DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
11 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 275 CE | ||||||||||
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Delta: 0.13
Vega: 0.10
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 246.95 | 1.3 | -0.6 | 46.37 | 328 | -32 | 280 | |||
| 9 Apr | 243.35 | 1.8 | -1.9 | 52.35 | 521 | -68 | 313 | |||
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| 8 Apr | 248.90 | 3.65 | -7.55 | 55.59 | 1,440 | 114 | 381 | |||
| 7 Apr | 268.35 | 11.55 | 6.8 | 58.32 | 1,632 | 53 | 271 | |||
| 4 Apr | 258.80 | 5.45 | -0.65 | 42.26 | 467 | 32 | 221 | |||
| 3 Apr | 263.55 | 6.15 | 0.45 | 40.37 | 196 | 9 | 188 | |||
| 2 Apr | 259.00 | 5.75 | -1 | 45.05 | 180 | 45 | 180 | |||
| 1 Apr | 260.75 | 6.9 | 2 | 45.10 | 309 | 16 | 132 | |||
| 28 Mar | 255.10 | 4.75 | -1.5 | 42.18 | 318 | 106 | 116 | |||
| 27 Mar | 252.92 | 6.25 | 0.9 | 47.92 | 2 | 0 | 9 | |||
| 26 Mar | 254.69 | 5.3 | -2.55 | 42.77 | 7 | 1 | 8 | |||
| 25 Mar | 257.20 | 7.85 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Mar | 259.82 | 7.85 | -1.45 | 43.10 | 6 | 0 | 6 | |||
| 21 Mar | 263.62 | 9.3 | 1.9 | 41.44 | 6 | 0 | 6 | |||
| 20 Mar | 257.07 | 7.4 | 0 | 0.00 | 0 | 5 | 0 | |||
| 19 Mar | 260.96 | 7.4 | 4.4 | 36.63 | 7 | 4 | 5 | |||
| 18 Mar | 251.80 | 3 | -7.2 | 29.74 | 1 | 0 | 0 | |||
| 17 Mar | 242.40 | 10.2 | 0 | 10.50 | 0 | 0 | 0 | |||
| 13 Mar | 241.76 | 10.2 | 0 | 10.28 | 0 | 0 | 0 | |||
| 12 Mar | 240.29 | 10.2 | 0 | 10.94 | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 10.2 | 0 | 6.56 | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 10.2 | 0 | 4.90 | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 10.2 | 0 | 3.67 | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 10.2 | 0 | 5.43 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 275 expiring on 24APR2025
Delta for 275 CE is 0.13
Historical price for 275 CE is as follows
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 46.37, the open interest changed by -32 which decreased total open position to 280
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 1.8, which was -1.9 lower than the previous day. The implied volatity was 52.35, the open interest changed by -68 which decreased total open position to 313
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 3.65, which was -7.55 lower than the previous day. The implied volatity was 55.59, the open interest changed by 114 which increased total open position to 381
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 11.55, which was 6.8 higher than the previous day. The implied volatity was 58.32, the open interest changed by 53 which increased total open position to 271
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 5.45, which was -0.65 lower than the previous day. The implied volatity was 42.26, the open interest changed by 32 which increased total open position to 221
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 6.15, which was 0.45 higher than the previous day. The implied volatity was 40.37, the open interest changed by 9 which increased total open position to 188
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 5.75, which was -1 lower than the previous day. The implied volatity was 45.05, the open interest changed by 45 which increased total open position to 180
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 6.9, which was 2 higher than the previous day. The implied volatity was 45.10, the open interest changed by 16 which increased total open position to 132
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 4.75, which was -1.5 lower than the previous day. The implied volatity was 42.18, the open interest changed by 106 which increased total open position to 116
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 6.25, which was 0.9 higher than the previous day. The implied volatity was 47.92, the open interest changed by 0 which decreased total open position to 9
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 5.3, which was -2.55 lower than the previous day. The implied volatity was 42.77, the open interest changed by 1 which increased total open position to 8
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 7.85, 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 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 7.85, which was -1.45 lower than the previous day. The implied volatity was 43.10, the open interest changed by 0 which decreased total open position to 6
On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 9.3, which was 1.9 higher than the previous day. The implied volatity was 41.44, the open interest changed by 0 which decreased total open position to 6
On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 7.4, which was 4.4 higher than the previous day. The implied volatity was 36.63, the open interest changed by 4 which increased total open position to 5
