DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 280 CE | ||||||||||
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Delta: 0.80
Vega: 0.26
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 27.45 | -1.55 | 34.03 | 79 | 27 | 114 | |||
| 24 Apr | 300.70 | 29 | -3.05 | 41.15 | 12 | 0 | 87 | |||
| 23 Apr | 302.80 | 32 | 9.85 | 48.78 | 12 | -1 | 85 | |||
| 22 Apr | 294.00 | 22.15 | -0.1 | 31.85 | 56 | -21 | 86 | |||
| 21 Apr | 292.00 | 22.2 | 5.6 | 36.98 | 179 | -9 | 108 | |||
| 17 Apr | 281.05 | 16.55 | 7.35 | 38.81 | 359 | 115 | 117 | |||
| 16 Apr | 263.05 | 9.2 | 2.5 | 40.85 | 3 | 0 | 1 | |||
| 15 Apr | 258.60 | 6.7 | -6.9 | 38.09 | 1 | 0 | 0 | |||
| 11 Apr | 246.95 | 13.6 | 0 | 9.00 | 0 | 0 | 0 | |||
| 9 Apr | 243.35 | 13.6 | 0 | 9.54 | 0 | 0 | 0 | |||
| 4 Apr | 258.80 | 13.6 | 0 | 4.56 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 13.6 | 0 | 3.45 | 0 | 0 | 0 | |||
| 2 Apr | 259.00 | 13.6 | 0 | 4.87 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 13.6 | 0 | 4.11 | 0 | 0 | 0 | |||
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| 25 Mar | 257.20 | 13.6 | 0 | 4.55 | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 13.6 | 0 | 4.04 | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 13.6 | 0 | 3.06 | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 0 | 0 | 4.39 | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 0 | 0 | 3.71 | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 0 | 0 | 5.82 | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 0 | 0 | 7.64 | 0 | 0 | 0 | |||
| 12 Mar | 240.29 | 0 | 0 | 8.08 | 0 | 0 | 0 | |||
| 11 Mar | 248.38 | 0 | 0 | 5.90 | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 0 | 0 | 5.58 | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 0 | 0 | 4.17 | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 0 | 0 | 2.84 | 0 | 0 | 0 | |||
| 5 Mar | 255.72 | 0 | 0 | 4.19 | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 0 | 0 | 6.05 | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 0 | 0 | 4.68 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 280 expiring on 29MAY2025
Delta for 280 CE is 0.80
Historical price for 280 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 27.45, which was -1.55 lower than the previous day. The implied volatity was 34.03, the open interest changed by 27 which increased total open position to 114
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 29, which was -3.05 lower than the previous day. The implied volatity was 41.15, the open interest changed by 0 which decreased total open position to 87
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 32, which was 9.85 higher than the previous day. The implied volatity was 48.78, the open interest changed by -1 which decreased total open position to 85
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 22.15, which was -0.1 lower than the previous day. The implied volatity was 31.85, the open interest changed by -21 which decreased total open position to 86
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 22.2, which was 5.6 higher than the previous day. The implied volatity was 36.98, the open interest changed by -9 which decreased total open position to 108
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 16.55, which was 7.35 higher than the previous day. The implied volatity was 38.81, the open interest changed by 115 which increased total open position to 117
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 9.2, which was 2.5 higher than the previous day. The implied volatity was 40.85, the open interest changed by 0 which decreased total open position to 1
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 6.7, which was -6.9 lower than the previous day. The implied volatity was 38.09, 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 13.6, which was 0 lower than the previous day. The implied volatity was 9.00, 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 13.6, which was 0 lower than the previous day. The implied volatity was 9.54, 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 13.6, which was 0 lower than the previous day. The implied volatity was 4.56, 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 13.6, which was 0 lower than the previous day. The implied volatity was 3.45, 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 13.6, which was 0 lower than the previous day. The implied volatity was 4.87, 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 13.6, which was 0 lower than the previous day. The implied volatity was 4.11, 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 13.6, which was 0 lower than the previous day. The implied volatity was 4.55, 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 13.6, which was 0 lower than the previous day. The implied volatity was 4.04, 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 13.6, which was 0 lower than the previous day. The implied volatity was 3.06, 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 4.39, 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 3.71, 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 5.82, 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 7.64, 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 8.08, 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 5.90, 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 5.58, 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 4.17, 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 2.84, 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 4.19, 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 6.05, 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 4.68, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 29MAY2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.30
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 8.05 | 0.7 | 49.54 | 267 | 70 | 211 |
| 24 Apr | 300.70 | 7.35 | 0 | 45.92 | 142 | 22 | 142 |
| 23 Apr | 302.80 | 7.45 | -5.45 | 46.19 | 243 | 52 | 121 |
| 22 Apr | 294.00 | 12.65 | 0.45 | 55.46 | 155 | 0 | 69 |
| 21 Apr | 292.00 | 12.55 | -4.95 | 52.07 | 142 | 48 | 69 |
| 17 Apr | 281.05 | 17.8 | -14.8 | 52.03 | 43 | 20 | 20 |
| 16 Apr | 263.05 | 32.6 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 258.60 | 32.6 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 246.95 | 32.6 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 32.6 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 258.80 | 32.6 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 263.55 | 32.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 259.00 | 32.6 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 260.75 | 32.6 | 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 280 expiring on 29MAY2025
Delta for 280 PE is -0.27
Historical price for 280 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 8.05, which was 0.7 higher than the previous day. The implied volatity was 49.54, the open interest changed by 70 which increased total open position to 211
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 45.92, the open interest changed by 22 which increased total open position to 142
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 7.45, which was -5.45 lower than the previous day. The implied volatity was 46.19, the open interest changed by 52 which increased total open position to 121
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 12.65, which was 0.45 higher than the previous day. The implied volatity was 55.46, the open interest changed by 0 which decreased total open position to 69
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 12.55, which was -4.95 lower than the previous day. The implied volatity was 52.07, the open interest changed by 48 which increased total open position to 69
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 17.8, which was -14.8 lower than the previous day. The implied volatity was 52.03, the open interest changed by 20 which increased total open position to 20
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 32.6, 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 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 32.6, 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 Apr DELHIVERY was trading at 246.95. The strike last trading price was 32.6, 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 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 32.6, 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 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 32.6, 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 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 32.6, 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 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 32.6, 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 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 32.6, 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 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
