DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.43
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 10.1 | -2.05 | 25.43 | 14 | 10 | 12 | |||
| 26 Dec | 350.95 | 12.15 | 1.25 | 29.58 | 1 | 0 | 1 | |||
| 24 Dec | 354.55 | 10.9 | -8.10 | 23.51 | 1 | 0 | 0 | |||
| 23 Dec | 359.10 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 349.60 | 19 | 0.00 | 0.55 | 0 | 0 | 0 | |||
| 19 Dec | 358.60 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 370.40 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 383.10 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 393.05 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 390.60 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 382.35 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 379.45 | 19 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Dec | 371.10 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 333.30 | 19 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 29 Nov | 335.95 | 19 | 2.99 | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 355 expiring on 30JAN2025
Delta for 355 CE is 0.49
Historical price for 355 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 10.1, which was -2.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by 10 which increased total open position to 12
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 12.15, which was 1.25 higher than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 1
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 10.9, which was -8.10 lower than the previous day. The implied volatity was 23.51, 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 19, 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 19, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 19, 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 19, 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 19, 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 19, 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 19, 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 19, 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 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 19, 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 19, 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 19, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 19, which was lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30JAN2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.43
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 16.35 | -9.85 | 36.43 | 16 | 9 | 9 |
| 26 Dec | 350.95 | 26.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 354.55 | 26.2 | 0.00 | 0.27 | 0 | 0 | 0 |
| 23 Dec | 359.10 | 26.2 | 0.00 | 2.21 | 0 | 0 | 0 |
| 20 Dec | 349.60 | 26.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 358.60 | 26.2 | 0.00 | 1.94 | 0 | 0 | 0 |
| 18 Dec | 370.40 | 26.2 | 0.00 | 5.13 | 0 | 0 | 0 |
| 17 Dec | 383.10 | 26.2 | 0.00 | 7.78 | 0 | 0 | 0 |
| 16 Dec | 393.05 | 26.2 | 0.00 | 8.90 | 0 | 0 | 0 |
| 13 Dec | 390.60 | 26.2 | 0.00 | 8.20 | 0 | 0 | 0 |
| 12 Dec | 382.35 | 26.2 | 0.00 | 7.03 | 0 | 0 | 0 |
| 11 Dec | 379.45 | 26.2 | 0.00 | 6.34 | 0 | 0 | 0 |
| 9 Dec | 371.10 | 26.2 | 0.00 | 4.75 | 0 | 0 | 0 |
| 2 Dec | 333.30 | 26.2 | 26.20 | - | 0 | 0 | 0 |
| 29 Nov | 335.95 | 0 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 355 expiring on 30JAN2025
Delta for 355 PE is -0.49
Historical price for 355 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 16.35, which was -9.85 lower than the previous day. The implied volatity was 36.43, the open interest changed by 9 which increased total open position to 9
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 26.2, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 26.2, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 7.78, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 8.90, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 8.20, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was 6.34, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 26.2, which was 26.20 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
