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

246.95 3.60 (1.48%)

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Historical option data for DELHIVERY

11 Apr 2025 04:13 PM IST
DELHIVERY 24APR2025 300 CE
Delta: 0.04
Vega: 0.04
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 0.4 -0.2 56.01 972 -85 1,781
9 Apr 243.35 0.55 -0.85 - 3,956 -461 1,892
8 Apr 248.90 1.3 -3.4 61.62 4,714 1,285 2,407
7 Apr 268.35 4.7 3.45 61.47 5,419 170 1,210
4 Apr 258.80 1.5 -0.3 45.64 1,086 -61 1,048
3 Apr 263.55 1.75 0.15 44.03 2,086 587 1,109
2 Apr 259.00 1.65 -0.55 46.97 197 25 522
1 Apr 260.75 2.35 1.05 48.41 814 237 498
28 Mar 255.10 1.3 0.05 43.45 371 61 261
27 Mar 252.92 1.35 -0.35 43.28 175 30 198
26 Mar 254.69 1.65 -0.75 44.49 168 37 167
25 Mar 257.20 2.6 -0.3 46.01 313 38 125
24 Mar 259.82 2.85 -0.55 45.04 101 33 96
21 Mar 263.62 3.6 1.25 42.71 29 -1 64
20 Mar 257.07 2.2 -1 40.61 78 16 65
19 Mar 260.96 3.6 1.9 43.97 274 33 50
18 Mar 251.80 1.7 0.45 40.20 47 5 16
17 Mar 242.40 1.2 0.1 42.73 18 2 9
13 Mar 241.76 1.1 -0.35 40.28 13 0 5
12 Mar 240.29 1.25 -38.55 42.68 8 5 5
27 Feb 256.05 39.8 0 10.16 0 0 0
26 Feb 261.10 39.8 0 8.73 0 0 0
25 Feb 261.90 39.8 0 8.73 0 0 0
24 Feb 272.90 39.8 0 5.90 0 0 0
21 Feb 273.35 39.8 0 5.40 0 0 0
20 Feb 274.95 39.8 0 5.00 0 0 0
19 Feb 276.00 39.8 0 4.63 0 0 0
18 Feb 267.50 39.8 0 6.69 0 0 0
17 Feb 267.35 39.8 0 6.59 0 0 0
14 Feb 266.25 39.8 0 6.57 0 0 0
13 Feb 281.80 39.8 0 2.81 0 0 0
12 Feb 273.80 39.8 0 5.05 0 0 0
11 Feb 284.15 39.8 0 2.42 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 300 expiring on 24APR2025

Delta for 300 CE is 0.04

Historical price for 300 CE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 56.01, the open interest changed by -85 which decreased total open position to 1781


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 0.55, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -461 which decreased total open position to 1892


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 1.3, which was -3.4 lower than the previous day. The implied volatity was 61.62, the open interest changed by 1285 which increased total open position to 2407


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 4.7, which was 3.45 higher than the previous day. The implied volatity was 61.47, the open interest changed by 170 which increased total open position to 1210


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 45.64, the open interest changed by -61 which decreased total open position to 1048


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 44.03, the open interest changed by 587 which increased total open position to 1109


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 46.97, the open interest changed by 25 which increased total open position to 522


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 2.35, which was 1.05 higher than the previous day. The implied volatity was 48.41, the open interest changed by 237 which increased total open position to 498


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 43.45, the open interest changed by 61 which increased total open position to 261


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 43.28, the open interest changed by 30 which increased total open position to 198


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 44.49, the open interest changed by 37 which increased total open position to 167


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 2.6, which was -0.3 lower than the previous day. The implied volatity was 46.01, the open interest changed by 38 which increased total open position to 125


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 45.04, the open interest changed by 33 which increased total open position to 96


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 3.6, which was 1.25 higher than the previous day. The implied volatity was 42.71, the open interest changed by -1 which decreased total open position to 64


On 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 2.2, which was -1 lower than the previous day. The implied volatity was 40.61, the open interest changed by 16 which increased total open position to 65


On 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 3.6, which was 1.9 higher than the previous day. The implied volatity was 43.97, the open interest changed by 33 which increased total open position to 50


On 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 40.20, the open interest changed by 5 which increased total open position to 16


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 42.73, the open interest changed by 2 which increased total open position to 9


On 13 Mar DELHIVERY was trading at 241.76. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 40.28, the open interest changed by 0 which decreased total open position to 5


On 12 Mar DELHIVERY was trading at 240.29. The strike last trading price was 1.25, which was -38.55 lower than the previous day. The implied volatity was 42.68, the open interest changed by 5 which increased total open position to 5


