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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
380.95 1.50 (0.40%)

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Historical option data for DELHIVERY

12 Dec 2024 10:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 320 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.00 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 381.00. 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
Delta: -0.03
Vega: 0.06
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.00 0.55 0.00 51.28 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 381.00. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 51.28, 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