DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 10:54 AM IST
| DELHIVERY 26DEC2024 330 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 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 379.45 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 380.60 | 44.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 371.10 | 44.95 | 17.10 | 39.44 | 18 | 0 | 41 | |||
| 6 Dec | 353.00 | 27.85 | 15.15 | 31.57 | 112 | -15 | 42 | |||
| 5 Dec | 333.30 | 12.7 | -3.70 | 31.25 | 25 | 13 | 50 | |||
|
|
||||||||||
| 4 Dec | 340.10 | 16.4 | -1.90 | 27.48 | 6 | -3 | 37 | |||
| 3 Dec | 341.15 | 18.3 | 7.10 | 30.62 | 88 | 0 | 39 | |||
| 2 Dec | 333.30 | 11.2 | -3.30 | 23.91 | 56 | 31 | 38 | |||
| 29 Nov | 335.95 | 14.5 | 26.00 | 10 | 6 | 6 | ||||
For Delhivery Limited - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.00
Historical price for 330 CE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 44.95, 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 44.95, 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 44.95, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 44.95, which was 17.10 higher than the previous day. The implied volatity was 39.44, the open interest changed by 0 which decreased total open position to 41
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 27.85, which was 15.15 higher than the previous day. The implied volatity was 31.57, the open interest changed by -15 which decreased total open position to 42
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 12.7, which was -3.70 lower than the previous day. The implied volatity was 31.25, the open interest changed by 13 which increased total open position to 50
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 16.4, which was -1.90 lower than the previous day. The implied volatity was 27.48, the open interest changed by -3 which decreased total open position to 37
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 18.3, which was 7.10 higher than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 39
On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 11.2, which was -3.30 lower than the previous day. The implied volatity was 23.91, the open interest changed by 31 which increased total open position to 38
On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was 26.00, the open interest changed by 6 which increased total open position to 6
| DELHIVERY 26DEC2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.07
Theta: -0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.00 | 0.65 | -0.10 | 45.33 | 197 | 19 | 241 |
| 11 Dec | 379.45 | 0.75 | -0.40 | 45.21 | 197 | -80 | 223 |
| 10 Dec | 380.60 | 1.15 | -0.60 | 50.17 | 526 | -32 | 342 |
| 9 Dec | 371.10 | 1.75 | -1.30 | 46.42 | 830 | 188 | 374 |
| 6 Dec | 353.00 | 3.05 | -5.45 | 36.77 | 796 | 144 | 188 |
| 5 Dec | 333.30 | 8.5 | 3.00 | 34.46 | 35 | 2 | 39 |
| 4 Dec | 340.10 | 5.5 | -1.15 | 32.10 | 41 | 11 | 36 |
| 3 Dec | 341.15 | 6.65 | -5.15 | 36.39 | 73 | 2 | 25 |
| 2 Dec | 333.30 | 11.8 | 0.90 | 42.69 | 45 | 13 | 23 |
| 29 Nov | 335.95 | 10.9 | 41.50 | 51 | 10 | 10 | |
For Delhivery Limited - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -0.04
Historical price for 330 PE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 45.33, the open interest changed by 19 which increased total open position to 241
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 45.21, the open interest changed by -80 which decreased total open position to 223
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 50.17, the open interest changed by -32 which decreased total open position to 342
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 1.75, which was -1.30 lower than the previous day. The implied volatity was 46.42, the open interest changed by 188 which increased total open position to 374
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 3.05, which was -5.45 lower than the previous day. The implied volatity was 36.77, the open interest changed by 144 which increased total open position to 188
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 8.5, which was 3.00 higher than the previous day. The implied volatity was 34.46, the open interest changed by 2 which increased total open position to 39
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 5.5, which was -1.15 lower than the previous day. The implied volatity was 32.10, the open interest changed by 11 which increased total open position to 36
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 6.65, which was -5.15 lower than the previous day. The implied volatity was 36.39, the open interest changed by 2 which increased total open position to 25
On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 11.8, which was 0.90 higher than the previous day. The implied volatity was 42.69, the open interest changed by 13 which increased total open position to 23
On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was 41.50, the open interest changed by 10 which increased total open position to 10
