DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 240 CE | ||||||||||
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Delta: 0.95
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 64.5 | 1.5 | 50.09 | 1 | 0 | 13 | |||
| 24 Apr | 300.70 | 63 | 9.2 | 38.75 | 2 | 0 | 13 | |||
| 23 Apr | 302.80 | 53.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 294.00 | 53.8 | 2.15 | - | 2 | 0 | 13 | |||
| 21 Apr | 292.00 | 51.65 | 11.15 | - | 13 | -3 | 13 | |||
| 17 Apr | 281.05 | 40.5 | 11.8 | - | 2 | -1 | 16 | |||
| 16 Apr | 263.05 | 28.7 | 2.5 | 33.50 | 21 | -6 | 17 | |||
| 15 Apr | 258.60 | 26.2 | 3.6 | 38.48 | 8 | -3 | 24 | |||
| 11 Apr | 246.95 | 22.6 | 2.55 | 48.98 | 7 | 4 | 27 | |||
| 9 Apr | 243.35 | 20.05 | -3.7 | 47.05 | 8 | 6 | 22 | |||
| 8 Apr | 248.90 | 24 | 4 | 46.54 | 16 | 14 | 15 | |||
| 7 Apr | 268.35 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 258.80 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 255.10 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 252.92 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 25 Mar | 257.20 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 241.76 | 20 | 0 | 0.00 | 0 | 0 | 1 | |||
| 12 Mar | 240.29 | 20 | -11.95 | 38.91 | 1 | 0 | 0 | |||
| 11 Mar | 248.38 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 255.72 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 0 | 0 | - | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 240 expiring on 29MAY2025
Delta for 240 CE is 0.95
Historical price for 240 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 64.5, which was 1.5 higher than the previous day. The implied volatity was 50.09, the open interest changed by 0 which decreased total open position to 13
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 63, which was 9.2 higher than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 13
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 53.8, 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 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 53.8, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 51.65, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 13
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 40.5, which was 11.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 16
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 28.7, which was 2.5 higher than the previous day. The implied volatity was 33.50, the open interest changed by -6 which decreased total open position to 17
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 26.2, which was 3.6 higher than the previous day. The implied volatity was 38.48, the open interest changed by -3 which decreased total open position to 24
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 22.6, which was 2.55 higher than the previous day. The implied volatity was 48.98, the open interest changed by 4 which increased total open position to 27
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 20.05, which was -3.7 lower than the previous day. The implied volatity was 47.05, the open interest changed by 6 which increased total open position to 22
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 24, which was 4 higher than the previous day. The implied volatity was 46.54, the open interest changed by 14 which increased total open position to 15
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 20, 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 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 20, 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 20, 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 20, 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 20, 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 20, 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 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 20, 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 20, 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 20, 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 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 20, 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 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 20, 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 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 20, 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 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 20, 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 20, 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 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 20, 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 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 20, 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 1
On 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 20, which was -11.95 lower than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 0
On 11 Mar DELHIVERY was trading at 248.38. 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 10 Mar DELHIVERY was trading at 250.82. 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 7 Mar DELHIVERY was trading at 255.45. 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 6 Mar DELHIVERY was trading at 260.99. 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 5 Mar DELHIVERY was trading at 255.72. 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 4 Mar DELHIVERY was trading at 247.19. 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 3 Mar DELHIVERY was trading at 253.68. 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 29MAY2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.11
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 1.45 | 0 | 53.62 | 61 | 1 | 89 |
| 24 Apr | 300.70 | 1.45 | -0.2 | 52.46 | 27 | 10 | 87 |
| 23 Apr | 302.80 | 1.65 | -1.2 | 53.74 | 24 | -6 | 78 |
| 22 Apr | 294.00 | 2.85 | -0.2 | 57.37 | 573 | 14 | 82 |
| 21 Apr | 292.00 | 3.05 | -0.85 | 56.29 | 84 | 16 | 68 |
| 17 Apr | 281.05 | 4 | -1.75 | 51.26 | 46 | 6 | 49 |
| 16 Apr | 263.05 | 5.75 | -3.45 | 44.82 | 32 | 10 | 42 |
| 15 Apr | 258.60 | 9.2 | -6.55 | 51.81 | 13 | 4 | 32 |
| 11 Apr | 246.95 | 15 | -1 | 56.15 | 11 | 4 | 28 |
| 9 Apr | 243.35 | 16 | 1.15 | 53.82 | 10 | 3 | 23 |
| 8 Apr | 248.90 | 15 | 4 | 57.42 | 17 | 5 | 19 |
