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Related Pages for DELHIVERY
[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited
381 1.55 (0.41%)

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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 340 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 38 1.25 - 1 0 134
11 Dec 379.45 36.75 -0.60 - 18 -4 134
10 Dec 380.60 37.35 2.35 - 16 -4 138
9 Dec 371.10 35 14.10 32.00 153 -15 143
6 Dec 353.00 20.9 12.65 34.65 720 53 158
5 Dec 333.30 8.25 -2.85 32.55 133 12 104
4 Dec 340.10 11.1 -1.75 29.85 136 -3 90
3 Dec 341.15 12.85 5.50 32.50 566 -26 92
2 Dec 333.30 7.35 -2.65 27.25 360 65 112
29 Nov 335.95 10 28.69 374 49 49

For Delhivery Limited - strike price 340 expiring on 26DEC2024

Delta for 340 CE is -

Historical price for 340 CE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 38, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 36.75, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 134


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 37.35, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 138


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 35, which was 14.10 higher than the previous day. The implied volatity was 32.00, the open interest changed by -15 which decreased total open position to 143


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 20.9, which was 12.65 higher than the previous day. The implied volatity was 34.65, the open interest changed by 53 which increased total open position to 158


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 8.25, which was -2.85 lower than the previous day. The implied volatity was 32.55, the open interest changed by 12 which increased total open position to 104


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 11.1, which was -1.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by -3 which decreased total open position to 90


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 12.85, which was 5.50 higher than the previous day. The implied volatity was 32.50, the open interest changed by -26 which decreased total open position to 92


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 7.35, which was -2.65 lower than the previous day. The implied volatity was 27.25, the open interest changed by 65 which increased total open position to 112


On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 28.69, the open interest changed by 49 which increased total open position to 49


DELHIVERY 26DEC2024 340 PE
Delta: -0.07
Vega: 0.10
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 1 -0.20 41.64 321 -43 314
11 Dec 379.45 1.2 -0.60 42.11 565 125 373
10 Dec 380.60 1.8 -0.95 47.69 326 -29 250
9 Dec 371.10 2.75 -2.55 43.99 924 126 274
6 Dec 353.00 5.3 -8.30 35.76 640 79 150
5 Dec 333.30 13.6 3.45 34.45 22 2 69
4 Dec 340.10 10.15 -0.85 33.91 58 3 67
3 Dec 341.15 11 -8.40 37.19 33 6 62
2 Dec 333.30 19.4 3.60 50.00 50 26 55
29 Nov 335.95 15.8 41.86 196 30 30

For Delhivery Limited - strike price 340 expiring on 26DEC2024

Delta for 340 PE is -0.07

Historical price for 340 PE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 41.64, the open interest changed by -43 which decreased total open position to 314


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 42.11, the open interest changed by 125 which increased total open position to 373


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 47.69, the open interest changed by -29 which decreased total open position to 250


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 2.75, which was -2.55 lower than the previous day. The implied volatity was 43.99, the open interest changed by 126 which increased total open position to 274


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 5.3, which was -8.30 lower than the previous day. The implied volatity was 35.76, the open interest changed by 79 which increased total open position to 150


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 13.6, which was 3.45 higher than the previous day. The implied volatity was 34.45, the open interest changed by 2 which increased total open position to 69


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 10.15, which was -0.85 lower than the previous day. The implied volatity was 33.91, the open interest changed by 3 which increased total open position to 67


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 11, which was -8.40 lower than the previous day. The implied volatity was 37.19, the open interest changed by 6 which increased total open position to 62


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 19.4, which was 3.60 higher than the previous day. The implied volatity was 50.00, the open interest changed by 26 which increased total open position to 55


On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was 41.86, the open interest changed by 30 which increased total open position to 30