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

246.95 3.60 (1.48%)

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Historical option data for DELHIVERY

11 Apr 2025 04:13 PM IST
DELHIVERY 24APR2025 270 CE
Delta: 0.17
Vega: 0.12
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 1.8 -0.7 45.14 1,402 13 1,605
9 Apr 243.35 2.45 -2.25 52.04 1,962 -58 1,595
8 Apr 248.90 4.7 -8.8 55.38 4,785 694 1,640
7 Apr 268.35 13.75 7.8 58.08 6,701 176 934
4 Apr 258.80 6.8 -1.1 40.95 1,426 77 750
3 Apr 263.55 7.85 0.45 39.83 935 -34 681
2 Apr 259.00 7.4 -1 45.38 598 41 717
1 Apr 260.75 8.5 2.25 44.53 1,513 274 680
28 Mar 255.10 5.95 -0.1 41.66 1,001 167 406
27 Mar 252.92 6.55 -0.3 41.70 203 -29 238
26 Mar 254.69 6.6 -1.5 42.46 44 4 267
25 Mar 257.20 9 -0.6 44.36 295 61 265
24 Mar 259.82 9.55 -1 42.92 214 20 204
21 Mar 263.62 10.5 2.45 38.19 484 152 188
20 Mar 257.07 8 -1.85 38.12 42 21 37
19 Mar 260.96 10.5 -51.1 40.63 82 15 15
18 Mar 251.80 61.6 0 5.32 0 0 0
17 Mar 242.40 61.6 0 8.37 0 0 0
13 Mar 241.76 61.6 0 8.21 0 0 0
12 Mar 240.29 61.6 0 8.89 0 0 0
10 Mar 250.82 61.6 0 5.13 0 0 0
7 Mar 255.45 61.6 0 3.39 0 0 0
6 Mar 260.99 61.6 0 2.17 0 0 0
4 Mar 247.19 61.6 0 5.57 0 0 0
3 Mar 253.68 61.6 0 4.16 0 0 0
28 Feb 249.85 61.6 0 5.03 0 0 0
27 Feb 256.05 61.6 0 3.07 0 0 0
26 Feb 261.10 61.6 0 1.51 0 0 0
25 Feb 261.90 61.6 0 1.51 0 0 0
24 Feb 272.90 61.6 0 - 0 0 0
21 Feb 273.35 61.6 0 - 0 0 0
20 Feb 274.95 61.6 0 - 0 0 0
19 Feb 276.00 61.6 0 - 0 0 0
18 Feb 267.50 61.6 0 - 0 0 0
17 Feb 267.35 61.6 0 - 0 0 0
14 Feb 266.25 61.6 0 - 0 0 0
13 Feb 281.80 61.6 0 - 0 0 0
12 Feb 273.80 61.6 0 - 0 0 0
11 Feb 284.15 0 0 - 0 0 0
10 Feb 297.25 0 0 - 0 0 0
7 Feb 315.10 0 0 0.00 0 0 0


For Delhivery Limited - strike price 270 expiring on 24APR2025

Delta for 270 CE is 0.17

Historical price for 270 CE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 45.14, the open interest changed by 13 which increased total open position to 1605


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 2.45, which was -2.25 lower than the previous day. The implied volatity was 52.04, the open interest changed by -58 which decreased total open position to 1595


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 4.7, which was -8.8 lower than the previous day. The implied volatity was 55.38, the open interest changed by 694 which increased total open position to 1640


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 13.75, which was 7.8 higher than the previous day. The implied volatity was 58.08, the open interest changed by 176 which increased total open position to 934


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 6.8, which was -1.1 lower than the previous day. The implied volatity was 40.95, the open interest changed by 77 which increased total open position to 750


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 7.85, which was 0.45 higher than the previous day. The implied volatity was 39.83, the open interest changed by -34 which decreased total open position to 681


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 7.4, which was -1 lower than the previous day. The implied volatity was 45.38, the open interest changed by 41 which increased total open position to 717


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 8.5, which was 2.25 higher than the previous day. The implied volatity was 44.53, the open interest changed by 274 which increased total open position to 680


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 5.95, which was -0.1 lower than the previous day. The implied volatity was 41.66, the open interest changed by 167 which increased total open position to 406


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 6.55, which was -0.3 lower than the previous day. The implied volatity was 41.70, the open interest changed by -29 which decreased total open position to 238


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 6.6, which was -1.5 lower than the previous day. The implied volatity was 42.46, the open interest changed by 4 which increased total open position to 267


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 9, which was -0.6 lower than the previous day. The implied volatity was 44.36, the open interest changed by 61 which increased total open position to 265


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 9.55, which was -1 lower than the previous day. The implied volatity was 42.92, the open interest changed by 20 which increased total open position to 204


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 10.5, which was 2.45 higher than the previous day. The implied volatity was 38.19, the open interest changed by 152 which increased total open position to 188


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 8, which was -1.85 lower than the previous day. The implied volatity was 38.12, the open interest changed by 21 which increased total open position to 37


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 10.5, which was -51.1 lower than the previous day. The implied volatity was 40.63, the open interest changed by 15 which increased total open position to 15


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 61.6, which was 0 lower than the previous day. The implied volatity was 5.32, 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 61.6, which was 0 lower than the previous day. The implied volatity was 8.37, 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 61.6, which was 0 lower than the previous day. The implied volatity was 8.21, 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 61.6, which was 0 lower than the previous day. The implied volatity was 8.89, 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 61.6, which was 0 lower than the previous day. The implied volatity was 5.13, 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 61.6, which was 0 lower than the previous day. The implied volatity was 3.39, 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 61.6, which was 0 lower than the previous day. The implied volatity was 2.17, 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 61.6, which was 0 lower than the previous day. The implied volatity was 5.57, 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 61.6, which was 0 lower than the previous day. The implied volatity was 4.16, 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 61.6, 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 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 61.6, 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 26 Feb DELHIVERY was trading at 261.10. The strike last trading price was 61.6, which was 0 lower than the previous day. The implied volatity was 1.51, 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 61.6, which was 0 lower than the previous day. The implied volatity was 1.51, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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


