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[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited

258.6 11.65 (4.72%)

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Historical option data for DELHIVERY

15 Apr 2025 04:13 PM IST
DELHIVERY 24APR2025 290 CE
Delta: 0.09
Vega: 0.06
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 258.60 0.8 0.15 51.71 649 -50 985
11 Apr 246.95 0.65 -0.3 52.82 395 -11 1,035
9 Apr 243.35 0.9 -1 56.74 933 11 1,046
8 Apr 248.90 1.9 -4.8 58.82 2,745 176 1,039
7 Apr 268.35 6.95 5 60.93 3,731 583 953
4 Apr 258.80 2.35 -0.55 43.11 390 -46 369
3 Apr 263.55 2.85 0.1 42.19 349 56 415
2 Apr 259.00 2.75 -0.7 46.10 144 -10 357
1 Apr 260.75 3.7 1.5 47.41 629 315 364
28 Mar 255.10 2.15 0.2 42.46 148 12 49
27 Mar 252.92 1.95 -0.6 39.41 11 2 37
26 Mar 254.69 2.5 -0.95 42.87 26 12 34
25 Mar 257.20 3.4 -0.6 42.61 33 7 22
24 Mar 259.82 4 -1 42.87 1 0 14
21 Mar 263.62 5 2.35 40.93 9 7 12
20 Mar 257.07 2.65 0.05 36.19 2 0 3
19 Mar 260.96 2.6 0.8 32.38 4 0 5
18 Mar 251.80 1.8 -0.25 34.72 2 -1 6
17 Mar 242.40 2.05 0.05 43.02 4 0 7
13 Mar 241.76 2 0 0.00 0 7 0
12 Mar 240.29 2 -44.5 42.52 7 2 2
27 Feb 256.05 46.5 0 8.07 0 0 0
26 Feb 261.10 46.5 0 6.55 0 0 0
25 Feb 261.90 46.5 0 6.55 0 0 0
24 Feb 272.90 46.5 0 3.52 0 0 0
21 Feb 273.35 46.5 0 3.09 0 0 0
20 Feb 274.95 46.5 0 2.64 0 0 0
19 Feb 276.00 0 0 2.18 0 0 0
18 Feb 267.50 0 0 4.56 0 0 0
17 Feb 267.35 0 0 4.42 0 0 0
14 Feb 266.25 0 0 4.42 0 0 0
13 Feb 281.80 0 0 0.50 0 0 0
12 Feb 273.80 0 0 2.84 0 0 0
11 Feb 284.15 0 0 - 0 0 0
10 Feb 297.25 0 0 - 0 0 0
7 Feb 315.10 0 0 - 0 0 0
6 Feb 321.95 0 0 - 0 0 0
5 Feb 328.35 0 0 - 0 0 0
4 Feb 328.80 0 0 - 0 0 0
3 Feb 323.35 0 0 - 0 0 0
1 Feb 320.85 0 0 - 0 0 0


For Delhivery Limited - strike price 290 expiring on 24APR2025

Delta for 290 CE is 0.09

Historical price for 290 CE is as follows

On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 51.71, the open interest changed by -50 which decreased total open position to 985


On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 52.82, the open interest changed by -11 which decreased total open position to 1035


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 0.9, which was -1 lower than the previous day. The implied volatity was 56.74, the open interest changed by 11 which increased total open position to 1046


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 1.9, which was -4.8 lower than the previous day. The implied volatity was 58.82, the open interest changed by 176 which increased total open position to 1039


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 6.95, which was 5 higher than the previous day. The implied volatity was 60.93, the open interest changed by 583 which increased total open position to 953


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 43.11, the open interest changed by -46 which decreased total open position to 369


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 2.85, which was 0.1 higher than the previous day. The implied volatity was 42.19, the open interest changed by 56 which increased total open position to 415


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 2.75, which was -0.7 lower than the previous day. The implied volatity was 46.10, the open interest changed by -10 which decreased total open position to 357


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 3.7, which was 1.5 higher than the previous day. The implied volatity was 47.41, the open interest changed by 315 which increased total open position to 364


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was 42.46, the open interest changed by 12 which increased total open position to 49


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 1.95, which was -0.6 lower than the previous day. The implied volatity was 39.41, the open interest changed by 2 which increased total open position to 37


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 42.87, the open interest changed by 12 which increased total open position to 34


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 3.4, which was -0.6 lower than the previous day. The implied volatity was 42.61, the open interest changed by 7 which increased total open position to 22


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 42.87, the open interest changed by 0 which decreased total open position to 14


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 5, which was 2.35 higher than the previous day. The implied volatity was 40.93, the open interest changed by 7 which increased total open position to 12


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 36.19, the open interest changed by 0 which decreased total open position to 3


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 2.6, which was 0.8 higher than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 5


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by -1 which decreased total open position to 6


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 43.02, the open interest changed by 0 which decreased total open position to 7


On 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 2, which was -44.5 lower than the previous day. The implied volatity was 42.52, the open interest changed by 2 which increased total open position to 2


On 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0


On 26 Feb DELHIVERY was trading at 261.10. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0


On 25 Feb DELHIVERY was trading at 261.90. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0


On 24 Feb DELHIVERY was trading at 272.90. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 21 Feb DELHIVERY was trading at 273.35. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 20 Feb DELHIVERY was trading at 274.95. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0


On 19 Feb DELHIVERY was trading at 276.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 18 Feb DELHIVERY was trading at 267.50. The strike last trading price was 0, 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 17 Feb DELHIVERY was trading at 267.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0


