DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 280 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 350.95 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 354.55 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 359.10 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Dec | 358.60 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 370.40 | 68.95 | - | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 280 expiring on 30JAN2025
Delta for 280 CE is -
Historical price for 280 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 68.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 68.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 68.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 68.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 68.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 68.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30JAN2025 280 PE | |||||||
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Delta: -0.03
Vega: 0.08
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 0.6 | 0.00 | 42.72 | 57 | 46 | 86 |
| 26 Dec | 350.95 | 0.6 | -0.60 | 42.19 | 7 | -1 | 40 |
| 24 Dec | 354.55 | 1.2 | 0.20 | 48.04 | 86 | 38 | 42 |
| 23 Dec | 359.10 | 1 | -0.25 | 48.68 | 9 | 0 | 4 |
| 19 Dec | 358.60 | 1.25 | 0.05 | 48.23 | 16 | 1 | 4 |
| 18 Dec | 370.40 | 1.2 | 52.48 | 13 | 3 | 3 | |
For Delhivery Limited - strike price 280 expiring on 30JAN2025
Delta for 280 PE is -0.03
Historical price for 280 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 42.72, the open interest changed by 46 which increased total open position to 86
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 0.6, which was -0.60 lower than the previous day. The implied volatity was 42.19, the open interest changed by -1 which decreased total open position to 40
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 48.04, the open interest changed by 38 which increased total open position to 42
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 48.68, the open interest changed by 0 which decreased total open position to 4
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 48.23, the open interest changed by 1 which increased total open position to 4
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 52.48, the open interest changed by 3 which increased total open position to 3
