DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.22
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 24.65 | -1.00 | 20.40 | 4 | 3 | 4 | |||
| 26 Dec | 350.95 | 25.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 24 Dec | 354.55 | 25.65 | -5.80 | 12.04 | 1 | 0 | 0 | |||
| 23 Dec | 359.10 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 349.60 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 358.60 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 370.40 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 383.10 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 393.05 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 382.35 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 371.10 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 353.00 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 333.30 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 333.30 | 31.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 335.95 | 31.45 | - | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 330 expiring on 30JAN2025
Delta for 330 CE is 0.87
Historical price for 330 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 24.65, which was -1.00 lower than the previous day. The implied volatity was 20.40, the open interest changed by 3 which increased total open position to 4
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 25.65, which was 0.00 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 Dec DELHIVERY was trading at 354.55. The strike last trading price was 25.65, which was -5.80 lower than the previous day. The implied volatity was 12.04, 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 31.45, 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 31.45, 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 31.45, 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 31.45, 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 31.45, 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 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 31.45, 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 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 31.45, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 31.45, 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 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 31.45, 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 31.45, 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 31.45, 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 31.45, 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 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.34
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 5.8 | -0.50 | 35.34 | 115 | 29 | 148 |
| 26 Dec | 350.95 | 6.3 | -2.90 | 36.44 | 88 | 64 | 115 |
| 24 Dec | 354.55 | 9.2 | 1.20 | 44.92 | 57 | 28 | 51 |
| 23 Dec | 359.10 | 8 | -3.50 | 46.23 | 5 | 3 | 23 |
| 20 Dec | 349.60 | 11.5 | 3.00 | 46.98 | 28 | 17 | 20 |
| 19 Dec | 358.60 | 8.5 | 4.75 | 44.91 | 3 | 1 | 2 |
| 18 Dec | 370.40 | 3.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 383.10 | 3.75 | -10.25 | 43.99 | 2 | 0 | 0 |
| 16 Dec | 393.05 | 14 | 0.00 | 14.35 | 0 | 0 | 0 |
| 12 Dec | 382.35 | 14 | 0.00 | 12.53 | 0 | 0 | 0 |
| 9 Dec | 371.10 | 14 | 0.00 | 9.91 | 0 | 0 | 0 |
| 6 Dec | 353.00 | 14 | 0.00 | 6.43 | 0 | 0 | 0 |
| 5 Dec | 333.30 | 14 | 0.00 | 1.99 | 0 | 0 | 0 |
| 2 Dec | 333.30 | 14 | 0.00 | 2.03 | 0 | 0 | 0 |
| 29 Nov | 335.95 | 14 | 2.78 | 0 | 0 | 0 | |
For Delhivery Limited - strike price 330 expiring on 30JAN2025
Delta for 330 PE is -0.25
Historical price for 330 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 5.8, which was -0.50 lower than the previous day. The implied volatity was 35.34, the open interest changed by 29 which increased total open position to 148
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 6.3, which was -2.90 lower than the previous day. The implied volatity was 36.44, the open interest changed by 64 which increased total open position to 115
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 9.2, which was 1.20 higher than the previous day. The implied volatity was 44.92, the open interest changed by 28 which increased total open position to 51
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 8, which was -3.50 lower than the previous day. The implied volatity was 46.23, the open interest changed by 3 which increased total open position to 23
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 11.5, which was 3.00 higher than the previous day. The implied volatity was 46.98, the open interest changed by 17 which increased total open position to 20
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 8.5, which was 4.75 higher than the previous day. The implied volatity was 44.91, the open interest changed by 1 which increased total open position to 2
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 3.75, which was 0.00 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 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 3.75, which was -10.25 lower than the previous day. The implied volatity was 43.99, the open interest changed by 0 which decreased total open position to 0
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 0
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 12.53, 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 14, which was 0.00 lower than the previous day. The implied volatity was 9.91, 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 14, which was 0.00 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 14, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 14, which was lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
