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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
381.1 1.65 (0.43%)

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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 325 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 50.3 0.00 0.00 0 0 0
11 Dec 379.45 50.3 0.00 0.00 0 -1 0
10 Dec 380.60 50.3 11.40 - 1 0 3
9 Dec 371.10 38.9 25.25 - 1 0 2
6 Dec 353.00 13.65 0.00 0.00 0 0 0
5 Dec 333.30 13.65 0.00 0.00 0 0 0
4 Dec 340.10 13.65 0.00 0.00 0 0 0
3 Dec 341.15 13.65 0.00 0.00 0 2 0
2 Dec 333.30 13.65 -12.95 21.30 9 2 2
29 Nov 335.95 26.6 - 0 0 0

For Delhivery Limited - strike price 325 expiring on 26DEC2024

Delta for 325 CE is 0.00

Historical price for 325 CE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 50.3, 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 50.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 50.3, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 38.9, which was 25.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 13.65, 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 13.65, 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 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 13.65, 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 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 13.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 13.65, which was -12.95 lower than the previous day. The implied volatity was 21.30, the open interest changed by 2 which increased total open position to 2


On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 26.6, 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 325 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 0.6 0.00 0.00 0 -1 0
11 Dec 379.45 0.6 -0.50 46.85 19 -1 58
10 Dec 380.60 1.1 -0.35 53.28 10 2 57
9 Dec 371.10 1.45 -0.85 48.15 152 1 55
6 Dec 353.00 2.3 -2.25 37.50 179 47 54
5 Dec 333.30 4.55 0.00 0.00 0 -2 0
4 Dec 340.10 4.55 -0.35 34.17 2 0 9
3 Dec 341.15 4.9 -5.00 35.76 36 6 11
2 Dec 333.30 9.9 3.40 43.47 5 0 0
29 Nov 335.95 6.5 4.73 0 0 0

For Delhivery Limited - strike price 325 expiring on 26DEC2024

Delta for 325 PE is 0.00

Historical price for 325 PE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 46.85, the open interest changed by -1 which decreased total open position to 58


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 53.28, the open interest changed by 2 which increased total open position to 57


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 48.15, the open interest changed by 1 which increased total open position to 55


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 2.3, which was -2.25 lower than the previous day. The implied volatity was 37.50, the open interest changed by 47 which increased total open position to 54


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 4.55, which was -0.35 lower than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 9


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 4.9, which was -5.00 lower than the previous day. The implied volatity was 35.76, the open interest changed by 6 which increased total open position to 11


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 9.9, which was 3.40 higher than the previous day. The implied volatity was 43.47, 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 6.5, which was lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0