DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 350.75 | 60.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 350.95 | 60.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 354.55 | 60.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 359.10 | 60.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 349.60 | 60.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 358.60 | 60.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 370.40 | 60.35 | - | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 290 expiring on 30JAN2025
Delta for 290 CE is -
Historical price for 290 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 60.35, 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 60.35, 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 60.35, 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 60.35, 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 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 60.35, 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 60.35, 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 60.35, 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 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.11
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 0.95 | 0.05 | 40.87 | 44 | 25 | 37 |
| 26 Dec | 350.95 | 0.9 | -0.75 | 39.92 | 14 | -1 | 11 |
| 24 Dec | 354.55 | 1.65 | 0.05 | 45.54 | 56 | 8 | 13 |
| 23 Dec | 359.10 | 1.6 | -0.40 | 47.93 | 6 | 0 | 5 |
| 20 Dec | 349.60 | 2 | 0.30 | 44.43 | 1 | 0 | 5 |
| 19 Dec | 358.60 | 1.7 | -0.10 | 45.99 | 23 | 3 | 5 |
| 18 Dec | 370.40 | 1.8 | 51.71 | 10 | 2 | 2 | |
For Delhivery Limited - strike price 290 expiring on 30JAN2025
Delta for 290 PE is -0.05
Historical price for 290 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 40.87, the open interest changed by 25 which increased total open position to 37
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 39.92, the open interest changed by -1 which decreased total open position to 11
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 45.54, the open interest changed by 8 which increased total open position to 13
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 47.93, the open interest changed by 0 which decreased total open position to 5
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was 44.43, the open interest changed by 0 which decreased total open position to 5
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 45.99, the open interest changed by 3 which increased total open position to 5
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 51.71, the open interest changed by 2 which increased total open position to 2
