`
Related Pages for DELHIVERY
[--[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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 24APR2025 260 CE
Delta: 0.29
Vega: 0.16
Theta: -0.28
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 3.45 -0.95 42.69 1,689 11 1,643
9 Apr 243.35 4.2 -3.2 50.32 2,276 25 1,649
8 Apr 248.90 7.45 -11.15 54.45 5,070 693 1,628
7 Apr 268.35 18.9 8.65 56.96 6,252 -403 1,050
4 Apr 258.80 11.4 -1.15 41.83 2,887 229 1,438
3 Apr 263.55 12.85 1.45 40.70 1,346 -154 1,211
2 Apr 259.00 11.6 -1.1 45.83 1,558 270 1,365
1 Apr 260.75 12.6 2.85 43.22 2,236 177 1,096
28 Mar 255.10 9.65 -0.5 42.37 1,675 79 919
27 Mar 252.92 10.6 0.4 45.44 559 238 829
26 Mar 254.69 10 -2.35 41.86 398 87 591
25 Mar 257.20 13 -0.85 43.88 489 134 509
24 Mar 259.82 13.8 -2.2 42.58 321 164 376
21 Mar 263.62 15.75 3.9 39.43 370 175 214
20 Mar 257.07 11.65 -2.9 36.75 28 10 38
19 Mar 260.96 14.25 6.65 38.18 55 14 28
18 Mar 251.80 7.6 1.7 30.49 38 -2 14
17 Mar 242.40 5.9 0.15 36.40 15 2 16
13 Mar 241.76 5.75 0.15 34.77 18 2 15
12 Mar 240.29 5.7 0.7 37.05 32 12 13
11 Mar 248.38 5 -4.45 23.67 3 1 2
10 Mar 250.82 9.45 -60.45 34.13 1 0 0
7 Mar 255.45 69.9 0 0.29 0 0 0
6 Mar 260.99 69.9 0 - 0 0 0
4 Mar 247.19 69.9 0 2.73 0 0 0
3 Mar 253.68 69.9 0 1.30 0 0 0
28 Feb 249.85 69.9 0 2.20 0 0 0
27 Feb 256.05 69.9 0 0.20 0 0 0
26 Feb 261.10 69.9 0 - 0 0 0
25 Feb 261.90 69.9 0 - 0 0 0
24 Feb 272.90 69.9 0 - 0 0 0
21 Feb 273.35 69.9 0 - 0 0 0
20 Feb 274.95 69.9 0 - 0 0 0
19 Feb 276.00 69.9 0 - 0 0 0
18 Feb 267.50 69.9 0 - 0 0 0
17 Feb 267.35 69.9 0 - 0 0 0
14 Feb 266.25 69.9 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 0 0
10 Feb 297.25 0 0 - 0 0 0

For Delhivery Limited - strike price 260 expiring on 24APR2025

Delta for 260 CE is 0.29

Historical price for 260 CE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 42.69, the open interest changed by 11 which increased total open position to 1643


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 4.2, which was -3.2 lower than the previous day. The implied volatity was 50.32, the open interest changed by 25 which increased total open position to 1649


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 7.45, which was -11.15 lower than the previous day. The implied volatity was 54.45, the open interest changed by 693 which increased total open position to 1628


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 18.9, which was 8.65 higher than the previous day. The implied volatity was 56.96, the open interest changed by -403 which decreased total open position to 1050


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 11.4, which was -1.15 lower than the previous day. The implied volatity was 41.83, the open interest changed by 229 which increased total open position to 1438


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 12.85, which was 1.45 higher than the previous day. The implied volatity was 40.70, the open interest changed by -154 which decreased total open position to 1211


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 11.6, which was -1.1 lower than the previous day. The implied volatity was 45.83, the open interest changed by 270 which increased total open position to 1365


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 12.6, which was 2.85 higher than the previous day. The implied volatity was 43.22, the open interest changed by 177 which increased total open position to 1096


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 9.65, which was -0.5 lower than the previous day. The implied volatity was 42.37, the open interest changed by 79 which increased total open position to 919


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 10.6, which was 0.4 higher than the previous day. The implied volatity was 45.44, the open interest changed by 238 which increased total open position to 829


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 10, which was -2.35 lower than the previous day. The implied volatity was 41.86, the open interest changed by 87 which increased total open position to 591


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 13, which was -0.85 lower than the previous day. The implied volatity was 43.88, the open interest changed by 134 which increased total open position to 509


