DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 51 | -2.95 | - | 5 | 1 | 26 | |||
| 24 Apr | 300.70 | 53.95 | -2.05 | 42.81 | 4 | -1 | 25 | |||
| 23 Apr | 302.80 | 56 | 12.45 | 52.22 | 3 | 1 | 25 | |||
| 22 Apr | 294.00 | 43.55 | 0 | 0.00 | 0 | -2 | 0 | |||
| 21 Apr | 292.00 | 43.55 | 10.1 | - | 12 | -1 | 25 | |||
| 17 Apr | 281.05 | 33.45 | 11.45 | 17.44 | 10 | -1 | 26 | |||
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| 16 Apr | 263.05 | 22 | 2.4 | 35.68 | 12 | 1 | 26 | |||
| 15 Apr | 258.60 | 19.4 | 3.55 | 37.61 | 42 | 2 | 27 | |||
| 11 Apr | 246.95 | 15.75 | 0.25 | 43.92 | 25 | 20 | 25 | |||
| 9 Apr | 243.35 | 15.5 | -4.15 | 47.41 | 6 | 2 | 5 | |||
| 8 Apr | 248.90 | 19 | -7.25 | 47.39 | 3 | 2 | 2 | |||
| 7 Apr | 268.35 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 258.80 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 26.25 | 0 | 0.68 | 0 | 0 | 0 | |||
| 12 Mar | 240.29 | 26.25 | 0 | 1.31 | 0 | 0 | 0 | |||
| 11 Mar | 248.38 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 26.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 26.25 | 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 250 expiring on 29MAY2025
Delta for 250 CE is -
Historical price for 250 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 51, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 53.95, which was -2.05 lower than the previous day. The implied volatity was 42.81, the open interest changed by -1 which decreased total open position to 25
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 56, which was 12.45 higher than the previous day. The implied volatity was 52.22, the open interest changed by 1 which increased total open position to 25
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 43.55, which was 10.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 25
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 33.45, which was 11.45 higher than the previous day. The implied volatity was 17.44, the open interest changed by -1 which decreased total open position to 26
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 22, which was 2.4 higher than the previous day. The implied volatity was 35.68, the open interest changed by 1 which increased total open position to 26
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 19.4, which was 3.55 higher than the previous day. The implied volatity was 37.61, the open interest changed by 2 which increased total open position to 27
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 15.75, which was 0.25 higher than the previous day. The implied volatity was 43.92, the open interest changed by 20 which increased total open position to 25
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 15.5, which was -4.15 lower than the previous day. The implied volatity was 47.41, the open interest changed by 2 which increased total open position to 5
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 19, which was -7.25 lower than the previous day. The implied volatity was 47.39, the open interest changed by 2 which increased total open position to 2
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 26.25, which was 0 lower than the previous day. The implied volatity was 0.68, 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 26.25, which was 0 lower than the previous day. The implied volatity was 1.31, 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 26.25, 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 26.25, 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 26.25, 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 26.25, 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 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.15
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 2.25 | 0.05 | 51.88 | 194 | -10 | 149 |
| 24 Apr | 300.70 | 2.25 | 0.05 | 50.71 | 95 | 43 | 158 |
| 23 Apr | 302.80 | 2.2 | -1.95 | 50.09 | 83 | 14 | 115 |
| 22 Apr | 294.00 | 4.25 | -0.15 | 56.22 | 200 | 50 | 99 |
| 21 Apr | 292.00 | 4.6 | -1.05 | 55.42 | 51 | 7 | 49 |
| 17 Apr | 281.05 | 6.45 | -2.5 | 52.10 | 67 | 24 | 43 |
| 16 Apr | 263.05 | 8.95 | -1.95 | 44.85 | 23 | 7 | 18 |
| 15 Apr | 258.60 | 10.9 | -10 | 45.26 | 9 | 8 | 10 |
| 11 Apr | 246.95 | 20.9 | 0.95 | 58.88 | 2 | 1 | 2 |
| 9 Apr | 243.35 | 19.95 | 0 | 0.00 | 0 | 1 | 0 |
| 8 Apr | 248.90 | 19.95 | 4.2 | 57.92 | 1 | 0 | 0 |
| 7 Apr | 268.35 | 15.75 | 0 | 6.83 | 0 | 0 | 0 |
| 4 Apr | 258.80 | 15.75 | 0 | 4.49 | 0 | 0 | 0 |
| 3 Apr | 263.55 | 15.75 | 0 | 5.03 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 15.75 | 0 | 3.74 | 0 | 0 | 0 |
| 1 Apr | 260.75 | 15.75 | 0 | 4.30 | 0 | 0 | 0 |
| 25 Mar | 257.20 | 15.75 | 0 | 3.33 | 0 | 0 | 0 |
| 24 Mar | 259.82 | 0 | 0 | 4.10 | 0 | 0 | 0 |
