DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 10:54 AM IST
| DELHIVERY 26DEC2024 365 CE | ||||||||||
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Delta: 0.87
Vega: 0.16
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.00 | 18.5 | 3.10 | 21.56 | 11 | 0 | 100 | |||
| 11 Dec | 379.45 | 15.4 | -2.55 | - | 64 | -5 | 99 | |||
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| 10 Dec | 380.60 | 17.95 | 1.05 | - | 112 | -34 | 109 | |||
| 9 Dec | 371.10 | 16.9 | 8.95 | 37.05 | 1,125 | 34 | 142 | |||
| 6 Dec | 353.00 | 7.95 | 5.50 | 35.54 | 585 | 102 | 108 | |||
| 5 Dec | 333.30 | 2.45 | -0.95 | 35.36 | 12 | 6 | 6 | |||
| 4 Dec | 340.10 | 3.4 | 32.96 | 2 | 1 | 1 | ||||
For Delhivery Limited - strike price 365 expiring on 26DEC2024
Delta for 365 CE is 0.87
Historical price for 365 CE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 18.5, which was 3.10 higher than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 100
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 15.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 99
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 17.95, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 109
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 16.9, which was 8.95 higher than the previous day. The implied volatity was 37.05, the open interest changed by 34 which increased total open position to 142
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 7.95, which was 5.50 higher than the previous day. The implied volatity was 35.54, the open interest changed by 102 which increased total open position to 108
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 2.45, which was -0.95 lower than the previous day. The implied volatity was 35.36, the open interest changed by 6 which increased total open position to 6
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was 32.96, the open interest changed by 1 which increased total open position to 1
| DELHIVERY 26DEC2024 365 PE | |||||||
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Delta: -0.27
Vega: 0.25
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.00 | 5.1 | -0.65 | 40.39 | 60 | 17 | 94 |
| 11 Dec | 379.45 | 5.75 | -1.30 | 41.50 | 73 | 27 | 75 |
| 10 Dec | 380.60 | 7.05 | -2.00 | 48.35 | 50 | 6 | 47 |
| 9 Dec | 371.10 | 9.05 | -8.60 | 41.50 | 174 | 34 | 42 |
| 6 Dec | 353.00 | 17.65 | -9.40 | 37.86 | 20 | 8 | 8 |
| 5 Dec | 333.30 | 27.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 340.10 | 27.05 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 365 expiring on 26DEC2024
Delta for 365 PE is -0.27
Historical price for 365 PE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 40.39, the open interest changed by 17 which increased total open position to 94
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 5.75, which was -1.30 lower than the previous day. The implied volatity was 41.50, the open interest changed by 27 which increased total open position to 75
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 7.05, which was -2.00 lower than the previous day. The implied volatity was 48.35, the open interest changed by 6 which increased total open position to 47
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 9.05, which was -8.60 lower than the previous day. The implied volatity was 41.50, the open interest changed by 34 which increased total open position to 42
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 17.65, which was -9.40 lower than the previous day. The implied volatity was 37.86, the open interest changed by 8 which increased total open position to 8
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 27.05, 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 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 27.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
