DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:04 AM IST
| DELHIVERY 26DEC2024 360 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 | 21.2 | 1.95 | - | 163 | 26 | 265 | |||
| 11 Dec | 379.45 | 19.25 | -2.40 | - | 169 | 31 | 239 | |||
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| 10 Dec | 380.60 | 21.65 | 1.00 | - | 408 | -23 | 206 | |||
| 9 Dec | 371.10 | 20.65 | 10.35 | 39.07 | 2,776 | -90 | 234 | |||
| 6 Dec | 353.00 | 10.3 | 7.30 | 36.67 | 3,447 | 272 | 318 | |||
| 5 Dec | 333.30 | 3 | -1.15 | 33.99 | 82 | -16 | 45 | |||
| 4 Dec | 340.10 | 4.15 | -1.30 | 31.39 | 130 | 7 | 61 | |||
| 3 Dec | 341.15 | 5.45 | 2.85 | 34.04 | 230 | 38 | 59 | |||
| 2 Dec | 333.30 | 2.6 | -1.30 | 29.93 | 73 | 16 | 33 | |||
| 29 Nov | 335.95 | 3.9 | 30.36 | 19 | 16 | 16 | ||||
For Delhivery Limited - strike price 360 expiring on 26DEC2024
Delta for 360 CE is -
Historical price for 360 CE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 21.2, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 265
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 19.25, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 239
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 21.65, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 206
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 20.65, which was 10.35 higher than the previous day. The implied volatity was 39.07, the open interest changed by -90 which decreased total open position to 234
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 10.3, which was 7.30 higher than the previous day. The implied volatity was 36.67, the open interest changed by 272 which increased total open position to 318
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 3, which was -1.15 lower than the previous day. The implied volatity was 33.99, the open interest changed by -16 which decreased total open position to 45
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 4.15, which was -1.30 lower than the previous day. The implied volatity was 31.39, the open interest changed by 7 which increased total open position to 61
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 5.45, which was 2.85 higher than the previous day. The implied volatity was 34.04, the open interest changed by 38 which increased total open position to 59
On 2 Dec DELHIVERY was trading at 333.30. The strike last trading price was 2.6, which was -1.30 lower than the previous day. The implied volatity was 29.93, the open interest changed by 16 which increased total open position to 33
On 29 Nov DELHIVERY was trading at 335.95. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 30.36, the open interest changed by 16 which increased total open position to 16
| DELHIVERY 26DEC2024 360 PE | |||||||
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Delta: -0.21
Vega: 0.22
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.25 | 3.7 | -0.50 | 40.43 | 405 | 34 | 335 |
| 11 Dec | 379.45 | 4.2 | -1.20 | 40.80 | 519 | -18 | 297 |
| 10 Dec | 380.60 | 5.4 | -1.70 | 47.50 | 664 | 116 | 259 |
| 9 Dec | 371.10 | 7.1 | -7.30 | 41.26 | 854 | 116 | 148 |
| 6 Dec | 353.00 | 14.4 | -13.60 | 37.02 | 175 | 31 | 31 |
| 5 Dec | 333.30 | 28 | 3.85 | 36.42 | 1 | 0 | 1 |
| 4 Dec | 340.10 | 24.15 | 0.55 | 39.76 | 1 | 0 | 0 |
| 3 Dec | 341.15 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 333.30 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 335.95 | 23.6 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 360 expiring on 26DEC2024
Delta for 360 PE is -0.21
Historical price for 360 PE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 3.7, which was -0.50 lower than the previous day. The implied volatity was 40.43, the open interest changed by 34 which increased total open position to 335
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 4.2, which was -1.20 lower than the previous day. The implied volatity was 40.80, the open interest changed by -18 which decreased total open position to 297
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 5.4, which was -1.70 lower than the previous day. The implied volatity was 47.50, the open interest changed by 116 which increased total open position to 259
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 7.1, which was -7.30 lower than the previous day. The implied volatity was 41.26, the open interest changed by 116 which increased total open position to 148
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 14.4, which was -13.60 lower than the previous day. The implied volatity was 37.02, the open interest changed by 31 which increased total open position to 31
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 28, which was 3.85 higher than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 1
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 24.15, which was 0.55 higher than the previous day. The implied volatity was 39.76, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DELHIVERY was trading at 341.15. The strike last trading price was 23.6, 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 23.6, 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 23.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
