.08 | 40 | 2 | 8 |
| 13 Mar | 241.76 | 8.4 | -0.5 | 46.02 | 2 | 1 | 5 |
| 12 Mar | 240.29 | 8.9 | 1.9 | 44.28 | 5 | 2 | 3 |
| 10 Mar | 250.82 | 0.65 | 0 | 8.09 | 0 | 0 | 0 |
| 4 Mar | 247.19 | 0.65 | 0 | 6.93 | 0 | 0 | 0 |
| 3 Mar | 253.68 | 0.65 | 0 | 8.16 | 0 | 0 | 0 |
| 28 Feb | 249.85 | 0.65 | 0 | 7.07 | 0 | 0 | 0 |
| 27 Feb | 256.05 | 0.65 | 0 | 8.79 | 0 | 0 | 0 |
| 26 Feb | 261.10 | 0 | 0 | 11.15 | 0 | 0 | 0 |
| 25 Feb | 261.90 | 0 | 0 | 11.15 | 0 | 0 | 0 |
| 24 Feb | 272.90 | 0 | 0 | 13.20 | 0 | 0 | 0 |
| 21 Feb | 273.35 | 0 | 0 | 13.13 | 0 | 0 | 0 |
| 20 Feb | 274.95 | 0 | 0 | 13.27 | 0 | 0 | 0 |
| 19 Feb | 276.00 | 0 | 0 | 13.49 | 0 | 0 | 0 |
| 18 Feb | 267.50 | 0 | 0 | 11.59 | 0 | 0 | 0 |
| 17 Feb | 267.35 | 0 | 0 | 11.60 | 0 | 0 | 0 |
| 14 Feb | 266.25 | 0 | 0 | 10.53 | 0 | 0 | 0 |
| 12 Feb | 273.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Delhivery Limited - strike price 230 expiring on 24APR2025
Delta for 230 PE is -0.03
Historical price for 230 PE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 0.2, which was -2.2 lower than the previous day. The implied volatity was 40.68, the open interest changed by -169 which decreased total open position to 609
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 2.4, which was -2.95 lower than the previous day. The implied volatity was 47.29, the open interest changed by 189 which increased total open position to 778
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 5.2, which was 0.25 higher than the previous day. The implied volatity was 56.70, the open interest changed by 34 which increased total open position to 609
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 4.6, which was 1.85 higher than the previous day. The implied volatity was 61.11, the open interest changed by 180 which increased total open position to 572
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 2.35, which was 0.5 higher than the previous day. The implied volatity was 67.06, the open interest changed by 0 which decreased total open position to 392
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 1.85, which was 0.5 higher than the previous day. The implied volatity was 49.94, the open interest changed by -26 which decreased total open position to 393
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 46.74, the open interest changed by 31 which increased total open position to 423
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 45.36, the open interest changed by 12 which increased total open position to 392
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 1.9, which was -0.6 lower than the previous day. The implied volatity was 47.16, the open interest changed by 32 which increased total open position to 380
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 2.55, which was -1.1 lower than the previous day. The implied volatity was 41.36, the open interest changed by 107 which increased total open position to 348
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 46.76, the open interest changed by 58 which increased total open position to 238
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 3.85, which was -0.1 lower than the previous day. The implied volatity was 47.06, the open interest changed by 84 which increased total open position to 180
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 3.65, which was 0.45 higher than the previous day. The implied volatity was 49.43, the open interest changed by 49 which increased total open position to 97
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 3.2, which was -0.1 lower than the previous day. The implied volatity was 47.85, the open interest changed by 2 which increased total open position to 48
On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 3.35, which was -1 lower than the previous day. The implied volatity was 50.11, the open interest changed by -5 which decreased total open position to 46
On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 4.3, which was 0.7 higher than the previous day. The implied volatity was 48.72, the open interest changed by 28 which increased total open position to 52
On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 2.95, which was -2.8 lower than the previous day. The implied volatity was 44.39, the open interest changed by 8 which increased total open position to 18
On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 5.75, which was -1.3 lower than the previous day. The implied volatity was 49.26, the open interest changed by 4 which increased total open position to 13
On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 7.05, which was -1.35 lower than the previous day. The implied volatity was 44.08, the open interest changed by 2 which increased total open position to 8
On 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 8.4, which was -0.5 lower than the previous day. The implied volatity was 46.02, the open interest changed by 1 which increased total open position to 5
On 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 8.9, which was 1.9 higher than the previous day. The implied volatity was 44.28, the open interest changed by 2 which increased total open position to 3
On 10 Mar DELHIVERY was trading at 250.82. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 8.09, 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 0.65, which was 0 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
On 3 Mar DELHIVERY was trading at 253.68. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 8.16, 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 0.65, which was 0 lower than the previous day. The implied volatity was 7.07, 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 0.65, which was 0 lower than the previous day. The implied volatity was 8.79, 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 11.15, 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 11.15, the open interest changed by 0 which decreased total open position to 0
On 24 Feb DELHIVERY was trading at 272.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 13.20, the open interest changed by 0 which decreased total open position to 0
On 21 Feb DELHIVERY was trading at 273.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 13.13, the open interest changed by 0 which decreased total open position to 0
On 20 Feb DELHIVERY was trading at 274.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 0
On 19 Feb DELHIVERY was trading at 276.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 13.49, 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 11.59, 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 11.60, 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 10.53, the open interest changed by 0 which decreased total open position to 0
On 12 Feb DELHIVERY was trading at 273.80. 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
