DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
11 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.18
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 246.95 | 8.95 | -0.75 | 40.49 | 963 | 54 | 260 | |||
| 9 Apr | 243.35 | 9.6 | -4.45 | 50.87 | 665 | 106 | 204 | |||
| 8 Apr | 248.90 | 14.1 | -15.5 | 54.01 | 342 | 42 | 98 | |||
| 7 Apr | 268.35 | 29.6 | 11.8 | 59.36 | 150 | 18 | 55 | |||
| 4 Apr | 258.80 | 17.8 | -3.05 | 21.06 | 81 | 29 | 37 | |||
| 3 Apr | 263.55 | 21.05 | 0.2 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 259.00 | 21.05 | -1.05 | 49.51 | 11 | 1 | 8 | |||
| 1 Apr | 260.75 | 22.1 | 0.3 | 44.44 | 3 | 1 | 6 | |||
| 28 Mar | 255.10 | 21.8 | -2.05 | 59.68 | 6 | 5 | 5 | |||
| 27 Mar | 252.92 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 254.69 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 241.76 | 23.85 | 0 | 0.11 | 0 | 0 | 0 | |||
| 12 Mar | 240.29 | 23.85 | 0 | 1.13 | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 23.85 | 0 | - | 0 | 0 | 0 | |||
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| 7 Mar | 255.45 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 249.85 | 23.85 | 0 | - | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 245 expiring on 24APR2025
Delta for 245 CE is 0.57
Historical price for 245 CE is as follows
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 8.95, which was -0.75 lower than the previous day. The implied volatity was 40.49, the open interest changed by 54 which increased total open position to 260
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 9.6, which was -4.45 lower than the previous day. The implied volatity was 50.87, the open interest changed by 106 which increased total open position to 204
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 14.1, which was -15.5 lower than the previous day. The implied volatity was 54.01, the open interest changed by 42 which increased total open position to 98
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 29.6, which was 11.8 higher than the previous day. The implied volatity was 59.36, the open interest changed by 18 which increased total open position to 55
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 17.8, which was -3.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 29 which increased total open position to 37
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 21.05, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 21.05, which was -1.05 lower than the previous day. The implied volatity was 49.51, the open interest changed by 1 which increased total open position to 8
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 22.1, which was 0.3 higher than the previous day. The implied volatity was 44.44, the open interest changed by 1 which increased total open position to 6
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 21.8, which was -2.05 lower than the previous day. The implied volatity was 59.68, the open interest changed by 5 which increased total open position to 5
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, which was 0 lower than the previous day. The implied volatity was 0.11, 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 23.85, which was 0 lower than the previous day. The implied volatity was 1.13, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 245 PE | |||||||
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Delta: -0.43
Vega: 0.18
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 246.95 | 7.15 | -4.5 | 45.80 | 300 | 14 | 210 |
| 9 Apr | 243.35 | 11.5 | 1.4 | 56.24 | 732 | 3 | 197 |
| 8 Apr | 248.90 | 9.75 | 4.7 | 59.81 | 1,293 | 100 | 193 |
| 7 Apr | 268.35 | 4.55 | -0.1 | 62.02 | 368 | 51 | 92 |
| 4 Apr | 258.80 | 4.35 | 0.9 | 46.27 | 122 | 10 | 40 |
| 3 Apr | 263.55 | 3.45 | -1.65 | 43.51 | 43 | 0 | 30 |
| 2 Apr | 259.00 | 5 | 0.3 | 44.26 | 49 | 5 | 30 |
| 1 Apr | 260.75 | 4.6 | 0.05 | 44.63 | 47 | 22 | 24 |
| 28 Mar | 255.10 | 4.55 | -4.4 | 32.63 | 1 | 0 | 2 |
| 27 Mar | 252.92 | 8.95 | -1.15 | 50.87 | 3 | 2 | 2 |
| 26 Mar | 254.69 | 10.1 | 0 | 4.53 | 0 | 0 | 0 |
| 25 Mar | 257.20 | 10.1 | 0 | 6.13 | 0 | 0 | 0 |
| 24 Mar | 259.82 | 10.1 | 0 | 6.69 | 0 | 0 | 0 |
| 21 Mar | 263.62 | 10.1 | 0 | 7.56 | 0 | 0 | 0 |
| 20 Mar | 257.07 | 10.1 | 0 | 5.64 | 0 | 0 | 0 |
| 19 Mar | 260.96 | 10.1 | 0 | 6.77 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 10.1 | 0 | 3.81 | 0 | 0 | 0 |
| 17 Mar | 242.40 | 10.1 | 0 | 0.24 | 0 | 0 | 0 |
| 13 Mar | 241.76 | 10.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 240.29 | 10.1 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 250.82 | 10.1 | 0 | 3.17 | 0 | 0 | 0 |
| 7 Mar | 255.45 | 10.1 | 0 | 4.61 | 0 | 0 | 0 |
| 6 Mar | 260.99 | 10.1 | 0 | 5.77 | 0 | 0 | 0 |
| 4 Mar | 247.19 | 10.1 | 0 | 2.42 | 0 | 0 | 0 |
| 3 Mar | 253.68 | 10.1 | 0 | 3.62 | 0 | 0 | 0 |
| 28 Feb | 249.85 | 10.1 | 0 | 2.50 | 0 | 0 | 0 |
For Delhivery Limited - strike price 245 expiring on 24APR2025
Delta for 245 PE is -0.43
Historical price for 245 PE is as follows
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 7.15, which was -4.5 lower than the previous day. The implied volatity was 45.80, the open interest changed by 14 which increased total open position to 210
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 11.5, which was 1.4 higher than the previous day. The implied volatity was 56.24, the open interest changed by 3 which increased total open position to 197
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 9.75, which was 4.7 higher than the previous day. The implied volatity was 59.81, the open interest changed by 100 which increased total open position to 193
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 4.55, which was -0.1 lower than the previous day. The implied volatity was 62.02, the open interest changed by 51 which increased total open position to 92
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 4.35, which was 0.9 higher than the previous day. The implied volatity was 46.27, the open interest changed by 10 which increased total open position to 40
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 3.45, which was -1.65 lower than the previous day. The implied volatity was 43.51, the open interest changed by 0 which decreased total open position to 30
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 5, which was 0.3 higher than the previous day. The implied volatity was 44.26, the open interest changed by 5 which increased total open position to 30
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 44.63, the open interest changed by 22 which increased total open position to 24
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 4.55, which was -4.4 lower than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 2
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 8.95, which was -1.15 lower than the previous day. The implied volatity was 50.87, the open interest changed by 2 which increased total open position to 2
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 4.53, 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 10.1, which was 0 lower than the previous day. The implied volatity was 6.13, 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 10.1, which was 0 lower than the previous day. The implied volatity was 6.69, 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 10.1, which was 0 lower than the previous day. The implied volatity was 7.56, 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 10.1, which was 0 lower than the previous day. The implied volatity was 5.64, 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 10.1, which was 0 lower than the previous day. The implied volatity was 6.77, 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 10.1, which was 0 lower than the previous day. The implied volatity was 3.81, 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 10.1, which was 0 lower than the previous day. The implied volatity was 0.24, 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 10.1, 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 10.1, 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 10.1, which was 0 lower than the previous day. The implied volatity was 3.17, 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 10.1, which was 0 lower than the previous day. The implied volatity was 4.61, 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 10.1, which was 0 lower than the previous day. The implied volatity was 5.77, 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 10.1, which was 0 lower than the previous day. The implied volatity was 2.42, 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 10.1, which was 0 lower than the previous day. The implied volatity was 3.62, 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 10.1, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
