DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:04 AM IST
DELHIVERY 26DEC2024 320 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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12 Dec | 381.25 | 36.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 379.45 | 36.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Dec | 380.60 | 36.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
9 Dec | 371.10 | 36.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 353.00 | 36.4 | 15.10 | 29.36 | 2 | -1 | 0 | |||
5 Dec | 333.30 | 21.3 | -8.90 | 39.41 | 1 | 0 | 0 | |||
4 Dec | 340.10 | 30.2 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 341.15 | 30.2 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 333.30 | 30.2 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 335.95 | 30.2 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 320 expiring on 26DEC2024
Delta for 320 CE is 0.00
Historical price for 320 CE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 36.4, 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 36.4, 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 36.4, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 36.4, 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 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 36.4, which was 15.10 higher than the previous day. The implied volatity was 29.36, the open interest changed by -1 which decreased total open position to 0
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 21.3, which was -8.90 lower than the previous day. The implied volatity was 39.41, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 320 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 381.25 | 0.55 | 0.00 | 51.08 | 14 | -6 | 132 |
11 Dec | 379.45 | 0.55 | -0.15 | 49.70 | 146 | 16 | 138 |
10 Dec | 380.60 | 0.7 | -0.45 | 52.26 | 155 | -2 | 122 |
9 Dec | 371.10 | 1.15 | -0.50 | 49.36 | 311 | -13 | 125 |
6 Dec | 353.00 | 1.65 | -2.95 | 37.81 | 694 | 74 | 141 |
5 Dec | 333.30 | 4.6 | 1.25 | 33.62 | 28 | -4 | 66 |
4 Dec | 340.10 | 3.35 | -0.55 | 34.40 | 91 | 27 | 76 |
3 Dec | 341.15 | 3.9 | -3.90 | 36.88 | 99 | 0 | 49 |
2 Dec | 333.30 | 7.8 | 1.30 | 42.79 | 73 | 11 | 46 |
29 Nov | 335.95 | 6.5 | 39.33 | 55 | 36 | 36 |
For Delhivery Limited - strike price 320 expiring on 26DEC2024
Delta for 320 PE is -0.03
Historical price for 320 PE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 51.08, the open interest changed by -6 which decreased total open position to 132
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 49.70, the open interest changed by 16 which increased total open position to 138
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 52.26, the open interest changed by -2 which decreased total open position to 122
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 49.36, the open interest changed by -13 which decreased total open position to 125
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 1.65, which was -2.95 lower than the previous day. The implied volatity was 37.81, the open interest changed by 74 which increased total open position to 141
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 4.6, which was 1.25 higher than the previous day. The implied volatity was 33.62, the open interest changed by -4 which decreased total open position to 66
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 34.40, the open interest changed by 27 which increased total open position to 76
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 3.9, which was -3.90 lower than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 49
On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 7.8, which was 1.30 higher than the previous day. The implied volatity was 42.79, the open interest changed by 11 which increased total open position to 46
On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was 39.33, the open interest changed by 36 which increased total open position to 36