DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 290 CE | ||||||||||
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Delta: 0.69
Vega: 0.32
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 20.75 | -2.2 | 35.21 | 68 | -3 | 116 | |||
| 24 Apr | 300.70 | 22.85 | -2.3 | 42.40 | 28 | 14 | 119 | |||
| 23 Apr | 302.80 | 25.2 | 8.7 | 47.30 | 287 | -115 | 105 | |||
| 22 Apr | 294.00 | 16.45 | -0.4 | 33.72 | 383 | 46 | 219 | |||
| 21 Apr | 292.00 | 16.7 | 4.4 | 37.90 | 446 | 136 | 173 | |||
| 17 Apr | 281.05 | 12.2 | 7.2 | 39.35 | 137 | 33 | 37 | |||
| 16 Apr | 263.05 | 5 | -5.7 | 36.41 | 7 | 1 | 1 | |||
| 15 Apr | 258.60 | 10.7 | 0 | 8.53 | 0 | 0 | 0 | |||
| 11 Apr | 246.95 | 10.7 | 0 | 12.06 | 0 | 0 | 0 | |||
| 9 Apr | 243.35 | 10.7 | 0 | 12.48 | 0 | 0 | 0 | |||
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| 25 Mar | 257.20 | 10.7 | 0 | 6.82 | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 10.7 | 0 | 6.34 | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 10.7 | 0 | 5.37 | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 10.7 | 0 | 6.71 | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 0 | 0 | 5.94 | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 0 | 0 | 7.90 | 0 | 0 | 0 | |||
| 17 Mar | 242.40 | 0 | 0 | 9.57 | 0 | 0 | 0 | |||
| 12 Mar | 240.29 | 0 | 0 | 9.92 | 0 | 0 | 0 | |||
| 11 Mar | 248.38 | 0 | 0 | 7.89 | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 0 | 0 | 7.57 | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 0 | 0 | 6.22 | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 0 | 0 | 4.95 | 0 | 0 | 0 | |||
| 5 Mar | 255.72 | 0 | 0 | 6.21 | 0 | 0 | 0 | |||
| 4 Mar | 247.19 | 0 | 0 | 7.95 | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 0 | 0 | 6.65 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 290 expiring on 29MAY2025
Delta for 290 CE is 0.69
Historical price for 290 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 20.75, which was -2.2 lower than the previous day. The implied volatity was 35.21, the open interest changed by -3 which decreased total open position to 116
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 22.85, which was -2.3 lower than the previous day. The implied volatity was 42.40, the open interest changed by 14 which increased total open position to 119
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 25.2, which was 8.7 higher than the previous day. The implied volatity was 47.30, the open interest changed by -115 which decreased total open position to 105
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 16.45, which was -0.4 lower than the previous day. The implied volatity was 33.72, the open interest changed by 46 which increased total open position to 219
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 16.7, which was 4.4 higher than the previous day. The implied volatity was 37.90, the open interest changed by 136 which increased total open position to 173
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 12.2, which was 7.2 higher than the previous day. The implied volatity was 39.35, the open interest changed by 33 which increased total open position to 37
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 5, which was -5.7 lower than the previous day. The implied volatity was 36.41, the open interest changed by 1 which increased total open position to 1
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 8.53, 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 10.7, which was 0 lower than the previous day. The implied volatity was 12.06, 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 10.7, which was 0 lower than the previous day. The implied volatity was 12.48, 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 10.7, which was 0 lower than the previous day. The implied volatity was 6.82, 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 10.7, which was 0 lower than the previous day. The implied volatity was 6.34, 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 10.7, which was 0 lower than the previous day. The implied volatity was 5.37, 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 10.7, which was 0 lower than the previous day. The implied volatity was 6.71, 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 5.94, 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 7.90, 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 9.57, 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 9.92, 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 7.89, 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 7.57, 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 6.22, 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 4.95, 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 6.21, 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 7.95, 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 6.65, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 29MAY2025 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.34
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 11.4 | 0.65 | 48.82 | 458 | 79 | 136 |
| 24 Apr | 300.70 | 11 | 0.45 | 46.24 | 47 | 7 | 58 |
| 23 Apr | 302.80 | 10.8 | -7.3 | 45.71 | 138 | 2 | 50 |
| 22 Apr | 294.00 | 17.8 | 0.8 | 57.66 | 148 | 19 | 48 |
| 21 Apr | 292.00 | 17 | -16 | 52.00 | 55 | 24 | 29 |
| 17 Apr | 281.05 | 33 | 0 | 0.00 | 0 | 5 | 0 |
| 16 Apr | 263.05 | 33 | -6.5 | 50.52 | 5 | 2 | 2 |
| 15 Apr | 258.60 | 39.5 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 246.95 | 39.5 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 39.5 | 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 290 expiring on 29MAY2025
Delta for 290 PE is -0.35
Historical price for 290 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 11.4, which was 0.65 higher than the previous day. The implied volatity was 48.82, the open interest changed by 79 which increased total open position to 136
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 11, which was 0.45 higher than the previous day. The implied volatity was 46.24, the open interest changed by 7 which increased total open position to 58
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 10.8, which was -7.3 lower than the previous day. The implied volatity was 45.71, the open interest changed by 2 which increased total open position to 50
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 17.8, which was 0.8 higher than the previous day. The implied volatity was 57.66, the open interest changed by 19 which increased total open position to 48
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 17, which was -16 lower than the previous day. The implied volatity was 52.00, the open interest changed by 24 which increased total open position to 29
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 33, which was -6.5 lower than the previous day. The implied volatity was 50.52, the open interest changed by 2 which increased total open position to 2
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 39.5, 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 39.5, 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 39.5, 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