On 14 Feb DELHIVERY was trading at 266.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0


On 13 Feb DELHIVERY was trading at 281.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 12 Feb DELHIVERY was trading at 273.80. 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 11 Feb DELHIVERY was trading at 284.15. 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 Feb DELHIVERY was trading at 297.25. 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 Feb DELHIVERY was trading at 315.10. 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 Feb DELHIVERY was trading at 321.95. 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 Feb DELHIVERY was trading at 328.35. 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 Feb DELHIVERY was trading at 328.80. 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 3 Feb DELHIVERY was trading at 323.35. 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 1 Feb DELHIVERY was trading at 320.85. 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


DELHIVERY 24APR2025 290 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 258.60 45.75 0 0.00 0 0 0
11 Apr 246.95 45.75 0 0.00 0 9 0
9 Apr 243.35 45.75 3.05 37.97 14 5 101
8 Apr 248.90 42.55 15.45 69.88 58 4 96
7 Apr 268.35 26.55 -4.85 62.35 115 46 90
4 Apr 258.80 29.9 2 43.96 49 13 43
3 Apr 263.55 27.9 -3.1 43.38 10 5 30
2 Apr 259.00 31.4 0.4 0.00 0 17 0
1 Apr 260.75 31.4 -6.4 50.05 35 16 23
28 Mar 255.10 37.8 2.35 50.33 9 0 7
27 Mar 252.92 35.45 0 0.00 0 0 0
26 Mar 254.69 35.45 0 0.00 0 0 0
25 Mar 257.20 35.45 0 0.00 0 0 0
24 Mar 259.82 35.45 0 0.00 0 0 0
21 Mar 263.62 35.45 0 0.00 0 6 0
20 Mar 257.07 35.45 1.45 48.97 6 2 3
19 Mar 260.96 34 24.95 52.45 1 0 0
18 Mar 251.80 9.05 0 - 0 0 0
17 Mar 242.40 9.05 0 - 0 0 0
13 Mar 241.76 9.05 0 - 0 0 0
12 Mar 240.29 9.05 0 - 0 0 0
27 Feb 256.05 9.05 0 - 0 0 0
26 Feb 261.10 9.05 0 - 0 0 0
25 Feb 261.90 9.05 0 - 0 0 0
24 Feb 272.90 9.05 0 - 0 0 0
21 Feb 273.35 9.05 0 - 0 0 0
20 Feb 274.95 9.05 0 - 0 0 0
19 Feb 276.00 9.05 0 - 0 0 0
18 Feb 267.50 9.05 0 - 0 0 0
17 Feb 267.35 9.05 0 - 0 0 0
14 Feb 266.25 9.05 0 - 0 0 0
13 Feb 281.80 9.05 0 - 0 0 0
12 Feb 273.80 9.05 0 - 0 0 0
11 Feb 284.15 9.05 0 0.07 0 0 0
10 Feb 297.25 9.05 0 2.80 0 0 0
7 Feb 315.10 9.05 0 6.92 0 0 0
6 Feb 321.95 9.05 0 7.77 0 0 0
5 Feb 328.35 0 0 8.75 0 0 0
4 Feb 328.80 0 0 8.61 0 0 0
3 Feb 323.35 0 0 7.91 0 0 0
1 Feb 320.85 0 0 7.42 0 0 0


For Delhivery Limited - strike price 290 expiring on 24APR2025

Delta for 290 PE is 0.00

Historical price for 290 PE is as follows

On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 45.75, 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 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 45.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 45.75, which was 3.05 higher than the previous day. The implied volatity was 37.97, the open interest changed by 5 which increased total open position to 101


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 42.55, which was 15.45 higher than the previous day. The implied volatity was 69.88, the open interest changed by 4 which increased total open position to 96


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 26.55, which was -4.85 lower than the previous day. The implied volatity was 62.35, the open interest changed by 46 which increased total open position to 90


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 29.9, which was 2 higher than the previous day. The implied volatity was 43.96, the open interest changed by 13 which increased total open position to 43


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 27.9, which was -3.1 lower than the previous day. The implied volatity was 43.38, the open interest changed by 5 which increased total open position to 30


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 31.4, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 31.4, which was -6.4 lower than the previous day. The implied volatity was 50.05, the open interest changed by 16 which increased total open position to 23


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 37.8, which was 2.35 higher than the previous day. The implied volatity was 50.33, the open interest changed by 0 which decreased total open position to 7


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 35.45, 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 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 35.45, 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 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 35.45, 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 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 35.45, 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 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 35.45, which was 1.45 higher than the previous day. The implied volatity was 48.97, the open interest changed by 2 which increased total open position to 3


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 34, which was 24.95 higher than the previous day. The implied volatity was 52.45, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 261.10. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 261.90. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 272.90. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 273.35. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 274.95. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 276.00. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 267.50. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 267.35. The strike last trading price was 9.05, 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 14 Feb DELHIVERY was trading at 266.25. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 281.80. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 273.80. The strike last trading price was 9.05, 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 Feb DELHIVERY was trading at 284.15. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


On 10 Feb DELHIVERY was trading at 297.25. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 7 Feb DELHIVERY was trading at 315.10. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0


On 6 Feb DELHIVERY was trading at 321.95. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0


On 5 Feb DELHIVERY was trading at 328.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0


On 4 Feb DELHIVERY was trading at 328.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.61, the open interest changed by 0 which decreased total open position to 0


On 3 Feb DELHIVERY was trading at 323.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0


On 1 Feb DELHIVERY was trading at 320.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0