DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 285 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.31
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 26.3 | -1.25 | 40.99 | 18 | 7 | 31 | |||
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| 24 Apr | 300.70 | 27.55 | 0 | 0.00 | 0 | -2 | 0 | |||
| 23 Apr | 302.80 | 27.55 | 6.75 | 45.14 | 5 | -1 | 25 | |||
| 22 Apr | 294.00 | 20.8 | 1.6 | 37.73 | 26 | -8 | 27 | |||
| 21 Apr | 292.00 | 19 | 4.65 | 36.59 | 59 | 22 | 36 | |||
| 17 Apr | 281.05 | 14.3 | 6.85 | 39.22 | 25 | 12 | 12 | |||
| 16 Apr | 263.05 | 7.45 | 0 | 5.88 | 0 | 0 | 0 | |||
| 15 Apr | 258.60 | 7.45 | 0 | 7.26 | 0 | 0 | 0 | |||
| 11 Apr | 246.95 | 7.45 | 0 | 9.92 | 0 | 0 | 0 | |||
| 9 Apr | 243.35 | 7.45 | 0 | 11.38 | 0 | 0 | 0 | |||
| 3 Apr | 263.55 | 7.45 | 0 | 4.69 | 0 | 0 | 0 | |||
| 1 Apr | 260.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 285 expiring on 29MAY2025
Delta for 285 CE is 0.72
Historical price for 285 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 26.3, which was -1.25 lower than the previous day. The implied volatity was 40.99, the open interest changed by 7 which increased total open position to 31
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 27.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 27.55, which was 6.75 higher than the previous day. The implied volatity was 45.14, the open interest changed by -1 which decreased total open position to 25
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 20.8, which was 1.6 higher than the previous day. The implied volatity was 37.73, the open interest changed by -8 which decreased total open position to 27
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 19, which was 4.65 higher than the previous day. The implied volatity was 36.59, the open interest changed by 22 which increased total open position to 36
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 14.3, which was 6.85 higher than the previous day. The implied volatity was 39.22, the open interest changed by 12 which increased total open position to 12
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 5.88, 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 7.45, which was 0 lower than the previous day. The implied volatity was 7.26, 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 7.45, which was 0 lower than the previous day. The implied volatity was 9.92, 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 7.45, which was 0 lower than the previous day. The implied volatity was 11.38, 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 7.45, which was 0 lower than the previous day. The implied volatity was 4.69, 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 0, 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
| DELHIVERY 29MAY2025 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 0.32
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 9.7 | 0.95 | 49.99 | 39 | 15 | 28 |
| 24 Apr | 300.70 | 8.75 | -0.4 | 45.14 | 6 | 1 | 12 |
| 23 Apr | 302.80 | 9.15 | -3.6 | 46.35 | 22 | 7 | 11 |
| 22 Apr | 294.00 | 12.75 | -1.95 | 49.86 | 7 | 0 | 2 |
| 21 Apr | 292.00 | 14.7 | -21.25 | 52.11 | 2 | 0 | 0 |
| 17 Apr | 281.05 | 35.95 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 263.05 | 35.95 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 258.60 | 35.95 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 246.95 | 35.95 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 35.95 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 263.55 | 35.95 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 260.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Delhivery Limited - strike price 285 expiring on 29MAY2025
Delta for 285 PE is -0.30
Historical price for 285 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 9.7, which was 0.95 higher than the previous day. The implied volatity was 49.99, the open interest changed by 15 which increased total open position to 28
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 8.75, which was -0.4 lower than the previous day. The implied volatity was 45.14, the open interest changed by 1 which increased total open position to 12
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 9.15, which was -3.6 lower than the previous day. The implied volatity was 46.35, the open interest changed by 7 which increased total open position to 11
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 12.75, which was -1.95 lower than the previous day. The implied volatity was 49.86, the open interest changed by 0 which decreased total open position to 2
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 14.7, which was -21.25 lower than the previous day. The implied volatity was 52.11, the open interest changed by 0 which decreased total open position to 0
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 35.95, 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 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 0, 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
