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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
381 1.55 (0.41%)

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Historical option data for DELHIVERY

12 Dec 2024 11:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 355 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 23.95 0.95 - 3 1 87
11 Dec 379.45 23 -4.20 - 17 2 87
10 Dec 380.60 27.2 3.95 - 24 -8 86
9 Dec 371.10 23.25 10.70 35.73 346 -46 93
6 Dec 353.00 12.55 8.05 36.50 793 133 140
5 Dec 333.30 4.5 0.00 0.00 0 2 0
4 Dec 340.10 4.5 -2.20 28.01 7 2 7
3 Dec 341.15 6.7 -3.95 33.55 11 6 6
2 Dec 333.30 10.65 0.00 6.62 0 0 0
29 Nov 335.95 10.65 5.05 0 0 0

For Delhivery Limited - strike price 355 expiring on 26DEC2024

Delta for 355 CE is -

Historical price for 355 CE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 23.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 87


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 23, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 87


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 27.2, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 86


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 23.25, which was 10.70 higher than the previous day. The implied volatity was 35.73, the open interest changed by -46 which decreased total open position to 93


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 12.55, which was 8.05 higher than the previous day. The implied volatity was 36.50, the open interest changed by 133 which increased total open position to 140


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 4.5, which was -2.20 lower than the previous day. The implied volatity was 28.01, the open interest changed by 2 which increased total open position to 7


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 6.7, which was -3.95 lower than the previous day. The implied volatity was 33.55, the open interest changed by 6 which increased total open position to 6


On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 10.65, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 10.65, which was lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 26DEC2024 355 PE
Delta: -0.16
Vega: 0.19
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 2.75 -0.40 40.44 207 -7 267
11 Dec 379.45 3.15 -0.90 41.09 192 6 179
10 Dec 380.60 4.05 -1.75 46.80 189 3 175
9 Dec 371.10 5.8 -5.65 42.36 487 -19 173
6 Dec 353.00 11.45 -8.90 36.17 432 188 188
5 Dec 333.30 20.35 0.00 0.00 0 0 0
4 Dec 340.10 20.35 0.00 38.57 2 1 1
3 Dec 341.15 20.35 0.00 - 0 0 0
2 Dec 333.30 20.35 0.00 - 0 0 0
29 Nov 335.95 20.35 - 0 0 0

For Delhivery Limited - strike price 355 expiring on 26DEC2024

Delta for 355 PE is -0.16

Historical price for 355 PE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 2.75, which was -0.40 lower than the previous day. The implied volatity was 40.44, the open interest changed by -7 which decreased total open position to 267


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 3.15, which was -0.90 lower than the previous day. The implied volatity was 41.09, the open interest changed by 6 which increased total open position to 179


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 4.05, which was -1.75 lower than the previous day. The implied volatity was 46.80, the open interest changed by 3 which increased total open position to 175


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 5.8, which was -5.65 lower than the previous day. The implied volatity was 42.36, the open interest changed by -19 which decreased total open position to 173


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 11.45, which was -8.90 lower than the previous day. The implied volatity was 36.17, the open interest changed by 188 which increased total open position to 188


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 20.35, 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 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was 38.57, the open interest changed by 1 which increased total open position to 1


On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 20.35, 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 20.35, 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 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0