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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
381 1.55 (0.41%)

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Historical option data for DELHIVERY

12 Dec 2024 11:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 310 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 38 0.00 - 0 0 0
11 Dec 379.45 38 0.00 - 0 0 0
10 Dec 380.60 38 0.00 - 0 0 0
9 Dec 371.10 38 0.00 - 0 0 0
6 Dec 353.00 38 0.00 - 0 0 0
5 Dec 333.30 38 0.00 - 0 0 0
4 Dec 340.10 38 0.00 - 0 0 0
3 Dec 341.15 38 0.00 - 0 0 0
2 Dec 333.30 38 0.00 - 0 0 0
29 Nov 335.95 38 - 0 0 0

For Delhivery Limited - strike price 310 expiring on 26DEC2024

Delta for 310 CE is -

Historical price for 310 CE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 38, 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 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 38, 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 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 38, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 38, 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 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 38, 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 38, 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 38, 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 38, 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 38, 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 38, 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 310 PE
Delta: -0.02
Vega: 0.04
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 0.3 -0.15 53.15 28 -5 85
11 Dec 379.45 0.45 -0.20 55.05 40 21 91
10 Dec 380.60 0.65 -0.10 58.73 24 -3 70
9 Dec 371.10 0.75 -0.15 52.24 140 -54 73
6 Dec 353.00 0.9 -1.50 39.48 492 -7 120
5 Dec 333.30 2.4 0.45 34.25 357 91 129
4 Dec 340.10 1.95 -0.30 36.41 52 16 36
3 Dec 341.15 2.25 -3.15 38.11 19 -5 20
2 Dec 333.30 5.4 1.40 44.42 12 9 25
29 Nov 335.95 4 39.82 21 15 15

For Delhivery Limited - strike price 310 expiring on 26DEC2024

Delta for 310 PE is -0.02

Historical price for 310 PE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 53.15, the open interest changed by -5 which decreased total open position to 85


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 55.05, the open interest changed by 21 which increased total open position to 91


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 58.73, the open interest changed by -3 which decreased total open position to 70


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 52.24, the open interest changed by -54 which decreased total open position to 73


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 0.9, which was -1.50 lower than the previous day. The implied volatity was 39.48, the open interest changed by -7 which decreased total open position to 120


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 34.25, the open interest changed by 91 which increased total open position to 129


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 36.41, the open interest changed by 16 which increased total open position to 36


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 2.25, which was -3.15 lower than the previous day. The implied volatity was 38.11, the open interest changed by -5 which decreased total open position to 20


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 5.4, which was 1.40 higher than the previous day. The implied volatity was 44.42, the open interest changed by 9 which increased total open position to 25


On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 39.82, the open interest changed by 15 which increased total open position to 15