`
[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited

246.95 3.60 (1.48%)

Back to Option Chain


Historical option data for DELHIVERY

11 Apr 2025 04:13 PM IST
DELHIVERY 24APR2025 250 CE
Delta: 0.47
Vega: 0.19
Theta: -0.32
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 6.6 -0.9 41.01 1,733 206 1,168
9 Apr 243.35 7.4 -4.15 50.50 2,462 81 964
8 Apr 248.90 11.55 -14.15 54.21 3,030 596 901
7 Apr 268.35 26.05 10.75 59.98 1,277 -86 322
4 Apr 258.80 17.5 -1.65 42.64 658 162 418
3 Apr 263.55 19.15 2.1 40.65 179 -21 260
2 Apr 259.00 17.2 -1.25 46.55 263 10 283
1 Apr 260.75 18.3 3.9 42.68 264 11 267
28 Mar 255.10 14.3 -0.1 41.80 291 53 256
27 Mar 252.92 15.65 0.4 43.46 148 67 201
26 Mar 254.69 15.25 -2.5 43.43 42 15 134
25 Mar 257.20 18.5 -0.15 44.47 149 95 118
24 Mar 259.82 18.65 0 0.00 0 4 0
21 Mar 263.62 18.65 2.6 26.93 5 2 21
20 Mar 257.07 16.05 -4.2 33.36 28 -7 20
19 Mar 260.96 20 7.35 38.02 44 4 27
18 Mar 251.80 12.55 3.85 31.09 40 11 22
17 Mar 242.40 8.5 0.4 33.56 30 -6 10
13 Mar 241.76 8.1 -0.8 31.65 18 14 15
12 Mar 240.29 8.9 -69.75 37.14 3 0 0
10 Mar 250.82 78.65 0 - 0 0 0
7 Mar 255.45 78.65 0 - 0 0 0
6 Mar 260.99 78.65 0 - 0 0 0
4 Mar 247.19 78.65 0 - 0 0 0
3 Mar 253.68 78.65 0 - 0 0 0
28 Feb 249.85 78.65 0 - 0 0 0
27 Feb 256.05 78.65 0 - 0 0 0
26 Feb 261.10 78.65 0 - 0 0 0
25 Feb 261.90 78.65 0 - 0 0 0
24 Feb 272.90 78.65 0 - 0 0 0
21 Feb 273.35 78.65 0 - 0 0 0
20 Feb 274.95 78.65 0 - 0 0 0
19 Feb 276.00 78.65 0 - 0 0 0
18 Feb 267.50 78.65 0 - 0 0 0
17 Feb 267.35 78.65 0 - 0 0 0
14 Feb 266.25 78.65 0 - 0 0 0
13 Feb 281.80 0 0 - 0 0 0
12 Feb 273.80 0 0 - 0 0 0
11 Feb 284.15 0 0 0.00 0 0 0
10 Feb 297.25 0 0 0.00 0 0 0


For Delhivery Limited - strike price 250 expiring on 24APR2025

Delta for 250 CE is 0.47

Historical price for 250 CE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 6.6, which was -0.9 lower than the previous day. The implied volatity was 41.01, the open interest changed by 206 which increased total open position to 1168


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 7.4, which was -4.15 lower than the previous day. The implied volatity was 50.50, the open interest changed by 81 which increased total open position to 964


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 11.55, which was -14.15 lower than the previous day. The implied volatity was 54.21, the open interest changed by 596 which increased total open position to 901


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 26.05, which was 10.75 higher than the previous day. The implied volatity was 59.98, the open interest changed by -86 which decreased total open position to 322


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 17.5, which was -1.65 lower than the previous day. The implied volatity was 42.64, the open interest changed by 162 which increased total open position to 418


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 19.15, which was 2.1 higher than the previous day. The implied volatity was 40.65, the open interest changed by -21 which decreased total open position to 260


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 17.2, which was -1.25 lower than the previous day. The implied volatity was 46.55, the open interest changed by 10 which increased total open position to 283


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 18.3, which was 3.9 higher than the previous day. The implied volatity was 42.68, the open interest changed by 11 which increased total open position to 267


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 14.3, which was -0.1 lower than the previous day. The implied volatity was 41.80, the open interest changed by 53 which increased total open position to 256


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 15.65, which was 0.4 higher than the previous day. The implied volatity was 43.46, the open interest changed by 67 which increased total open position to 201


