`
Related Pages for DELHIVERY
[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited
381.25 1.80 (0.47%)

Back to Option Chain

Historical option data for DELHIVERY

12 Dec 2024 10:44 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 335 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 380.70 37.5 0.00 0.00 0 0 0
11 Dec 379.45 37.5 0.00 0.00 0 0 0
10 Dec 380.60 37.5 0.00 0.00 0 -1 0
9 Dec 371.10 37.5 13.60 - 6 0 10
6 Dec 353.00 23.9 13.65 31.96 88 -1 9
5 Dec 333.30 10.25 -3.55 31.81 16 -1 10
4 Dec 340.10 13.8 -1.45 29.55 11 -3 11
3 Dec 341.15 15.25 6.20 31.17 33 11 13
2 Dec 333.30 9.05 -11.15 26.74 16 3 3
29 Nov 335.95 20.2 - 0 0 0

For Delhivery Limited - strike price 335 expiring on 26DEC2024

Delta for 335 CE is 0.00

Historical price for 335 CE is as follows

On 12 Dec DELHIVERY was trading at 380.70. The strike last trading price was 37.5, 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 37.5, 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 37.5, 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 37.5, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 23.9, which was 13.65 higher than the previous day. The implied volatity was 31.96, the open interest changed by -1 which decreased total open position to 9


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 10.25, which was -3.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by -1 which decreased total open position to 10


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 13.8, which was -1.45 lower than the previous day. The implied volatity was 29.55, the open interest changed by -3 which decreased total open position to 11


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 15.25, which was 6.20 higher than the previous day. The implied volatity was 31.17, the open interest changed by 11 which increased total open position to 13


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 9.05, which was -11.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by 3 which increased total open position to 3


On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 20.2, 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 335 PE
Delta: -0.06
Vega: 0.09
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 380.70 0.95 0.05 44.94 17 0 87
11 Dec 379.45 0.9 -0.50 43.14 164 -45 87
10 Dec 380.60 1.4 -0.75 48.58 475 98 165
9 Dec 371.10 2.15 -2.00 44.91 157 56 65
6 Dec 353.00 4.15 -5.90 36.66 14 6 8
5 Dec 333.30 10.05 -0.95 31.88 2 1 2
4 Dec 340.10 11 0.00 0.00 0 1 0
3 Dec 341.15 11 0.95 43.94 1 0 0
2 Dec 333.30 10.05 0.00 0.27 0 0 0
29 Nov 335.95 10.05 1.60 0 0 0

For Delhivery Limited - strike price 335 expiring on 26DEC2024

Delta for 335 PE is -0.06

Historical price for 335 PE is as follows

On 12 Dec DELHIVERY was trading at 380.70. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 44.94, the open interest changed by 0 which decreased total open position to 87


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 43.14, the open interest changed by -45 which decreased total open position to 87


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 48.58, the open interest changed by 98 which increased total open position to 165


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 2.15, which was -2.00 lower than the previous day. The implied volatity was 44.91, the open interest changed by 56 which increased total open position to 65


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 4.15, which was -5.90 lower than the previous day. The implied volatity was 36.66, the open interest changed by 6 which increased total open position to 8


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 10.05, which was -0.95 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 2


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 11, 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 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was 43.94, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 10.05, which was lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0