DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Apr 2025 04:13 PM IST
| DELHIVERY 29MAY2025 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.36
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 304.90 | 15.35 | -2 | 36.43 | 1,284 | 43 | 398 | |||
| 24 Apr | 300.70 | 17.65 | -1.7 | 43.29 | 355 | 9 | 356 | |||
| 23 Apr | 302.80 | 18.65 | 6.1 | 44.35 | 954 | -79 | 347 | |||
| 22 Apr | 294.00 | 12.5 | -0.1 | 36.63 | 1,645 | 186 | 425 | |||
| 21 Apr | 292.00 | 12.6 | 3.75 | 39.52 | 862 | 81 | 237 | |||
| 17 Apr | 281.05 | 8.05 | 4.15 | 37.71 | 618 | 119 | 165 | |||
| 16 Apr | 263.05 | 4.05 | -1.4 | 40.04 | 81 | 38 | 46 | |||
| 15 Apr | 258.60 | 5.45 | 0.45 | 48.48 | 5 | 5 | 7 | |||
| 11 Apr | 246.95 | 5 | 0 | 54.57 | 1 | 0 | 2 | |||
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| 9 Apr | 243.35 | 5 | 0 | 55.33 | 1 | 0 | 1 | |||
| 25 Mar | 257.20 | 8.35 | 0 | 8.87 | 0 | 0 | 0 | |||
| 24 Mar | 259.82 | 8.35 | 0 | 8.40 | 0 | 0 | 0 | |||
| 21 Mar | 263.62 | 8.35 | 0 | 7.46 | 0 | 0 | 0 | |||
| 20 Mar | 257.07 | 8.35 | 0 | 8.63 | 0 | 0 | 0 | |||
| 19 Mar | 260.96 | 0 | 0 | 7.96 | 0 | 0 | 0 | |||
| 18 Mar | 251.80 | 0 | 0 | 9.76 | 0 | 0 | 0 | |||
| 10 Mar | 250.82 | 0 | 0 | 9.37 | 0 | 0 | 0 | |||
| 7 Mar | 255.45 | 0 | 0 | 8.07 | 0 | 0 | 0 | |||
| 6 Mar | 260.99 | 0 | 0 | 6.87 | 0 | 0 | 0 | |||
| 5 Mar | 255.72 | 0 | 0 | 8.05 | 0 | 0 | 0 | |||
| 3 Mar | 253.68 | 0 | 0 | 8.43 | 0 | 0 | 0 | |||
For Delhivery Limited - strike price 300 expiring on 29MAY2025
Delta for 300 CE is 0.57
Historical price for 300 CE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 15.35, which was -2 lower than the previous day. The implied volatity was 36.43, the open interest changed by 43 which increased total open position to 398
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 17.65, which was -1.7 lower than the previous day. The implied volatity was 43.29, the open interest changed by 9 which increased total open position to 356
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 18.65, which was 6.1 higher than the previous day. The implied volatity was 44.35, the open interest changed by -79 which decreased total open position to 347
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 12.5, which was -0.1 lower than the previous day. The implied volatity was 36.63, the open interest changed by 186 which increased total open position to 425
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 12.6, which was 3.75 higher than the previous day. The implied volatity was 39.52, the open interest changed by 81 which increased total open position to 237
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 8.05, which was 4.15 higher than the previous day. The implied volatity was 37.71, the open interest changed by 119 which increased total open position to 165
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 4.05, which was -1.4 lower than the previous day. The implied volatity was 40.04, the open interest changed by 38 which increased total open position to 46
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 48.48, the open interest changed by 5 which increased total open position to 7
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 54.57, the open interest changed by 0 which decreased total open position to 2
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 55.33, the open interest changed by 0 which decreased total open position to 1
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 8.87, 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 8.35, which was 0 lower than the previous day. The implied volatity was 8.40, 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 8.35, which was 0 lower than the previous day. The implied volatity was 7.46, 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 8.35, which was 0 lower than the previous day. The implied volatity was 8.63, 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 7.96, 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 9.76, 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 9.37, 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 8.07, 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 6.87, 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 8.05, 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 8.43, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 29MAY2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.36
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 304.90 | 16.3 | 0.9 | 50.07 | 1,042 | 181 | 454 |
| 24 Apr | 300.70 | 15.5 | 0.6 | 46.32 | 238 | 57 | 250 |
| 23 Apr | 302.80 | 15.4 | -8.4 | 46.22 | 394 | 65 | 192 |
| 22 Apr | 294.00 | 24.25 | 1.85 | 61.18 | 351 | 79 | 125 |
| 21 Apr | 292.00 | 22 | -7.6 | 51.26 | 63 | 15 | 45 |
| 17 Apr | 281.05 | 29.95 | -12 | 53.73 | 25 | 22 | 28 |
| 16 Apr | 263.05 | 41.95 | -5 | 55.28 | 6 | 3 | 3 |
| 15 Apr | 258.60 | 46.95 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 246.95 | 46.95 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 243.35 | 46.95 | 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 |
| 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 |
| 3 Mar | 253.68 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 300 expiring on 29MAY2025
Delta for 300 PE is -0.44
Historical price for 300 PE is as follows
On 25 Apr DELHIVERY was trading at 304.90. The strike last trading price was 16.3, which was 0.9 higher than the previous day. The implied volatity was 50.07, the open interest changed by 181 which increased total open position to 454
On 24 Apr DELHIVERY was trading at 300.70. The strike last trading price was 15.5, which was 0.6 higher than the previous day. The implied volatity was 46.32, the open interest changed by 57 which increased total open position to 250
On 23 Apr DELHIVERY was trading at 302.80. The strike last trading price was 15.4, which was -8.4 lower than the previous day. The implied volatity was 46.22, the open interest changed by 65 which increased total open position to 192
On 22 Apr DELHIVERY was trading at 294.00. The strike last trading price was 24.25, which was 1.85 higher than the previous day. The implied volatity was 61.18, the open interest changed by 79 which increased total open position to 125
On 21 Apr DELHIVERY was trading at 292.00. The strike last trading price was 22, which was -7.6 lower than the previous day. The implied volatity was 51.26, the open interest changed by 15 which increased total open position to 45
On 17 Apr DELHIVERY was trading at 281.05. The strike last trading price was 29.95, which was -12 lower than the previous day. The implied volatity was 53.73, the open interest changed by 22 which increased total open position to 28
On 16 Apr DELHIVERY was trading at 263.05. The strike last trading price was 41.95, which was -5 lower than the previous day. The implied volatity was 55.28, the open interest changed by 3 which increased total open position to 3
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 46.95, 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 46.95, 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 46.95, 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 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 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 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