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 13.8, which was -2.2 lower than the previous day. The implied volatity was 42.58, the open interest changed by 164 which increased total open position to 376


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 15.75, which was 3.9 higher than the previous day. The implied volatity was 39.43, the open interest changed by 175 which increased total open position to 214


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 11.65, which was -2.9 lower than the previous day. The implied volatity was 36.75, the open interest changed by 10 which increased total open position to 38


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 14.25, which was 6.65 higher than the previous day. The implied volatity was 38.18, the open interest changed by 14 which increased total open position to 28


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 7.6, which was 1.7 higher than the previous day. The implied volatity was 30.49, the open interest changed by -2 which decreased total open position to 14


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 5.9, which was 0.15 higher than the previous day. The implied volatity was 36.40, the open interest changed by 2 which increased total open position to 16


On 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 5.75, which was 0.15 higher than the previous day. The implied volatity was 34.77, the open interest changed by 2 which increased total open position to 15


On 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 5.7, which was 0.7 higher than the previous day. The implied volatity was 37.05, the open interest changed by 12 which increased total open position to 13


On 11 Mar DELHIVERY was trading at 248.38. The strike last trading price was 5, which was -4.45 lower than the previous day. The implied volatity was 23.67, the open interest changed by 1 which increased total open position to 2


On 10 Mar DELHIVERY was trading at 250.82. The strike last trading price was 9.45, which was -60.45 lower than the previous day. The implied volatity was 34.13, 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 69.9, which was 0 lower than the previous day. The implied volatity was 0.29, 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 69.9, 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 4 Mar DELHIVERY was trading at 247.19. The strike last trading price was 69.9, which was 0 lower than the previous day. The implied volatity was 2.73, 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 69.9, which was 0 lower than the previous day. The implied volatity was 1.30, 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 69.9, which was 0 lower than the previous day. The implied volatity was 2.20, 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 69.9, which was 0 lower than the previous day. The implied volatity was 0.20, 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 69.9, 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 25 Feb DELHIVERY was trading at 261.90. The strike last trading price was 69.9, 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 24 Feb DELHIVERY was trading at 272.90. The strike last trading price was 69.9, 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 21 Feb DELHIVERY was trading at 273.35. The strike last trading price was 69.9, 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 20 Feb DELHIVERY was trading at 274.95. The strike last trading price was 69.9, 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 19 Feb DELHIVERY was trading at 276.00. The strike last trading price was 69.9, 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 18 Feb DELHIVERY was trading at 267.50. The strike last trading price was 69.9, 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 17 Feb DELHIVERY was trading at 267.35. The strike last trading price was 69.9, 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 14 Feb DELHIVERY was trading at 266.25. The strike last trading price was 69.9, 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 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 24APR2025 260 PE
Delta: -0.68
Vega: 0.17
Theta: -0.27
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 16.9 -4.5 50.48 188 -32 487
9 Apr 243.35 21.05 2.75 56.56 731 -114 658
8 Apr 248.90 17.95 8.6 59.84 2,670 78 770
7 Apr 268.35 8.65 -1.95 58.40 2,568 256 705
4 Apr 258.80 9.6 1.45 44.40 696 -69 436
3 Apr 263.55 8 -3.15 41.27 516 28 506
2 Apr 259.00 10.95 0.45 43.30 315 13 479
1 Apr 260.75 10.7 -2.95 46.06 728 46 465
28 Mar 255.10 14.15 -0.05 42.43 636 123 419
27 Mar 252.92 14.15 -0.9 41.20 165 92 289
26 Mar 254.69 14.95 0.85 44.10 108 27 199
25 Mar 257.20 13.7 0.7 46.69 267 108 173
24 Mar 259.82 13.05 0.8 46.58 83 33 63
21 Mar 263.62 12.55 -1.5 48.51 30 13 20
20 Mar 257.07 14.05 0.05 44.10 2 0 5
19 Mar 260.96 14 -4.2 48.42 5 2 4
18 Mar 251.80 18.2 -0.05 48.27 1 0 1
17 Mar 242.40 18.25 15.25 29.00 1 0 0
13 Mar 241.76 3 0 - 0 0 0
12 Mar 240.29 3 0 - 0 0 0
11 Mar 248.38 3 0 - 0 0 0
10 Mar 250.82 3 0 - 0 0 0
7 Mar 255.45 3 0 - 0 0 0
6 Mar 260.99 3 0 1.11 0 0 0
4 Mar 247.19 3 0 - 0 0 0
3 Mar 253.68 3 0 - 0 0 0
28 Feb 249.85 3 0 - 0 0 0
27 Feb 256.05 3 0 0.08 0 0 0
26 Feb 261.10 3 0 3.61 0 0 0
25 Feb 261.90 3 0 3.61 0 0 0
24 Feb 272.90 3 0 4.90 0 0 0
21 Feb 273.35 3 0 5.36 0 0 0
20 Feb 274.95 3 0 5.27 0 0 0
19 Feb 276.00 3 0 4.32 0 0 0
18 Feb 267.50 3 0 2.82 0 0 0
17 Feb 267.35 0 0 3.33 0 0 0
14 Feb 266.25 0 0 3.16 0 0 0
13 Feb 281.80 0 0 6.85 0 0 0
12 Feb 273.80 0 0 4.63 0 0 0
11 Feb 284.15 0 0 7.16 0 0 0
10 Feb 297.25 0 0 9.65 0 0 0

