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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
380.95 1.50 (0.40%)

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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 345 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 380.70 33 4.05 - 1 0 50
11 Dec 379.45 28.95 0.00 0.00 0 0 0
10 Dec 380.60 28.95 0.00 0.00 0 6 0
9 Dec 371.10 28.95 11.10 - 30 7 51
6 Dec 353.00 17.85 11.45 35.55 376 23 42
5 Dec 333.30 6.4 -2.10 32.63 22 1 19
4 Dec 340.10 8.5 -1.95 29.24 21 3 18
3 Dec 341.15 10.45 2.85 32.70 35 13 13
2 Dec 333.30 7.6 0.00 0.00 0 0 0
29 Nov 335.95 7.6 27.99 2 1 1

For Delhivery Limited - strike price 345 expiring on 26DEC2024

Delta for 345 CE is -

Historical price for 345 CE is as follows

On 12 Dec DELHIVERY was trading at 380.70. The strike last trading price was 33, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 28.95, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 28.95, which was 11.10 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 51


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 17.85, which was 11.45 higher than the previous day. The implied volatity was 35.55, the open interest changed by 23 which increased total open position to 42


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 6.4, which was -2.10 lower than the previous day. The implied volatity was 32.63, the open interest changed by 1 which increased total open position to 19


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 8.5, which was -1.95 lower than the previous day. The implied volatity was 29.24, the open interest changed by 3 which increased total open position to 18


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 10.45, which was 2.85 higher than the previous day. The implied volatity was 32.70, the open interest changed by 13 which increased total open position to 13


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 7.6, 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 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 1


DELHIVERY 26DEC2024 345 PE
Delta: -0.10
Vega: 0.13
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 380.70 1.5 -0.05 41.58 80 7 60
11 Dec 379.45 1.55 -0.75 40.78 68 0 53
10 Dec 380.60 2.3 -1.05 46.81 142 3 54
9 Dec 371.10 3.35 -3.75 42.39 287 17 52
6 Dec 353.00 7.1 -10.90 36.17 155 31 35
5 Dec 333.30 18 5.50 38.78 3 -1 4
4 Dec 340.10 12.5 -2.20 33.22 7 4 4
3 Dec 341.15 14.7 0.00 - 0 0 0
2 Dec 333.30 14.7 0.00 - 0 0 0
29 Nov 335.95 14.7 - 0 0 0

For Delhivery Limited - strike price 345 expiring on 26DEC2024

Delta for 345 PE is -0.10

Historical price for 345 PE is as follows

On 12 Dec DELHIVERY was trading at 380.70. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 41.58, the open interest changed by 7 which increased total open position to 60


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 40.78, the open interest changed by 0 which decreased total open position to 53


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 46.81, the open interest changed by 3 which increased total open position to 54


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 3.35, which was -3.75 lower than the previous day. The implied volatity was 42.39, the open interest changed by 17 which increased total open position to 52


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 7.1, which was -10.90 lower than the previous day. The implied volatity was 36.17, the open interest changed by 31 which increased total open position to 35


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 18, which was 5.50 higher than the previous day. The implied volatity was 38.78, the open interest changed by -1 which decreased total open position to 4


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 12.5, which was -2.20 lower than the previous day. The implied volatity was 33.22, the open interest changed by 4 which increased total open position to 4


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 14.7, 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 14.7, 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 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0