DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:04 AM IST
| DELHIVERY 26DEC2024 350 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.25 | 28 | 0.85 | - | 4 | 1 | 194 | |||
| 11 Dec | 379.45 | 27.15 | -1.95 | - | 30 | -4 | 188 | |||
| 10 Dec | 380.60 | 29.1 | 1.95 | - | 145 | -26 | 193 | |||
| 9 Dec | 371.10 | 27.15 | 12.25 | 36.06 | 875 | -62 | 219 | |||
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| 6 Dec | 353.00 | 14.9 | 9.90 | 35.63 | 3,260 | 146 | 280 | |||
| 5 Dec | 333.30 | 5 | -1.95 | 33.12 | 237 | 4 | 134 | |||
| 4 Dec | 340.10 | 6.95 | -1.55 | 30.65 | 234 | 48 | 126 | |||
| 3 Dec | 341.15 | 8.5 | 4.10 | 33.22 | 337 | 52 | 76 | |||
| 2 Dec | 333.30 | 4.4 | -1.85 | 28.55 | 51 | 8 | 26 | |||
| 29 Nov | 335.95 | 6.25 | 29.25 | 57 | 18 | 18 | ||||
For Delhivery Limited - strike price 350 expiring on 26DEC2024
Delta for 350 CE is -
Historical price for 350 CE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 28, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 194
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 27.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 188
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 29.1, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 193
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 27.15, which was 12.25 higher than the previous day. The implied volatity was 36.06, the open interest changed by -62 which decreased total open position to 219
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 14.9, which was 9.90 higher than the previous day. The implied volatity was 35.63, the open interest changed by 146 which increased total open position to 280
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 5, which was -1.95 lower than the previous day. The implied volatity was 33.12, the open interest changed by 4 which increased total open position to 134
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 6.95, which was -1.55 lower than the previous day. The implied volatity was 30.65, the open interest changed by 48 which increased total open position to 126
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 8.5, which was 4.10 higher than the previous day. The implied volatity was 33.22, the open interest changed by 52 which increased total open position to 76
On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 4.4, which was -1.85 lower than the previous day. The implied volatity was 28.55, the open interest changed by 8 which increased total open position to 26
On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was 29.25, the open interest changed by 18 which increased total open position to 18
| DELHIVERY 26DEC2024 350 PE | |||||||
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Delta: -0.12
Vega: 0.15
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.25 | 1.85 | -0.35 | 40.21 | 312 | -35 | 322 |
| 11 Dec | 379.45 | 2.2 | -0.90 | 40.67 | 378 | 65 | 356 |
| 10 Dec | 380.60 | 3.1 | -1.20 | 46.90 | 504 | 56 | 295 |
| 9 Dec | 371.10 | 4.3 | -4.75 | 41.73 | 796 | 113 | 243 |
| 6 Dec | 353.00 | 9.05 | -7.15 | 35.98 | 876 | 122 | 123 |
| 5 Dec | 333.30 | 16.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 4 Dec | 340.10 | 16.2 | -0.05 | 35.59 | 3 | -1 | 1 |
| 3 Dec | 341.15 | 16.25 | -1.15 | 36.93 | 2 | 0 | 0 |
| 2 Dec | 333.30 | 17.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 335.95 | 17.4 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 350 expiring on 26DEC2024
Delta for 350 PE is -0.12
Historical price for 350 PE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 40.21, the open interest changed by -35 which decreased total open position to 322
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was 40.67, the open interest changed by 65 which increased total open position to 356
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 3.1, which was -1.20 lower than the previous day. The implied volatity was 46.90, the open interest changed by 56 which increased total open position to 295
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 4.3, which was -4.75 lower than the previous day. The implied volatity was 41.73, the open interest changed by 113 which increased total open position to 243
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 9.05, which was -7.15 lower than the previous day. The implied volatity was 35.98, the open interest changed by 122 which increased total open position to 123
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 16.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 16.2, which was -0.05 lower than the previous day. The implied volatity was 35.59, the open interest changed by -1 which decreased total open position to 1
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 16.25, which was -1.15 lower than the previous day. The implied volatity was 36.93, 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 17.4, 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 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