On 7 Feb DELHIVERY was trading at 315.10. 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 270 PE
Delta: -0.78
Vega: 0.14
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 25.15 -4.3 54.63 9 -6 206
9 Apr 243.35 29.65 3.95 62.35 51 -17 214
8 Apr 248.90 25.5 11.5 63.33 804 -3 230
7 Apr 268.35 13.25 -3.85 58.54 825 53 224
4 Apr 258.80 15.3 2.05 45.06 76 6 168
3 Apr 263.55 13.25 -3.6 41.63 96 34 162
2 Apr 259.00 16.75 0.65 43.00 53 8 126
1 Apr 260.75 16.5 -4.1 47.23 170 84 117
28 Mar 255.10 20.6 0.15 42.61 40 11 33
27 Mar 252.92 20.2 -1.05 43.24 35 10 22
26 Mar 254.69 21.25 0 0.00 0 -1 0
25 Mar 257.20 21.25 2.55 52.86 4 -1 12
24 Mar 259.82 18.65 -1.35 46.73 20 9 12
21 Mar 263.62 20 0 0.00 0 3 0
20 Mar 257.07 20 15.5 44.67 3 2 2
19 Mar 260.96 4.5 0 - 0 0 0
18 Mar 251.80 4.5 0 - 0 0 0
17 Mar 242.40 4.5 0 - 0 0 0
13 Mar 241.76 4.5 0 - 0 0 0
12 Mar 240.29 4.5 0 - 0 0 0
10 Mar 250.82 4.5 0 - 0 0 0
7 Mar 255.45 4.5 0 - 0 0 0
6 Mar 260.99 4.5 0 - 0 0 0
4 Mar 247.19 4.5 0 - 0 0 0
3 Mar 253.68 4.5 0 - 0 0 0
28 Feb 249.85 4.5 0 - 0 0 0
27 Feb 256.05 4.5 0 - 0 0 0
26 Feb 261.10 4.5 0 - 0 0 0
25 Feb 261.90 4.5 0 - 0 0 0
24 Feb 272.90 4.5 0 2.02 0 0 0
21 Feb 273.35 4.5 0 1.99 0 0 0
20 Feb 274.95 4.5 0 2.63 0 0 0
19 Feb 276.00 4.5 0 2.88 0 0 0
18 Feb 267.50 0 0 0.59 0 0 0
17 Feb 267.35 0 0 0.71 0 0 0
14 Feb 266.25 0 0 0.58 0 0 0
13 Feb 281.80 0 0 4.46 0 0 0
12 Feb 273.80 0 0 2.13 0 0 0
11 Feb 284.15 0 0 4.85 0 0 0
10 Feb 297.25 0 0 7.57 0 0 0
7 Feb 315.10 0 0 0.00 0 0 0


For Delhivery Limited - strike price 270 expiring on 24APR2025

Delta for 270 PE is -0.78

Historical price for 270 PE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 25.15, which was -4.3 lower than the previous day. The implied volatity was 54.63, the open interest changed by -6 which decreased total open position to 206


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 29.65, which was 3.95 higher than the previous day. The implied volatity was 62.35, the open interest changed by -17 which decreased total open position to 214


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 25.5, which was 11.5 higher than the previous day. The implied volatity was 63.33, the open interest changed by -3 which decreased total open position to 230


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 13.25, which was -3.85 lower than the previous day. The implied volatity was 58.54, the open interest changed by 53 which increased total open position to 224


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 15.3, which was 2.05 higher than the previous day. The implied volatity was 45.06, the open interest changed by 6 which increased total open position to 168


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 13.25, which was -3.6 lower than the previous day. The implied volatity was 41.63, the open interest changed by 34 which increased total open position to 162


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 16.75, which was 0.65 higher than the previous day. The implied volatity was 43.00, the open interest changed by 8 which increased total open position to 126


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 16.5, which was -4.1 lower than the previous day. The implied volatity was 47.23, the open interest changed by 84 which increased total open position to 117


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 20.6, which was 0.15 higher than the previous day. The implied volatity was 42.61, the open interest changed by 11 which increased total open position to 33


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 20.2, which was -1.05 lower than the previous day. The implied volatity was 43.24, the open interest changed by 10 which increased total open position to 22


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 21.25, which was 2.55 higher than the previous day. The implied volatity was 52.86, the open interest changed by -1 which decreased total open position to 12


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 18.65, which was -1.35 lower than the previous day. The implied volatity was 46.73, the open interest changed by 9 which increased total open position to 12


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 20, which was 15.5 higher than the previous day. The implied volatity was 44.67, the open interest changed by 2 which increased total open position to 2


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, which was 0 lower than the previous day. The implied volatity was 2.02, 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 4.5, which was 0 lower than the previous day. The implied volatity was 1.99, 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 4.5, which was 0 lower than the previous day. The implied volatity was 2.63, 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 4.5, which was 0 lower than the previous day. The implied volatity was 2.88, 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 0, which was 0 lower than the previous day. The implied volatity was 0.59, 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 0.71, 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 0.58, 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 4.46, 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 2.13, 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 4.85, 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 7.57, the open interest changed by 0 which decreased total open position to 0


On 7 Feb DELHIVERY was trading at 315.10. 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