DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
15 Apr 2025 04:13 PM IST
| DELHIVERY 24APR2025 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 258.60 | 0.2 | -0.05 | - | 102 | 61 | 297 | |||
| 11 Apr | 246.95 | 0.25 | -0.05 | - | 152 | -33 | 236 | |||
| 9 Apr | 243.35 | 0.3 | -0.3 | - | 148 | -28 | 268 | |||
| 8 Apr | 248.90 | 0.6 | -1.6 | - | 527 | 50 | 295 | |||
| 7 Apr | 268.35 | 2.35 | 2.1 | 65.21 | 820 | 201 | 247 | |||
| 4 Apr | 258.80 | 0.25 | -0.15 | 43.26 | 6 | -1 | 46 | |||
| 2 Apr | 259.00 | 0.4 | -0.4 | 45.64 | 4 | 0 | 47 | |||
| 1 Apr | 260.75 | 0.95 | 0.45 | 50.67 | 7 | 3 | 47 | |||
| 28 Mar | 255.10 | 0.5 | 0.2 | 45.90 | 8 | 3 | 44 | |||
| 27 Mar | 252.92 | 0.3 | -0.4 | 40.59 | 46 | 19 | 39 | |||
| 26 Mar | 254.69 | 0.7 | -0.4 | 47.06 | 12 | -2 | 19 | |||
| 25 Mar | 257.20 | 1 | -0.35 | 46.64 | 36 | 14 | 21 | |||
| 24 Mar | 259.82 | 1.35 | 0.25 | 47.86 | 16 | 5 | 7 | |||
|
|
||||||||||
| 17 Mar | 242.40 | 1.1 | 0.3 | 52.10 | 10 | 1 | 2 | |||
| 24 Feb | 272.90 | 28.4 | 0 | 9.75 | 0 | 0 | 0 | |||
| 21 Feb | 273.35 | 28.4 | 0 | 9.35 | 0 | 0 | 0 | |||
| 20 Feb | 274.95 | 28.4 | 0 | 9.04 | 0 | 0 | 0 | |||
| 19 Feb | 276.00 | 28.4 | 0 | 8.63 | 0 | 0 | 0 | |||
| 13 Feb | 281.80 | 28.4 | 0 | 6.94 | 0 | 0 | 0 | |||
| 12 Feb | 273.80 | 28.4 | 0 | 8.89 | 0 | 0 | 0 | |||
| 11 Feb | 284.15 | 28.4 | 0 | 6.43 | 0 | 0 | 0 | |||
| 10 Feb | 297.25 | 28.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 315.10 | 0 | 0 | 0.54 | 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 320 expiring on 24APR2025
Delta for 320 CE is -
Historical price for 320 CE is as follows
On 15 Apr DELHIVERY was trading at 258.60. 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 61 which increased total open position to 297
On 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 236
On 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 268
On 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 0.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 295
On 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 2.35, which was 2.1 higher than the previous day. The implied volatity was 65.21, the open interest changed by 201 which increased total open position to 247
On 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 43.26, the open interest changed by -1 which decreased total open position to 46
On 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 45.64, the open interest changed by 0 which decreased total open position to 47
On 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 50.67, the open interest changed by 3 which increased total open position to 47
On 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 45.90, the open interest changed by 3 which increased total open position to 44
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 0.3, which was -0.4 lower than the previous day. The implied volatity was 40.59, the open interest changed by 19 which increased total open position to 39
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 47.06, the open interest changed by -2 which decreased total open position to 19
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 46.64, the open interest changed by 14 which increased total open position to 21
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 47.86, the open interest changed by 5 which increased total open position to 7
On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 1.1, which was 0.3 higher than the previous day. The implied volatity was 52.10, the open interest changed by 1 which increased total open position to 2
On 24 Feb DELHIVERY was trading at 272.90. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 9.75, 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 28.4, which was 0 lower than the previous day. The implied volatity was 9.35, 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 28.4, which was 0 lower than the previous day. The implied volatity was 9.04, 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 28.4, 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 13 Feb DELHIVERY was trading at 281.80. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 6.94, 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 28.4, which was 0 lower than the previous day. The implied volatity was 8.89, 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 28.4, which was 0 lower than the previous day. The implied volatity was 6.43, 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 28.4, 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 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 0.54, 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 258.60 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 246.95 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 243.35 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 248.90 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 268.35 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 258.80 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 259.00 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 260.75 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 255.10 | 59 | -7 | - | 1 | 0 | 36 |
| 27 Mar | 252.92 | 66 | 2.8 | 58.74 | 34 | 32 | 34 |
| 26 Mar | 254.69 | 63.2 | 5.7 | - | 3 | 1 | 2 |
| 25 Mar | 257.20 | 57.5 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 259.82 | 57.5 | 37 | - | 1 | 0 | 0 |
| 17 Mar | 242.40 | 20.5 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 272.90 | 20.5 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 273.35 | 20.5 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 274.95 | 20.5 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 276.00 | 20.5 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 281.80 | 20.5 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 273.80 | 20.5 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 284.15 | 20.5 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 297.25 | 20.5 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 315.10 | 20.5 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 321.95 | 20.5 | 0 | 2.00 | 0 | 0 | 0 |
| 5 Feb | 328.35 | 20.5 | 0 | 2.98 | 0 | 0 | 0 |
| 4 Feb | 328.80 | 20.5 | 0 | 2.85 | 0 | 0 | 0 |
| 3 Feb | 323.35 | 20.5 | 0 | 1.27 | 0 | 0 | 0 |
| 1 Feb | 320.85 | 0 | 0 | 1.55 | 0 | 0 | 0 |
For Delhivery Limited - strike price 320 expiring on 24APR2025
Delta for 320 PE is 0.00
Historical price for 320 PE is as follows
On 15 Apr DELHIVERY was trading at 258.60. The strike last trading price was 59, 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 11 Apr DELHIVERY was trading at 246.95. The strike last trading price was 59, 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 9 Apr DELHIVERY was trading at 243.35. The strike last trading price was 59, 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 8 Apr DELHIVERY was trading at 248.90. The strike last trading price was 59, 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 7 Apr DELHIVERY was trading at 268.35. The strike last trading price was 59, 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 4 Apr DELHIVERY was trading at 258.80. The strike last trading price was 59, 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 2 Apr DELHIVERY was trading at 259.00. The strike last trading price was 59, 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 1 Apr DELHIVERY was trading at 260.75. The strike last trading price was 59, 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 28 Mar DELHIVERY was trading at 255.10. The strike last trading price was 59, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 27 Mar DELHIVERY was trading at 252.92. The strike last trading price was 66, which was 2.8 higher than the previous day. The implied volatity was 58.74, the open interest changed by 32 which increased total open position to 34
On 26 Mar DELHIVERY was trading at 254.69. The strike last trading price was 63.2, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 25 Mar DELHIVERY was trading at 257.20. The strike last trading price was 57.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Mar DELHIVERY was trading at 259.82. The strike last trading price was 57.5, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DELHIVERY was trading at 242.40. The strike last trading price was 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, which was 0 lower than the previous day. The implied volatity was 2.00, 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 20.5, which was 0 lower than the previous day. The implied volatity was 2.98, 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 20.5, which was 0 lower than the previous day. The implied volatity was 2.85, 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 20.5, which was 0 lower than the previous day. The implied volatity was 1.27, 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 1.55, the open interest changed by 0 which decreased total open position to 0
