DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 265 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 | 19.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Apr | 300.70 | 19.7 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 23 Apr | 302.80 | 19.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 294.00 | 19.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Apr | 292.00 | 19.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 281.05 | 19.7 | 6.15 | 16.73 | 2 | 1 | 1 | |||
| 16 Apr | 263.05 | 13.55 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 258.60 | 13.55 | 0 | 1.43 | 0 | 0 | 0 | |||
| 11 Apr | 246.95 | 13.55 | 0 | 4.75 | 0 | 0 | 0 | |||
| 9 Apr | 243.35 | 13.55 | 0 | 5.66 | 0 | 0 | 0 | |||
| 8 Apr | 248.90 | 13.55 | 0 | 3.76 | 0 | 0 | 0 | |||
| 7 Apr | 268.35 | 13.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 258.80 | 13.55 | 0 | 0.45 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 13.55 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 13.55 | 0 | 0.82 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 13.55 | 0 | 0.14 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 265 expiring on 29MAY2025
Delta for 265 CE is 0.00
Historical price for 265 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 19.7, which was 6.15 higher than the previous day. The implied volatity was 16.73, the open interest changed by 1 which increased total open position to 1
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 13.55, 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 13.55, which was 0 lower than the previous day. The implied volatity was 1.43, 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 13.55, which was 0 lower than the previous day. The implied volatity was 4.75, 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 13.55, which was 0 lower than the previous day. The implied volatity was 5.66, 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 13.55, 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 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 13.55, 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 13.55, which was 0 lower than the previous day. The implied volatity was 0.45, 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 13.55, 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 13.55, which was 0 lower than the previous day. The implied volatity was 0.82, 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 13.55, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 29MAY2025 265 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.23
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 4.2 | -0.7 | 49.98 | 4 | 0 | 5 |
| 24 Apr | 300.70 | 4.9 | 0 | 0.00 | 0 | 1 | 0 |
| 23 Apr | 302.80 | 4.9 | -2.5 | 51.09 | 1 | 0 | 4 |
| 22 Apr | 294.00 | 7.4 | -4 | 54.87 | 6 | 2 | 4 |
| 21 Apr | 292.00 | 11.4 | 0 | 0.00 | 0 | 2 | 0 |
| 17 Apr | 281.05 | 11.4 | -10.95 | 52.90 | 2 | 0 | 0 |
| 16 Apr | 263.05 | 22.35 | 0 | 0.52 | 0 | 0 | 0 |
| 15 Apr | 258.60 | 22.35 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 246.95 | 22.35 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 22.35 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 248.90 | 22.35 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 268.35 | 22.35 | 0 | 2.48 | 0 | 0 | 0 |
| 4 Apr | 258.80 | 22.35 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 263.55 | 22.35 | 0 | 0.91 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 22.35 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 260.75 | 22.35 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 265 expiring on 29MAY2025
Delta for 265 PE is -0.16
Historical price for 265 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 4.2, which was -0.7 lower than the previous day. The implied volatity was 49.98, the open interest changed by 0 which decreased total open position to 5
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 4.9, 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 4.9, which was -2.5 lower than the previous day. The implied volatity was 51.09, the open interest changed by 0 which decreased total open position to 4
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 7.4, which was -4 lower than the previous day. The implied volatity was 54.87, the open interest changed by 2 which increased total open position to 4
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 11.4, which was -10.95 lower than the previous day. The implied volatity was 52.90, 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 22.35, which was 0 lower than the previous day. The implied volatity was 0.52, 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 22.35, 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 22.35, 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 22.35, 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 22.35, 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 22.35, which was 0 lower than the previous day. The implied volatity was 2.48, 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 22.35, 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 22.35, which was 0 lower than the previous day. The implied volatity was 0.91, 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 22.35, 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 22.35, 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