On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 3, which was -7.2 lower than the previous day. The implied volatity was 29.74, 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 10.2, which was 0 lower than the previous day. The implied volatity was 10.50, 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 10.2, which was 0 lower than the previous day. The implied volatity was 10.28, 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 10.2, which was 0 lower than the previous day. The implied volatity was 10.94, 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 10.2, which was 0 lower than the previous day. The implied volatity was 6.56, 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 10.2, 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 6 Mar DELHIVERY was trading at 260.99. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was 3.67, 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 10.2, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 24APR2025 275 PE | |||||||
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Delta: -0.77
Vega: 0.14
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 246.95 | 31.2 | -2.75 | 69.10 | 1 | 0 | 56 |
| 9 Apr | 243.35 | 33.85 | 4.2 | 63.07 | 11 | -4 | 57 |
| 8 Apr | 248.90 | 29.3 | 12.35 | 63.49 | 272 | 20 | 60 |
| 7 Apr | 268.35 | 16.75 | -2.75 | 61.89 | 110 | 10 | 39 |
| 4 Apr | 258.80 | 18.35 | 2.05 | 44.06 | 34 | 8 | 26 |
| 3 Apr | 263.55 | 16.3 | -4.85 | 40.12 | 15 | -1 | 19 |
| 2 Apr | 259.00 | 21.15 | 2.05 | 47.24 | 3 | 1 | 19 |
| 1 Apr | 260.75 | 19 | -4.2 | 44.39 | 36 | 11 | 17 |
| 28 Mar | 255.10 | 23.15 | -3 | 37.89 | 22 | 6 | 6 |
| 27 Mar | 252.92 | 26.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 254.69 | 26.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 257.20 | 26.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 259.82 | 26.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 263.62 | 26.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 257.07 | 26.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 260.96 | 26.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 251.80 | 26.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 242.40 | 26.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 241.76 | 26.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 240.29 | 26.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 250.82 | 26.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 255.45 | 26.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 260.99 | 26.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 253.68 | 26.15 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 275 expiring on 24APR2025
Delta for 275 PE is -0.77
Historical price for 275 PE is as follows
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 31.2, which was -2.75 lower than the previous day. The implied volatity was 69.10, the open interest changed by 0 which decreased total open position to 56
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 33.85, which was 4.2 higher than the previous day. The implied volatity was 63.07, the open interest changed by -4 which decreased total open position to 57
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 29.3, which was 12.35 higher than the previous day. The implied volatity was 63.49, the open interest changed by 20 which increased total open position to 60
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 16.75, which was -2.75 lower than the previous day. The implied volatity was 61.89, the open interest changed by 10 which increased total open position to 39
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 18.35, which was 2.05 higher than the previous day. The implied volatity was 44.06, the open interest changed by 8 which increased total open position to 26
On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 16.3, which was -4.85 lower than the previous day. The implied volatity was 40.12, the open interest changed by -1 which decreased total open position to 19
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 21.15, which was 2.05 higher than the previous day. The implied volatity was 47.24, the open interest changed by 1 which increased total open position to 19
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 19, which was -4.2 lower than the previous day. The implied volatity was 44.39, the open interest changed by 11 which increased total open position to 17
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 23.15, which was -3 lower than the previous day. The implied volatity was 37.89, the open interest changed by 6 which increased total open position to 6
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 26.15, 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 Mar DELHIVERY was trading at 254.69. The strike last trading price was 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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