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 15.25, which was -2.5 lower than the previous day. The implied volatity was 43.43, the open interest changed by 15 which increased total open position to 134


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 18.5, which was -0.15 lower than the previous day. The implied volatity was 44.47, the open interest changed by 95 which increased total open position to 118


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 18.65, 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 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 18.65, which was 2.6 higher than the previous day. The implied volatity was 26.93, the open interest changed by 2 which increased total open position to 21


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 16.05, which was -4.2 lower than the previous day. The implied volatity was 33.36, the open interest changed by -7 which decreased total open position to 20


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 20, which was 7.35 higher than the previous day. The implied volatity was 38.02, the open interest changed by 4 which increased total open position to 27


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 12.55, which was 3.85 higher than the previous day. The implied volatity was 31.09, the open interest changed by 11 which increased total open position to 22


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 8.5, which was 0.4 higher than the previous day. The implied volatity was 33.56, the open interest changed by -6 which decreased total open position to 10


On 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 8.1, which was -0.8 lower than the previous day. The implied volatity was 31.65, the open interest changed by 14 which increased total open position to 15


On 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 8.9, which was -69.75 lower than the previous day. The implied volatity was 37.14, 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 78.65, 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 7 Mar DELHIVERY was trading at 255.45. The strike last trading price was 78.65, 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 6 Mar DELHIVERY was trading at 260.99. The strike last trading price was 78.65, 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 78.65, 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 3 Mar DELHIVERY was trading at 253.68. The strike last trading price was 78.65, 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 78.65, 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 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 261.10. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 261.90. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 272.90. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 273.35. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 274.95. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 276.00. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 267.50. The strike last trading price was 78.65, 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 Feb DELHIVERY was trading at 267.35. The strike last trading price was 78.65, 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 14 Feb DELHIVERY was trading at 266.25. The strike last trading price was 78.65, 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 13 Feb DELHIVERY was trading at 281.80. 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 -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb DELHIVERY was trading at 284.15. 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


On 10 Feb DELHIVERY was trading at 297.25. 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 250 PE
Delta: -0.52
Vega: 0.19
Theta: -0.30
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 10.1 -4.4 47.95 301 -67 403
9 Apr 243.35 14.15 1.65 55.27 762 -138 472
8 Apr 248.90 12.05 5.8 59.23 4,741 274 607
7 Apr 268.35 5.6 -0.75 60.32 1,864 -42 333
4 Apr 258.80 5.6 1 44.84 747 2 372
3 Apr 263.55 4.5 -2.3 42.02 398 62 371
2 Apr 259.00 6.7 0.4 44.20 420 0 309
1 Apr 260.75 6.4 -2.1 45.59 604 101 309
28 Mar 255.10 9.2 -0.85 43.08 403 39 208
27 Mar 252.92 9.3 -1.1 44.38 184 41 170
26 Mar 254.69 10.25 0.45 45.63 100 6 127
25 Mar 257.20 9.2 0.55 47.18 268 80 121
24 Mar 259.82 8.7 0.35 46.91 24 6 41
21 Mar 263.62 8 -2.65 46.98 37 13 34
20 Mar 257.07 10.6 1.7 48.16 19 5 23
19 Mar 260.96 8.75 -3.9 45.55 25 11 16
18 Mar 251.80 12.65 10.75 47.31 11 5 5
17 Mar 242.40 1.9 0 - 0 0 0
13 Mar 241.76 1.9 0 - 0 0 0
12 Mar 240.29 1.9 0 - 0 0 0
10 Mar 250.82 1.9 0 1.59 0 0 0
7 Mar 255.45 1.9 0 3.07 0 0 0
6 Mar 260.99 1.9 0 4.20 0 0 0
4 Mar 247.19 1.9 0 0.67 0 0 0
3 Mar 253.68 1.9 0 2.23 0 0 0
28 Feb 249.85 1.9 0 1.01 0 0 0
27 Feb 256.05 1.9 0 3.03 0 0 0
26 Feb 261.10 1.9 0 4.41 0 0 0
25 Feb 261.90 1.9 0 4.41 0 0 0
24 Feb 272.90 1.9 0 7.24 0 0 0
21 Feb 273.35 1.9 0 7.48 0 0 0
20 Feb 274.95 1.9 0 7.76 0 0 0
19 Feb 276.00 1.9 0 7.94 0 0 0
18 Feb 267.50 1.9 0 5.80 0 0 0
17 Feb 267.35 0 0 5.93 0 0 0
14 Feb 266.25 0 0 5.72 0 0 0
13 Feb 281.80 0 0 9.11 0 0 0
12 Feb 273.80 0 0 7.05 0 0 0
11 Feb 284.15 0 0 0.00 0 0 0
10 Feb 297.25 0 0 0.00 0 0 0


