DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.13
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 34.6 | -5.4 | 27.89 | 53 | 5 | 61 | |||
| 24 Apr | 300.70 | 40 | 0 | 0.00 | 0 | -5 | 0 | |||
| 23 Apr | 302.80 | 40 | 11.85 | 52.11 | 6 | -5 | 56 | |||
| 22 Apr | 294.00 | 27.6 | -0.9 | 19.77 | 49 | 22 | 58 | |||
| 21 Apr | 292.00 | 28.5 | 7 | 34.62 | 66 | -6 | 36 | |||
| 17 Apr | 281.05 | 21.8 | 10.05 | 37.74 | 135 | 12 | 42 | |||
| 16 Apr | 263.05 | 11.75 | 1.5 | 37.47 | 31 | 21 | 29 | |||
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| 15 Apr | 258.60 | 10.25 | 2.25 | 39.06 | 3 | 7 | 7 | |||
| 11 Apr | 246.95 | 8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 9 Apr | 243.35 | 8 | -5.9 | 45.59 | 5 | 1 | 7 | |||
| 8 Apr | 248.90 | 13.9 | -6.8 | 55.39 | 8 | 4 | 5 | |||
| 7 Apr | 268.35 | 20.7 | 3.6 | 47.72 | 2 | 1 | 1 | |||
| 4 Apr | 258.80 | 17.1 | 0 | 1.98 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 17.1 | 0 | 0.71 | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 17.1 | 0 | 1.85 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 17.1 | 0 | 1.51 | 0 | 0 | 0 | |||
| 25 Mar | 257.20 | 17.1 | 0 | 2.02 | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 17.1 | 0 | 1.65 | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 17.1 | 0 | 0.58 | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 17.1 | 0 | 2.00 | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 17.1 | 0 | 1.12 | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 17.1 | 0 | 3.25 | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 17.1 | 0 | 5.47 | 0 | 0 | 0 | |||
| 12 Mar | 240.29 | 17.1 | 0 | 6.02 | 0 | 0 | 0 | |||
| 11 Mar | 248.38 | 17.1 | 0 | 3.71 | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 17.1 | 0 | 2.30 | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 0 | 0 | 1.92 | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 0 | 0 | 0.59 | 0 | 0 | 0 | |||
| 5 Mar | 255.72 | 0 | 0 | 1.97 | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 0 | 0 | 3.96 | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 0 | 0 | 2.51 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 270 expiring on 29MAY2025
Delta for 270 CE is 0.92
Historical price for 270 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 34.6, which was -5.4 lower than the previous day. The implied volatity was 27.89, the open interest changed by 5 which increased total open position to 61
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 40, which was 11.85 higher than the previous day. The implied volatity was 52.11, the open interest changed by -5 which decreased total open position to 56
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 27.6, which was -0.9 lower than the previous day. The implied volatity was 19.77, the open interest changed by 22 which increased total open position to 58
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 28.5, which was 7 higher than the previous day. The implied volatity was 34.62, the open interest changed by -6 which decreased total open position to 36
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 21.8, which was 10.05 higher than the previous day. The implied volatity was 37.74, the open interest changed by 12 which increased total open position to 42
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 11.75, which was 1.5 higher than the previous day. The implied volatity was 37.47, the open interest changed by 21 which increased total open position to 29
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 10.25, which was 2.25 higher than the previous day. The implied volatity was 39.06, the open interest changed by 7 which increased total open position to 7
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 8, 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 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 8, which was -5.9 lower than the previous day. The implied volatity was 45.59, the open interest changed by 1 which increased total open position to 7
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 13.9, which was -6.8 lower than the previous day. The implied volatity was 55.39, the open interest changed by 4 which increased total open position to 5
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 20.7, which was 3.6 higher than the previous day. The implied volatity was 47.72, the open interest changed by 1 which increased total open position to 1
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 1.98, 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 17.1, 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 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 1.85, 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 17.1, 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 Mar DELHIVERY was trading at 257.20. The strike last trading price was 17.1, 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 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 1.65, 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 17.1, 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 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 2.00, 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 17.1, which was 0 lower than the previous day. The implied volatity was 1.12, 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 17.1, which was 0 lower than the previous day. The implied volatity was 3.25, 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 17.1, which was 0 lower than the previous day. The implied volatity was 5.47, 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 17.1, which was 0 lower than the previous day. The implied volatity was 6.02, 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 17.1, which was 0 lower than the previous day. The implied volatity was 3.71, 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 17.1, which was 0 lower than the previous day. The implied volatity was 2.30, 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 1.92, 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 0.59, 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 1.97, 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 3.96, 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 2.51, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 29MAY2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.26
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 5.5 | 0.4 | 50.37 | 204 | 51 | 187 |
| 24 Apr | 300.70 | 5.15 | 0.35 | 47.75 | 123 | 72 | 136 |
| 23 Apr | 302.80 | 4.75 | -4.15 | 46.03 | 59 | 15 | 63 |
| 22 Apr | 294.00 | 8.2 | -0.4 | 52.58 | 76 | -24 | 48 |
| 21 Apr | 292.00 | 8.5 | -4 | 50.81 | 94 | 34 | 74 |
| 17 Apr | 281.05 | 12.9 | -5.6 | 51.16 | 55 | 35 | 40 |
| 16 Apr | 263.05 | 18.5 | -7.8 | 45.35 | 5 | 4 | 4 |
| 15 Apr | 258.60 | 26.3 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 246.95 | 26.3 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 26.3 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 248.90 | 26.3 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 268.35 | 26.3 | 0 | 0.92 | 0 | 0 | 0 |
| 4 Apr | 258.80 | 26.3 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 263.55 | 26.3 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 259.00 | 26.3 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 260.75 | 26.3 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 257.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 259.82 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 263.62 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 257.07 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 260.96 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 251.80 | 0 | 0 | - | 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 | - | 0 | 0 | 0 |
| 10 Mar | 250.82 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 255.45 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 260.99 | 0 | 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 270 expiring on 29MAY2025
Delta for 270 PE is -0.20
Historical price for 270 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 5.5, which was 0.4 higher than the previous day. The implied volatity was 50.37, the open interest changed by 51 which increased total open position to 187
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 5.15, which was 0.35 higher than the previous day. The implied volatity was 47.75, the open interest changed by 72 which increased total open position to 136
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 4.75, which was -4.15 lower than the previous day. The implied volatity was 46.03, the open interest changed by 15 which increased total open position to 63
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 8.2, which was -0.4 lower than the previous day. The implied volatity was 52.58, the open interest changed by -24 which decreased total open position to 48
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 8.5, which was -4 lower than the previous day. The implied volatity was 50.81, the open interest changed by 34 which increased total open position to 74
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 12.9, which was -5.6 lower than the previous day. The implied volatity was 51.16, the open interest changed by 35 which increased total open position to 40
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 18.5, which was -7.8 lower than the previous day. The implied volatity was 45.35, the open interest changed by 4 which increased total open position to 4
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 26.3, 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 Apr DELHIVERY was trading at 246.95. The strike last trading price was 26.3, 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 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 26.3, 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 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 26.3, 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 Apr DELHIVERY was trading at 268.35. The strike last trading price was 26.3, which was 0 lower than the previous day. The implied volatity was 0.92, 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 26.3, 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 Apr DELHIVERY was trading at 263.55. The strike last trading price was 26.3, 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 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 26.3, 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 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 26.3, 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 25 Mar DELHIVERY was trading at 257.20. 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 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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
