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DELHIVERY
Delhivery Limited

304.9 4.20 (1.40%)

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Historical option data for DELHIVERY

25 Apr 2025 04:13 PM IST
DELHIVERY 29MAY2025 245 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
25 Apr 304.90 23 0 - 0 0 0
24 Apr 300.70 23 0 - 0 0 0
23 Apr 302.80 23 0 - 0 0 0
22 Apr 294.00 23 0 - 0 0 0
21 Apr 292.00 23 0 - 0 0 0
17 Apr 281.05 23 0 - 0 0 0
16 Apr 263.05 23 0 - 0 0 0
15 Apr 258.60 23 0 - 0 0 0
11 Apr 246.95 23 0 - 0 0 0
9 Apr 243.35 23 0 - 0 0 0
8 Apr 248.90 23 0 - 0 0 0
7 Apr 268.35 23 0 - 0 0 0
4 Apr 258.80 23 0 - 0 0 0
3 Apr 263.55 23 0 - 0 0 0
2 Apr 259.00 23 0 - 0 0 0
1 Apr 260.75 23 0 - 0 0 0


For Delhivery Limited - strike price 245 expiring on 29MAY2025

Delta for 245 CE is -

Historical price for 245 CE is as follows

On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 23, 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 Apr DELHIVERY was trading at 300.70. The strike last trading price was 23, 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 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 23, 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 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 23, 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 Apr DELHIVERY was trading at 292.00. The strike last trading price was 23, 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 Apr DELHIVERY was trading at 281.05. The strike last trading price was 23, 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 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 23, 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 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 23, 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 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 23, 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 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 23, 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 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 23, 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 Apr DELHIVERY was trading at 268.35. The strike last trading price was 23, 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 Apr DELHIVERY was trading at 258.80. The strike last trading price was 23, 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 Apr DELHIVERY was trading at 263.55. The strike last trading price was 23, 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 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 23, 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 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 23, 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 245 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 304.90 3.3 0 0.00 0 0 0
24 Apr 300.70 3.3 0 0.00 0 0 0
23 Apr 302.80 3.3 0 0.00 0 7 0
22 Apr 294.00 3.3 -1.7 55.76 160 8 10
21 Apr 292.00 5 0 0.00 0 1 0
17 Apr 281.05 5 -6 51.17 6 1 2
16 Apr 263.05 11 0 0.00 0 0 0
15 Apr 258.60 11 0 0.00 0 0 0
11 Apr 246.95 11 0 0.00 0 0 0
9 Apr 243.35 11 0 0.00 0 0 0
8 Apr 248.90 11 0 0.00 0 1 0
7 Apr 268.35 11 -1 57.86 1 0 0
4 Apr 258.80 12 0 5.94 0 0 0
3 Apr 263.55 12 0 6.56 0 0 0
2 Apr 259.00 12 0 5.19 0 0 0
1 Apr 260.75 12 0 5.72 0 0 0


For Delhivery Limited - strike price 245 expiring on 29MAY2025

Delta for 245 PE is 0.00

Historical price for 245 PE is as follows

On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 3.3, 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 Apr DELHIVERY was trading at 300.70. The strike last trading price was 3.3, 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 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 3.3, which was -1.7 lower than the previous day. The implied volatity was 55.76, the open interest changed by 8 which increased total open position to 10


On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 5, which was -6 lower than the previous day. The implied volatity was 51.17, the open interest changed by 1 which increased total open position to 2


On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 11, 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 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 11, 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 11, 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 11, 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 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 57.86, 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 12, which was 0 lower than the previous day. The implied volatity was 5.94, 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 12, which was 0 lower than the previous day. The implied volatity was 6.56, 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 12, which was 0 lower than the previous day. The implied volatity was 5.19, 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 12, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0