DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 310 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 350.95 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 354.55 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 359.10 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 349.60 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Dec | 358.60 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 370.40 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 383.10 | 44.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 333.30 | 44.65 | - | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 310 expiring on 30JAN2025
Delta for 310 CE is -
Historical price for 310 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 44.65, 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 44.65, 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 310 PE | |||||||
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Delta: -0.11
Vega: 0.20
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 2.25 | -0.75 | 37.01 | 50 | -18 | 49 |
| 26 Dec | 350.95 | 3 | -0.80 | 40.03 | 12 | -5 | 66 |
| 24 Dec | 354.55 | 3.8 | -2.70 | 43.40 | 81 | 30 | 71 |
| 23 Dec | 359.10 | 6.5 | 0.00 | 56.55 | 1 | 0 | 40 |
| 20 Dec | 349.60 | 6.5 | 2.05 | 48.91 | 31 | 24 | 39 |
| 19 Dec | 358.60 | 4.45 | 0.95 | 46.71 | 205 | 10 | 15 |
| 18 Dec | 370.40 | 3.5 | 2.75 | 49.16 | 75 | 3 | 5 |
| 17 Dec | 383.10 | 0.75 | -6.65 | 38.01 | 3 | 2 | 2 |
| 2 Dec | 333.30 | 7.4 | 6.46 | 0 | 0 | 0 | |
For Delhivery Limited - strike price 310 expiring on 30JAN2025
Delta for 310 PE is -0.11
Historical price for 310 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 37.01, the open interest changed by -18 which decreased total open position to 49
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 40.03, the open interest changed by -5 which decreased total open position to 66
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 3.8, which was -2.70 lower than the previous day. The implied volatity was 43.40, the open interest changed by 30 which increased total open position to 71
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 56.55, the open interest changed by 0 which decreased total open position to 40
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 6.5, which was 2.05 higher than the previous day. The implied volatity was 48.91, the open interest changed by 24 which increased total open position to 39
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 4.45, which was 0.95 higher than the previous day. The implied volatity was 46.71, the open interest changed by 10 which increased total open position to 15
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 3.5, which was 2.75 higher than the previous day. The implied volatity was 49.16, the open interest changed by 3 which increased total open position to 5
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 0.75, which was -6.65 lower than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 2
On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