| 21 Mar | 263.62 | 0 | 0 | 4.73 | 0 | 0 | 0 |
| 20 Mar | 257.07 | 0 | 0 | 3.42 | 0 | 0 | 0 |
| 19 Mar | 260.96 | 0 | 0 | 4.05 | 0 | 0 | 0 |
| 18 Mar | 251.80 | 0 | 0 | 1.96 | 0 | 0 | 0 |
| 17 Mar | 242.40 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 240.29 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 248.38 | 0 | 0 | 1.47 | 0 | 0 | 0 |
| 10 Mar | 250.82 | 0 | 0 | 1.82 | 0 | 0 | 0 |
| 7 Mar | 255.45 | 0 | 0 | 3.02 | 0 | 0 | 0 |
| 6 Mar | 260.99 | 0 | 0 | 4.31 | 0 | 0 | 0 |
| 5 Mar | 255.72 | 0 | 0 | 2.92 | 0 | 0 | 0 |
| 4 Mar | 247.19 | 0 | 0 | 0.94 | 0 | 0 | 0 |
| 3 Mar | 253.68 | 0 | 0 | 2.33 | 0 | 0 | 0 |
For Delhivery Limited - strike price 250 expiring on 29MAY2025
Delta for 250 PE is -0.09
Historical price for 250 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 51.88, the open interest changed by -10 which decreased total open position to 149
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 50.71, the open interest changed by 43 which increased total open position to 158
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 2.2, which was -1.95 lower than the previous day. The implied volatity was 50.09, the open interest changed by 14 which increased total open position to 115
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 56.22, the open interest changed by 50 which increased total open position to 99
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 4.6, which was -1.05 lower than the previous day. The implied volatity was 55.42, the open interest changed by 7 which increased total open position to 49
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 6.45, which was -2.5 lower than the previous day. The implied volatity was 52.10, the open interest changed by 24 which increased total open position to 43
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 8.95, which was -1.95 lower than the previous day. The implied volatity was 44.85, the open interest changed by 7 which increased total open position to 18
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 10.9, which was -10 lower than the previous day. The implied volatity was 45.26, the open interest changed by 8 which increased total open position to 10
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 20.9, which was 0.95 higher than the previous day. The implied volatity was 58.88, the open interest changed by 1 which increased total open position to 2
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 19.95, 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 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 19.95, which was 4.2 higher than the previous day. The implied volatity was 57.92, 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 15.75, which was 0 lower than the previous day. The implied volatity was 6.83, 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 15.75, 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 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 5.03, 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 15.75, which was 0 lower than the previous day. The implied volatity was 3.74, 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 15.75, which was 0 lower than the previous day. The implied volatity was 4.30, 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 15.75, which was 0 lower than the previous day. The implied volatity was 3.33, 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 0, which was 0 lower than the previous day. The implied volatity was 4.10, 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 0, which was 0 lower than the previous day. The implied volatity was 4.73, 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 0, which was 0 lower than the previous day. The implied volatity was 3.42, 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 0, which was 0 lower than the previous day. The implied volatity was 4.05, 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 0, which was 0 lower than the previous day. The implied volatity was 1.96, 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 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 Mar DELHIVERY was trading at 240.29. 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 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 1.47, 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 1.82, 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 3.02, 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 4.31, 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 2.92, 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 0.94, 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 2.33, the open interest changed by 0 which decreased total open position to 0