| 7 Apr | 268.35 | 11 | 1.05 | 62.94 | 2 | 1 | 14 |
| 4 Apr | 258.80 | 9.95 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 263.55 | 9.95 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 9.95 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 260.75 | 9.95 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 255.10 | 9.95 | -1.45 | 43.22 | 8 | 0 | 13 |
| 27 Mar | 252.92 | 11.4 | 0.45 | 47.88 | 2 | 0 | 13 |
| 26 Mar | 254.69 | 10.95 | -0.65 | 45.66 | 14 | 13 | 13 |
| 25 Mar | 257.20 | 11.6 | 0 | 6.07 | 0 | 0 | 0 |
| 24 Mar | 259.82 | 11.6 | 0 | 6.75 | 0 | 0 | 0 |
| 21 Mar | 263.62 | 11.6 | 0 | 7.27 | 0 | 0 | 0 |
| 20 Mar | 257.07 | 11.6 | 0 | 6.04 | 0 | 0 | 0 |
| 19 Mar | 260.96 | 11.6 | 0 | 6.62 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 11.6 | 0 | 4.49 | 0 | 0 | 0 |
| 17 Mar | 242.40 | 11.6 | 0 | 2.41 | 0 | 0 | 0 |
| 13 Mar | 241.76 | 11.6 | 0 | 1.66 | 0 | 0 | 0 |
| 12 Mar | 240.29 | 11.6 | 0 | 1.69 | 0 | 0 | 0 |
| 11 Mar | 248.38 | 11.6 | 0 | 3.95 | 0 | 0 | 0 |
| 10 Mar | 250.82 | 11.6 | 0 | 4.23 | 0 | 0 | 0 |
| 7 Mar | 255.45 | 11.6 | 0 | 6.68 | 0 | 0 | 0 |
| 6 Mar | 260.99 | 11.6 | 0 | 6.65 | 0 | 0 | 0 |
| 5 Mar | 255.72 | 11.6 | 0 | 5.34 | 0 | 0 | 0 |
| 4 Mar | 247.19 | 11.6 | 0 | 3.39 | 0 | 0 | 0 |
| 3 Mar | 253.68 | 11.6 | 0 | 4.76 | 0 | 0 | 0 |
For Delhivery Limited - strike price 240 expiring on 29MAY2025
Delta for 240 PE is -0.06
Historical price for 240 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 53.62, the open interest changed by 1 which increased total open position to 89
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 52.46, the open interest changed by 10 which increased total open position to 87
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 53.74, the open interest changed by -6 which decreased total open position to 78
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 57.37, the open interest changed by 14 which increased total open position to 82
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 56.29, the open interest changed by 16 which increased total open position to 68
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 4, which was -1.75 lower than the previous day. The implied volatity was 51.26, the open interest changed by 6 which increased total open position to 49
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 5.75, which was -3.45 lower than the previous day. The implied volatity was 44.82, the open interest changed by 10 which increased total open position to 42
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 9.2, which was -6.55 lower than the previous day. The implied volatity was 51.81, the open interest changed by 4 which increased total open position to 32
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 56.15, the open interest changed by 4 which increased total open position to 28
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 16, which was 1.15 higher than the previous day. The implied volatity was 53.82, the open interest changed by 3 which increased total open position to 23
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 15, which was 4 higher than the previous day. The implied volatity was 57.42, the open interest changed by 5 which increased total open position to 19
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 11, which was 1.05 higher than the previous day. The implied volatity was 62.94, the open interest changed by 1 which increased total open position to 14
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 9.95, 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 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 9.95, 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 9.95, 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 9.95, 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 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 9.95, which was -1.45 lower than the previous day. The implied volatity was 43.22, the open interest changed by 0 which decreased total open position to 13
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 11.4, which was 0.45 higher than the previous day. The implied volatity was 47.88, the open interest changed by 0 which decreased total open position to 13
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 10.95, which was -0.65 lower than the previous day. The implied volatity was 45.66, the open interest changed by 13 which increased total open position to 13
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 6.07, 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 11.6, which was 0 lower than the previous day. The implied volatity was 6.75, 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 11.6, which was 0 lower than the previous day. The implied volatity was 7.27, 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 11.6, which was 0 lower than the previous day. The implied volatity was 6.04, 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 11.6, which was 0 lower than the previous day. The implied volatity was 6.62, 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 11.6, which was 0 lower than the previous day. The implied volatity was 4.49, 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 11.6, which was 0 lower than the previous day. The implied volatity was 2.41, 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 11.6, which was 0 lower than the previous day. The implied volatity was 1.66, 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 11.6, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 11 Mar DELHIVERY was trading at 248.38. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 3.95, 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 11.6, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 7 Mar DELHIVERY was trading at 255.45. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 6 Mar DELHIVERY was trading at 260.99. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0
On 5 Mar DELHIVERY was trading at 255.72. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 5.34, 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 11.6, which was 0 lower than the previous day. The implied volatity was 3.39, 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 11.6, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
