`
[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited

381.1 1.65 (0.43%)

Back to Option Chain


Historical option data for DELHIVERY

12 Dec 2024 11:14 AM IST
DELHIVERY 26DEC2024 365 CE
Delta: 0.87
Vega: 0.16
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 18.5 3.10 21.57 11 0 100
11 Dec 379.45 15.4 -2.55 - 64 -5 99
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 381.15. The strike last trading price was 18.5, which was 3.10 higher than the previous day. The implied volatity was 21.57, 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
Delta: -0.26
Vega: 0.24
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 4.9 -0.85 39.60 62 18 95
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 -0.26

Historical price for 365 PE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 39.60, the open interest changed by 18 which increased total open position to 95


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