DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
26 Dec 2024 04:13 PM IST
| DELHIVERY 26DEC2024 340 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 350.95 | 7.9 | -5.95 | - | 5 | -3 | 74 | |||
| 24 Dec | 354.55 | 13.85 | -6.15 | 54.93 | 55 | -27 | 76 | |||
| 23 Dec | 359.10 | 20 | 8.30 | 35.29 | 30 | -16 | 104 | |||
| 20 Dec | 349.60 | 11.7 | -4.35 | 31.50 | 14 | -8 | 118 | |||
| 19 Dec | 358.60 | 16.05 | -15.40 | - | 13 | 0 | 125 | |||
| 18 Dec | 370.40 | 31.45 | -17.45 | - | 6 | -2 | 126 | |||
| 17 Dec | 383.10 | 48.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 393.05 | 48.9 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 13 Dec | 390.60 | 48.9 | 10.90 | - | 8 | -4 | 129 | |||
| 12 Dec | 382.35 | 38 | 1.25 | - | 4 | -1 | 133 | |||
| 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 | |||
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| 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 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 7.9, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 74
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 13.85, which was -6.15 lower than the previous day. The implied volatity was 54.93, the open interest changed by -27 which decreased total open position to 76
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 20, which was 8.30 higher than the previous day. The implied volatity was 35.29, the open interest changed by -16 which decreased total open position to 104
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 11.7, which was -4.35 lower than the previous day. The implied volatity was 31.50, the open interest changed by -8 which decreased total open position to 118
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 16.05, which was -15.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 31.45, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 126
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 48.9, 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 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 48.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 48.9, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 129
On 12 Dec DELHIVERY was trading at 382.35. 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 -1 which decreased total open position to 133
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 350.95 | 0.05 | -0.55 | - | 56 | -28 | 143 |
| 24 Dec | 354.55 | 0.6 | 0.35 | 40.73 | 329 | -53 | 163 |
| 23 Dec | 359.10 | 0.25 | -1.70 | 38.00 | 424 | -57 | 213 |
| 20 Dec | 349.60 | 1.95 | 0.50 | 31.19 | 482 | -1 | 272 |
| 19 Dec | 358.60 | 1.45 | 0.45 | 38.38 | 296 | 47 | 272 |
| 18 Dec | 370.40 | 1 | 0.45 | 46.45 | 51 | -4 | 225 |
| 17 Dec | 383.10 | 0.55 | 0.15 | 49.59 | 18 | -9 | 229 |
| 16 Dec | 393.05 | 0.4 | -0.10 | 48.21 | 87 | -14 | 238 |
| 13 Dec | 390.60 | 0.5 | -0.50 | 42.47 | 202 | -58 | 251 |
| 12 Dec | 382.35 | 1 | -0.20 | 43.17 | 388 | -48 | 309 |
| 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 -
Historical price for 340 PE is as follows
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 143
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 40.73, the open interest changed by -53 which decreased total open position to 163
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 0.25, which was -1.70 lower than the previous day. The implied volatity was 38.00, the open interest changed by -57 which decreased total open position to 213
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 1.95, which was 0.50 higher than the previous day. The implied volatity was 31.19, the open interest changed by -1 which decreased total open position to 272
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 38.38, the open interest changed by 47 which increased total open position to 272
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 46.45, the open interest changed by -4 which decreased total open position to 225
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 49.59, the open interest changed by -9 which decreased total open position to 229
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 48.21, the open interest changed by -14 which decreased total open position to 238
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 42.47, the open interest changed by -58 which decreased total open position to 251
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 43.17, the open interest changed by -48 which decreased total open position to 309
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