On 27 Feb DELHIVERY was trading at 256.05. The strike last trading price was 39.8, which was 0 lower than the previous day. The implied volatity was 10.16, 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 39.8, which was 0 lower than the previous day. The implied volatity was 8.73, 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 39.8, which was 0 lower than the previous day. The implied volatity was 8.73, 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 39.8, which was 0 lower than the previous day. The implied volatity was 5.90, 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 39.8, which was 0 lower than the previous day. The implied volatity was 5.40, 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 39.8, which was 0 lower than the previous day. The implied volatity was 5.00, 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 39.8, which was 0 lower than the previous day. The implied volatity was 4.63, 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 39.8, which was 0 lower than the previous day. The implied volatity was 6.69, 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 39.8, which was 0 lower than the previous day. The implied volatity was 6.59, 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 39.8, which was 0 lower than the previous day. The implied volatity was 6.57, 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 39.8, which was 0 lower than the previous day. The implied volatity was 2.81, 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 39.8, which was 0 lower than the previous day. The implied volatity was 5.05, 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 39.8, which was 0 lower than the previous day. The implied volatity was 2.42, 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 300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 246.95 54.15 -3.4 - 4 0 76
9 Apr 243.35 57.55 7.05 - 5 -1 76
8 Apr 248.90 50.5 15.05 61.18 21 2 76
7 Apr 268.35 35.8 -13.05 71.29 25 8 74
4 Apr 258.80 48.85 12 99.97 2 1 66
3 Apr 263.55 36.85 -3.85 46.33 17 6 65
2 Apr 259.00 40.65 1.7 40.24 5 0 60
1 Apr 260.75 38.95 -5.15 44.88 11 3 60
28 Mar 255.10 44.1 -0.2 - 37 13 57
27 Mar 252.92 44.3 -1.6 41.59 26 17 44
26 Mar 254.69 45.9 -2.1 46.29 18 16 26
25 Mar 257.20 48 9.6 72.87 3 2 9
24 Mar 259.82 38.4 -12.35 29.68 2 1 6
21 Mar 263.62 50.75 0 0.00 0 0 0
20 Mar 257.07 50.75 0 0.00 0 0 0
19 Mar 260.96 50.75 0 0.00 0 5 0
18 Mar 251.80 50.75 38.5 60.63 5 4 4
17 Mar 242.40 12.25 0 - 0 0 0
13 Mar 241.76 12.25 0 - 0 0 0
12 Mar 240.29 12.25 0 - 0 0 0
27 Feb 256.05 12.25 0 - 0 0 0
26 Feb 261.10 12.25 0 - 0 0 0
25 Feb 261.90 12.25 0 - 0 0 0
24 Feb 272.90 12.25 0 - 0 0 0
21 Feb 273.35 12.25 0 - 0 0 0
20 Feb 274.95 12.25 0 - 0 0 0
19 Feb 276.00 12.25 0 - 0 0 0
18 Feb 267.50 12.25 0 - 0 0 0
17 Feb 267.35 12.25 0 - 0 0 0
14 Feb 266.25 12.25 0 - 0 0 0
13 Feb 281.80 12.25 0 - 0 0 0
12 Feb 273.80 12.25 0 - 0 0 0
11 Feb 284.15 12.25 0 - 0 0 0
10 Feb 297.25 12.25 0 0.54 0 0 0
7 Feb 315.10 12.25 0 5.91 0 0 0
6 Feb 321.95 12.25 0 6.20 0 0 0
5 Feb 328.35 0 0 6.89 0 0 0
4 Feb 328.80 0 0 6.75 0 0 0
3 Feb 323.35 0 0 6.01 0 0 0
1 Feb 320.85 0 0 5.51 0 0 0


For Delhivery Limited - strike price 300 expiring on 24APR2025

Delta for 300 PE is -

Historical price for 300 PE is as follows

On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 54.15, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76


On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 57.55, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 76


On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 50.5, which was 15.05 higher than the previous day. The implied volatity was 61.18, the open interest changed by 2 which increased total open position to 76


On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 35.8, which was -13.05 lower than the previous day. The implied volatity was 71.29, the open interest changed by 8 which increased total open position to 74


On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 48.85, which was 12 higher than the previous day. The implied volatity was 99.97, the open interest changed by 1 which increased total open position to 66


On 3 Apr DELHIVERY was trading at 263.55. The strike last trading price was 36.85, which was -3.85 lower than the previous day. The implied volatity was 46.33, the open interest changed by 6 which increased total open position to 65


On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 40.65, which was 1.7 higher than the previous day. The implied volatity was 40.24, the open interest changed by 0 which decreased total open position to 60


On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 38.95, which was -5.15 lower than the previous day. The implied volatity was 44.88, the open interest changed by 3 which increased total open position to 60


On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 44.1, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 57


On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 44.3, which was -1.6 lower than the previous day. The implied volatity was 41.59, the open interest changed by 17 which increased total open position to 44


On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 45.9, which was -2.1 lower than the previous day. The implied volatity was 46.29, the open interest changed by 16 which increased total open position to 26


On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 48, which was 9.6 higher than the previous day. The implied volatity was 72.87, the open interest changed by 2 which increased total open position to 9


On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 38.4, which was -12.35 lower than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 6


On 21 Mar DELHIVERY was trading at 263.62. The strike last trading price was 50.75, 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 20 Mar DELHIVERY was trading at 257.07. The strike last trading price was 50.75, 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 19 Mar DELHIVERY was trading at 260.96. The strike last trading price was 50.75, 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 18 Mar DELHIVERY was trading at 251.80. The strike last trading price was 50.75, which was 38.5 higher than the previous day. The implied volatity was 60.63, the open interest changed by 4 which increased total open position to 4


On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, 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 12.25, which was 0 lower than the previous day. The implied volatity was 0.54, 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 12.25, which was 0 lower than the previous day. The implied volatity was 5.91, 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 12.25, which was 0 lower than the previous day. The implied volatity was 6.20, 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 6.89, 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 6.75, 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 6.01, 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 5.51, the open interest changed by 0 which decreased total open position to 0