For Delhivery Limited - strike price 250 expiring on 24APR2025

Delta for 250 PE is -0.52

Historical price for 250 PE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 10.1, which was -4.4 lower than the previous day. The implied volatity was 47.95, the open interest changed by -67 which decreased total open position to 403


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 14.15, which was 1.65 higher than the previous day. The implied volatity was 55.27, the open interest changed by -138 which decreased total open position to 472


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 12.05, which was 5.8 higher than the previous day. The implied volatity was 59.23, the open interest changed by 274 which increased total open position to 607


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 5.6, which was -0.75 lower than the previous day. The implied volatity was 60.32, the open interest changed by -42 which decreased total open position to 333


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 5.6, which was 1 higher than the previous day. The implied volatity was 44.84, the open interest changed by 2 which increased total open position to 372


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 4.5, which was -2.3 lower than the previous day. The implied volatity was 42.02, the open interest changed by 62 which increased total open position to 371


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 6.7, which was 0.4 higher than the previous day. The implied volatity was 44.20, the open interest changed by 0 which decreased total open position to 309


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 6.4, which was -2.1 lower than the previous day. The implied volatity was 45.59, the open interest changed by 101 which increased total open position to 309


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 9.2, which was -0.85 lower than the previous day. The implied volatity was 43.08, the open interest changed by 39 which increased total open position to 208


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 9.3, which was -1.1 lower than the previous day. The implied volatity was 44.38, the open interest changed by 41 which increased total open position to 170


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 10.25, which was 0.45 higher than the previous day. The implied volatity was 45.63, the open interest changed by 6 which increased total open position to 127


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 9.2, which was 0.55 higher than the previous day. The implied volatity was 47.18, the open interest changed by 80 which increased total open position to 121


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 8.7, which was 0.35 higher than the previous day. The implied volatity was 46.91, the open interest changed by 6 which increased total open position to 41


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 8, which was -2.65 lower than the previous day. The implied volatity was 46.98, the open interest changed by 13 which increased total open position to 34


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 10.6, which was 1.7 higher than the previous day. The implied volatity was 48.16, the open interest changed by 5 which increased total open position to 23


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 8.75, which was -3.9 lower than the previous day. The implied volatity was 45.55, the open interest changed by 11 which increased total open position to 16


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 12.65, which was 10.75 higher than the previous day. The implied volatity was 47.31, the open interest changed by 5 which increased total open position to 5


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 1.9, 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 1.9, 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 1.9, 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 1.9, which was 0 lower than the previous day. The implied volatity was 1.59, 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 1.9, which was 0 lower than the previous day. The implied volatity was 3.07, 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 1.9, which was 0 lower than the previous day. The implied volatity was 4.20, 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 1.9, which was 0 lower than the previous day. The implied volatity was 0.67, 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 1.9, which was 0 lower than the previous day. The implied volatity was 2.23, 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 1.9, which was 0 lower than the previous day. The implied volatity was 1.01, 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 1.9, which was 0 lower than the previous day. The implied volatity was 3.03, 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 1.9, which was 0 lower than the previous day. The implied volatity was 4.41, 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 1.9, which was 0 lower than the previous day. The implied volatity was 4.41, 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 1.9, which was 0 lower than the previous day. The implied volatity was 7.24, 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 1.9, which was 0 lower than the previous day. The implied volatity was 7.48, 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 1.9, which was 0 lower than the previous day. The implied volatity was 7.76, 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 1.9, which was 0 lower than the previous day. The implied volatity was 7.94, 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 1.9, which was 0 lower than the previous day. The implied volatity was 5.80, 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 5.93, 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 5.72, the open interest changed by 0 which decreased total open position to 0


On 13 Feb DELHIVERY was trading at 281.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.11, 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 7.05, the open interest changed by 0 which decreased total open position to 0


On 11 Feb DELHIVERY was trading at 284.15. 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


On 10 Feb DELHIVERY was trading at 297.25. 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