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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
304.9 4.20 (1.40%)

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Historical option data for DELHIVERY

25 Apr 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 29MAY2025 275 CE
Delta: 0.78
Vega: 0.27
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
25 Apr 304.90 35.3 -0.2 47.78 13 3 28
24 Apr 300.70 35.4 -0.1 0.00 0 1 0
23 Apr 302.80 35.4 11.4 48.58 2 0 24
22 Apr 294.00 24 0 0.00 0 -1 0
21 Apr 292.00 24 5.25 31.80 20 -1 24
17 Apr 281.05 18.6 8.6 37.08 52 11 26
16 Apr 263.05 10 -0.15 38.14 15 13 13
15 Apr 258.60 10.15 0 4.31 0 0 0
11 Apr 246.95 10.15 0 7.50 0 0 0
9 Apr 243.35 10.15 0 8.28 0 0 0
4 Apr 258.80 10.15 0 2.93 0 0 0
3 Apr 263.55 10.15 0 2.08 0 0 0
2 Apr 259.00 10.15 0 3.56 0 0 0
1 Apr 260.75 10.15 0 2.93 0 0 0

For Delhivery Limited - strike price 275 expiring on 29MAY2025

Delta for 275 CE is 0.78

Historical price for 275 CE is as follows

On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 35.3, which was -0.2 lower than the previous day. The implied volatity was 47.78, the open interest changed by 3 which increased total open position to 28


On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 35.4, which was -0.1 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 35.4, which was 11.4 higher than the previous day. The implied volatity was 48.58, the open interest changed by 0 which decreased total open position to 24


On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 24, 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 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 24, which was 5.25 higher than the previous day. The implied volatity was 31.80, the open interest changed by -1 which decreased total open position to 24


On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 18.6, which was 8.6 higher than the previous day. The implied volatity was 37.08, the open interest changed by 11 which increased total open position to 26


On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 38.14, the open interest changed by 13 which increased total open position to 13


On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 10.15, which was 0 lower than the previous day. The implied volatity was 4.31, 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 10.15, which was 0 lower than the previous day. The implied volatity was 7.50, 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 10.15, which was 0 lower than the previous day. The implied volatity was 8.28, 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 10.15, which was 0 lower than the previous day. The implied volatity was 2.93, 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 10.15, which was 0 lower than the previous day. The implied volatity was 2.08, 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 10.15, which was 0 lower than the previous day. The implied volatity was 3.56, 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 10.15, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 29MAY2025 275 PE
Delta: -0.23
Vega: 0.28
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
25 Apr 304.90 6.7 -3.3 50.50 83 47 58
24 Apr 300.70 10 0 0.00 0 0 0
23 Apr 302.80 10 0 0.00 0 1 0
22 Apr 294.00 10 -0.15 53.09 1 0 10
21 Apr 292.00 10.15 -4.65 50.65 17 6 10
17 Apr 281.05 14.8 -13.95 50.39 7 4 4
16 Apr 263.05 28.75 0 - 0 0 0
15 Apr 258.60 28.75 0 - 0 0 0
11 Apr 246.95 28.75 0 - 0 0 0
9 Apr 243.35 28.75 0 - 0 0 0
4 Apr 258.80 28.75 0 - 0 0 0
3 Apr 263.55 28.75 0 - 0 0 0
2 Apr 259.00 28.75 0 - 0 0 0
1 Apr 260.75 28.75 0 - 0 0 0

For Delhivery Limited - strike price 275 expiring on 29MAY2025

Delta for 275 PE is -0.23

Historical price for 275 PE is as follows

On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 6.7, which was -3.3 lower than the previous day. The implied volatity was 50.50, the open interest changed by 47 which increased total open position to 58


On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 10, 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 10, 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 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 53.09, the open interest changed by 0 which decreased total open position to 10


On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 10.15, which was -4.65 lower than the previous day. The implied volatity was 50.65, the open interest changed by 6 which increased total open position to 10


On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 14.8, which was -13.95 lower than the previous day. The implied volatity was 50.39, the open interest changed by 4 which increased total open position to 4


On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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