DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.40
Theta: -0.21
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 15.85 | -7.60 | 26.56 | 1 | 0 | 0 | |||
| 26 Dec | 350.95 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 354.55 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 359.10 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 349.60 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 358.60 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Dec | 370.40 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 383.10 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 393.05 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 390.60 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 382.35 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 371.10 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 353.00 | 23.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 333.30 | 23.45 | 0.00 | 1.47 | 0 | 0 | 0 | |||
| 2 Dec | 333.30 | 23.45 | 0.00 | 1.48 | 0 | 0 | 0 | |||
| 29 Nov | 335.95 | 23.45 | 0.98 | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 345 expiring on 30JAN2025
Delta for 345 CE is 0.63
Historical price for 345 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 15.85, which was -7.60 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 0
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 23.45, 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 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 23.45, 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 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 23.45, 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 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 23.45, 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 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 23.45, 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 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 23.45, 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 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 23.45, 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 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 23.45, 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 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 23.45, 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 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 23.45, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 23.45, 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 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 23.45, 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 23.45, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 23.45, which was lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30JAN2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.41
Theta: -0.17
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 11.1 | -9.70 | 35.40 | 9 | 5 | 5 |
| 26 Dec | 350.95 | 20.8 | 0.00 | 2.45 | 0 | 0 | 0 |
| 24 Dec | 354.55 | 20.8 | 0.00 | 2.95 | 0 | 0 | 0 |
| 23 Dec | 359.10 | 20.8 | 0.00 | 4.56 | 0 | 0 | 0 |
| 20 Dec | 349.60 | 20.8 | 0.00 | 2.13 | 0 | 0 | 0 |
| 19 Dec | 358.60 | 20.8 | 0.00 | 4.41 | 0 | 0 | 0 |
| 18 Dec | 370.40 | 20.8 | 0.00 | 7.37 | 0 | 0 | 0 |
| 17 Dec | 383.10 | 20.8 | 0.00 | 9.80 | 0 | 0 | 0 |
| 16 Dec | 393.05 | 20.8 | 0.00 | 10.81 | 0 | 0 | 0 |
| 13 Dec | 390.60 | 20.8 | 0.00 | 10.07 | 0 | 0 | 0 |
| 12 Dec | 382.35 | 20.8 | 0.00 | 8.91 | 0 | 0 | 0 |
| 9 Dec | 371.10 | 20.8 | 0.00 | 6.98 | 0 | 0 | 0 |
| 6 Dec | 353.00 | 20.8 | 0.00 | 3.11 | 0 | 0 | 0 |
| 5 Dec | 333.30 | 20.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 333.30 | 20.8 | 20.80 | - | 0 | 0 | 0 |
| 29 Nov | 335.95 | 0 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 345 expiring on 30JAN2025
Delta for 345 PE is -0.39
Historical price for 345 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 11.1, which was -9.70 lower than the previous day. The implied volatity was 35.40, the open interest changed by 5 which increased total open position to 5
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 7.37, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 9.80, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 10.81, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 8.91, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 6.98, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 20.8, 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 20.8, which was 20.80 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