For Delhivery Limited - strike price 260 expiring on 24APR2025

Delta for 260 PE is -0.68

Historical price for 260 PE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 16.9, which was -4.5 lower than the previous day. The implied volatity was 50.48, the open interest changed by -32 which decreased total open position to 487


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 21.05, which was 2.75 higher than the previous day. The implied volatity was 56.56, the open interest changed by -114 which decreased total open position to 658


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 17.95, which was 8.6 higher than the previous day. The implied volatity was 59.84, the open interest changed by 78 which increased total open position to 770


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 8.65, which was -1.95 lower than the previous day. The implied volatity was 58.40, the open interest changed by 256 which increased total open position to 705


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 9.6, which was 1.45 higher than the previous day. The implied volatity was 44.40, the open interest changed by -69 which decreased total open position to 436


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 8, which was -3.15 lower than the previous day. The implied volatity was 41.27, the open interest changed by 28 which increased total open position to 506


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 10.95, which was 0.45 higher than the previous day. The implied volatity was 43.30, the open interest changed by 13 which increased total open position to 479


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 10.7, which was -2.95 lower than the previous day. The implied volatity was 46.06, the open interest changed by 46 which increased total open position to 465


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 14.15, which was -0.05 lower than the previous day. The implied volatity was 42.43, the open interest changed by 123 which increased total open position to 419


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 14.15, which was -0.9 lower than the previous day. The implied volatity was 41.20, the open interest changed by 92 which increased total open position to 289


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 14.95, which was 0.85 higher than the previous day. The implied volatity was 44.10, the open interest changed by 27 which increased total open position to 199


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 13.7, which was 0.7 higher than the previous day. The implied volatity was 46.69, the open interest changed by 108 which increased total open position to 173


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 13.05, which was 0.8 higher than the previous day. The implied volatity was 46.58, the open interest changed by 33 which increased total open position to 63


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 12.55, which was -1.5 lower than the previous day. The implied volatity was 48.51, the open interest changed by 13 which increased total open position to 20


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 14.05, which was 0.05 higher than the previous day. The implied volatity was 44.10, the open interest changed by 0 which decreased total open position to 5


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 14, which was -4.2 lower than the previous day. The implied volatity was 48.42, the open interest changed by 2 which increased total open position to 4


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 18.2, which was -0.05 lower than the previous day. The implied volatity was 48.27, the open interest changed by 0 which decreased total open position to 1


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 18.25, which was 15.25 higher than the previous day. The implied volatity was 29.00, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, which was 0 lower than the previous day. The implied volatity was 1.11, 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 3, 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 3, 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 3, 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 3, which was 0 lower than the previous day. The implied volatity was 0.08, 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 3, which was 0 lower than the previous day. The implied volatity was 3.61, 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 3, which was 0 lower than the previous day. The implied volatity was 3.61, 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 3, which was 0 lower than the previous day. The implied volatity was 4.90, 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 3, which was 0 lower than the previous day. The implied volatity was 5.36, 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 3, which was 0 lower than the previous day. The implied volatity was 5.27, 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 3, which was 0 lower than the previous day. The implied volatity was 4.32, 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 3, which was 0 lower than the previous day. The implied volatity was 2.82, 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 3.33, 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 3.16, 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 6.85, 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 4.63, 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 7.16, 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 9.65, the open interest changed by 0 which decreased total open position to 0