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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
381.45 2.00 (0.53%)

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Historical option data for DELHIVERY

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 300 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.25 74.5 0.00 0.00 0 0 0
11 Dec 379.45 74.5 0.00 0.00 0 0 0
10 Dec 380.60 74.5 11.50 - 1 0 2
9 Dec 371.10 63 18.00 - 1 0 1
6 Dec 353.00 45 -1.55 - 1 0 0
5 Dec 333.30 46.55 0.00 - 0 0 0
4 Dec 340.10 46.55 0.00 - 0 0 0
3 Dec 341.15 46.55 0.00 - 0 0 0
2 Dec 333.30 46.55 0.00 - 0 0 0
29 Nov 335.95 46.55 - 0 0 0

For Delhivery Limited - strike price 300 expiring on 26DEC2024

Delta for 300 CE is 0.00

Historical price for 300 CE is as follows

On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 74.5, which was 0.00 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 Dec DELHIVERY was trading at 379.45. The strike last trading price was 74.5, which was 0.00 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 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 74.5, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 63, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 46.55, 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 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 46.55, 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 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 46.55, 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 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 46.55, 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 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 46.55, 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 26DEC2024 300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.25 0.2 -0.05 - 10 -5 96
11 Dec 379.45 0.25 0.00 - 15 0 101
10 Dec 380.60 0.25 -0.15 - 54 1 101
9 Dec 371.10 0.4 -0.20 53.31 107 24 100
6 Dec 353.00 0.6 -0.65 43.04 250 -15 76
5 Dec 333.30 1.25 0.20 35.79 84 48 89
4 Dec 340.10 1.05 -0.25 37.95 33 -12 41
3 Dec 341.15 1.3 -1.15 39.88 75 -21 53
2 Dec 333.30 2.45 0.05 41.17 140 68 74
29 Nov 335.95 2.4 40.79 6 5 5

For Delhivery Limited - strike price 300 expiring on 26DEC2024

Delta for 300 PE is -

Historical price for 300 PE is as follows

On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 96


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 0.25, 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 101


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 101


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 53.31, the open interest changed by 24 which increased total open position to 100


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 43.04, the open interest changed by -15 which decreased total open position to 76


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was 35.79, the open interest changed by 48 which increased total open position to 89


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 37.95, the open interest changed by -12 which decreased total open position to 41


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 1.3, which was -1.15 lower than the previous day. The implied volatity was 39.88, the open interest changed by -21 which decreased total open position to 53


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 41.17, the open interest changed by 68 which increased total open position to 74


On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was 40.79, the open interest changed by 5 which increased total open position to 5