DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 340 CE | ||||||||||
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Delta: 0.71
Vega: 0.36
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 18.1 | -2.90 | 24.12 | 32 | 2 | 16 | |||
| 26 Dec | 350.95 | 21 | 3.20 | 31.04 | 29 | 10 | 14 | |||
| 24 Dec | 354.55 | 17.8 | -3.70 | 17.26 | 2 | 0 | 4 | |||
| 23 Dec | 359.10 | 21.5 | 2.20 | - | 1 | 0 | 3 | |||
| 20 Dec | 349.60 | 19.3 | -9.60 | 24.46 | 2 | 1 | 2 | |||
| 19 Dec | 358.60 | 28.9 | -11.55 | 32.34 | 1 | 0 | 1 | |||
| 18 Dec | 370.40 | 40.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 383.10 | 40.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 393.05 | 40.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 390.60 | 40.45 | 13.45 | - | 1 | 0 | 1 | |||
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| 12 Dec | 382.35 | 27 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 371.10 | 27 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 353.00 | 27 | 13.25 | 28.82 | 1 | 0 | 1 | |||
| 5 Dec | 333.30 | 13.75 | -12.20 | 27.59 | 1 | 0 | 0 | |||
| 2 Dec | 333.30 | 25.95 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 29 Nov | 335.95 | 25.95 | - | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 340 expiring on 30JAN2025
Delta for 340 CE is 0.71
Historical price for 340 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 18.1, which was -2.90 lower than the previous day. The implied volatity was 24.12, the open interest changed by 2 which increased total open position to 16
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 21, which was 3.20 higher than the previous day. The implied volatity was 31.04, the open interest changed by 10 which increased total open position to 14
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 17.8, which was -3.70 lower than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 4
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 21.5, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 19.3, which was -9.60 lower than the previous day. The implied volatity was 24.46, the open interest changed by 1 which increased total open position to 2
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 28.9, which was -11.55 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 1
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 40.45, 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 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 40.45, 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 40.45, 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 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 40.45, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 27, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 27, 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 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 27, which was 13.25 higher than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 1
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 13.75, which was -12.20 lower than the previous day. The implied volatity was 27.59, 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 25.95, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 25.95, 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 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.39
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 9.05 | -0.20 | 35.31 | 46 | 8 | 83 |
| 26 Dec | 350.95 | 9.25 | -3.50 | 35.47 | 100 | 27 | 73 |
| 24 Dec | 354.55 | 12.75 | 1.05 | 44.81 | 83 | 30 | 46 |
| 23 Dec | 359.10 | 11.7 | -4.85 | 47.56 | 35 | 5 | 17 |
| 20 Dec | 349.60 | 16.55 | 3.95 | 49.02 | 18 | 4 | 11 |
| 19 Dec | 358.60 | 12.6 | 5.10 | 46.89 | 4 | 3 | 7 |
| 18 Dec | 370.40 | 7.5 | 4.50 | 42.93 | 1 | 0 | 3 |
| 17 Dec | 383.10 | 3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 393.05 | 3 | -2.75 | 38.16 | 1 | 0 | 2 |
| 13 Dec | 390.60 | 5.75 | -2.25 | 44.62 | 1 | 0 | 2 |
| 12 Dec | 382.35 | 8 | -10.35 | 47.41 | 2 | 1 | 1 |
| 9 Dec | 371.10 | 18.35 | 0.00 | 7.98 | 0 | 0 | 0 |
| 6 Dec | 353.00 | 18.35 | 0.00 | 4.21 | 0 | 0 | 0 |
| 5 Dec | 333.30 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 333.30 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 335.95 | 18.35 | 0.56 | 0 | 0 | 0 | |
For Delhivery Limited - strike price 340 expiring on 30JAN2025
Delta for 340 PE is -0.34
Historical price for 340 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 9.05, which was -0.20 lower than the previous day. The implied volatity was 35.31, the open interest changed by 8 which increased total open position to 83
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 9.25, which was -3.50 lower than the previous day. The implied volatity was 35.47, the open interest changed by 27 which increased total open position to 73
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 12.75, which was 1.05 higher than the previous day. The implied volatity was 44.81, the open interest changed by 30 which increased total open position to 46
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 11.7, which was -4.85 lower than the previous day. The implied volatity was 47.56, the open interest changed by 5 which increased total open position to 17
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 16.55, which was 3.95 higher than the previous day. The implied volatity was 49.02, the open interest changed by 4 which increased total open position to 11
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 12.6, which was 5.10 higher than the previous day. The implied volatity was 46.89, the open interest changed by 3 which increased total open position to 7
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 7.5, which was 4.50 higher than the previous day. The implied volatity was 42.93, the open interest changed by 0 which decreased total open position to 3
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 3, 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 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 3, which was -2.75 lower than the previous day. The implied volatity was 38.16, the open interest changed by 0 which decreased total open position to 2
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 5.75, which was -2.25 lower than the previous day. The implied volatity was 44.62, the open interest changed by 0 which decreased total open position to 2
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 8, which was -10.35 lower than the previous day. The implied volatity was 47.41, the open interest changed by 1 which increased total open position to 1
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 18.35, which was 0.00 lower than the previous day. The implied volatity was 7.98, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 18.35, 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 18.35, 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 18.35, which was lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
