DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Apr | 300.70 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Apr | 302.80 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 294.00 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Apr | 292.00 | 39.8 | 9.8 | 24.24 | 2 | 0 | 2 | |||
| 17 Apr | 281.05 | 30 | 11.3 | 25.37 | 5 | 0 | 7 | |||
| 16 Apr | 263.05 | 18.7 | 3.65 | 35.32 | 7 | 1 | 2 | |||
| 15 Apr | 258.60 | 15.05 | -2.75 | 33.19 | 1 | 0 | 0 | |||
| 11 Apr | 246.95 | 17.8 | 0 | 1.79 | 0 | 0 | 0 | |||
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| 9 Apr | 243.35 | 17.8 | 0 | 2.69 | 0 | 0 | 0 | |||
| 8 Apr | 248.90 | 17.8 | 0 | 0.74 | 0 | 0 | 0 | |||
| 7 Apr | 268.35 | 17.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 258.80 | 17.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 17.8 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 17.8 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 17.8 | 0 | - | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 255 expiring on 29MAY2025
Delta for 255 CE is 0.00
Historical price for 255 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 39.8, 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 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 39.8, 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 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 39.8, 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 39.8, 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 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 39.8, which was 9.8 higher than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 2
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 30, which was 11.3 higher than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 7
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 18.7, which was 3.65 higher than the previous day. The implied volatity was 35.32, the open interest changed by 1 which increased total open position to 2
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 15.05, which was -2.75 lower than the previous day. The implied volatity was 33.19, 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 17.8, which was 0 lower than the previous day. The implied volatity was 1.79, 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 17.8, which was 0 lower than the previous day. The implied volatity was 2.69, 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 17.8, which was 0 lower than the previous day. The implied volatity was 0.74, 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 17.8, 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 17.8, 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 17.8, 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 17.8, 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 17.8, 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 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.18
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 2.95 | 0.45 | 52.38 | 14 | 10 | 12 |
| 24 Apr | 300.70 | 2.5 | 0 | 0.00 | 0 | 1 | 0 |
| 23 Apr | 302.80 | 2.5 | -1.55 | 48.02 | 2 | 1 | 2 |
| 22 Apr | 294.00 | 4.05 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Apr | 292.00 | 4.05 | -12.65 | 48.53 | 1 | 0 | 0 |
| 17 Apr | 281.05 | 16.7 | 0 | 8.86 | 0 | 0 | 0 |
| 16 Apr | 263.05 | 16.7 | 0 | 3.76 | 0 | 0 | 0 |
| 15 Apr | 258.60 | 16.7 | 0 | 2.33 | 0 | 0 | 0 |
| 11 Apr | 246.95 | 16.7 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 16.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 248.90 | 16.7 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 268.35 | 16.7 | 0 | 5.42 | 0 | 0 | 0 |
| 4 Apr | 258.80 | 16.7 | 0 | 3.01 | 0 | 0 | 0 |
| 3 Apr | 263.55 | 16.7 | 0 | 3.72 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 16.7 | 0 | 2.26 | 0 | 0 | 0 |
| 1 Apr | 260.75 | 16.7 | 0 | 2.85 | 0 | 0 | 0 |
For Delhivery Limited - strike price 255 expiring on 29MAY2025
Delta for 255 PE is -0.12
Historical price for 255 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was 52.38, the open interest changed by 10 which increased total open position to 12
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 2.5, 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 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 2.5, which was -1.55 lower than the previous day. The implied volatity was 48.02, the open interest changed by 1 which increased total open position to 2
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 4.05, 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 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 4.05, which was -12.65 lower than the previous day. The implied volatity was 48.53, 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 16.7, which was 0 lower than the previous day. The implied volatity was 8.86, 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 16.7, which was 0 lower than the previous day. The implied volatity was 3.76, 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 16.7, 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
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 16.7, 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 16.7, 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 16.7, 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 16.7, which was 0 lower than the previous day. The implied volatity was 5.42, 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 16.7, which was 0 lower than the previous day. The implied volatity was 3.01, 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 16.7, which was 0 lower than the previous day. The implied volatity was 3.72, 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 16.7, which was 0 lower than the previous day. The implied volatity was 2.26, 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 16.7, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
