DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 12:54 PM IST
| DELHIVERY 26DEC2024 370 CE | ||||||||||
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Delta: 0.89
Vega: 0.15
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 382.45 | 14.6 | 2.10 | 15.87 | 435 | -31 | 285 | |||
| 11 Dec | 379.45 | 12.5 | -2.85 | 11.95 | 471 | 38 | 321 | |||
| 10 Dec | 380.60 | 15.35 | 0.40 | 8.76 | 1,368 | -161 | 280 | |||
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| 9 Dec | 371.10 | 14.95 | 8.40 | 39.93 | 6,012 | 289 | 443 | |||
| 6 Dec | 353.00 | 6.55 | 4.85 | 36.43 | 2,062 | 96 | 154 | |||
| 5 Dec | 333.30 | 1.7 | -0.25 | 34.81 | 102 | 55 | 58 | |||
| 4 Dec | 340.10 | 1.95 | 30.01 | 9 | 3 | 3 | ||||
For Delhivery Limited - strike price 370 expiring on 26DEC2024
Delta for 370 CE is 0.89
Historical price for 370 CE is as follows
On 12 Dec DELHIVERY was trading at 382.45. The strike last trading price was 14.6, which was 2.10 higher than the previous day. The implied volatity was 15.87, the open interest changed by -31 which decreased total open position to 285
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 12.5, which was -2.85 lower than the previous day. The implied volatity was 11.95, the open interest changed by 38 which increased total open position to 321
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 15.35, which was 0.40 higher than the previous day. The implied volatity was 8.76, the open interest changed by -161 which decreased total open position to 280
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 14.95, which was 8.40 higher than the previous day. The implied volatity was 39.93, the open interest changed by 289 which increased total open position to 443
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 6.55, which was 4.85 higher than the previous day. The implied volatity was 36.43, the open interest changed by 96 which increased total open position to 154
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 34.81, the open interest changed by 55 which increased total open position to 58
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was 30.01, the open interest changed by 3 which increased total open position to 3
| DELHIVERY 26DEC2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.27
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 382.45 | 6.8 | -1.05 | 42.64 | 472 | 59 | 568 |
| 11 Dec | 379.45 | 7.85 | -1.10 | 43.01 | 726 | 147 | 512 |
| 10 Dec | 380.60 | 8.95 | -2.35 | 49.10 | 934 | 265 | 371 |
| 9 Dec | 371.10 | 11.3 | -19.40 | 41.73 | 630 | 107 | 107 |
| 6 Dec | 353.00 | 30.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 333.30 | 30.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 340.10 | 30.7 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 370 expiring on 26DEC2024
Delta for 370 PE is -0.31
Historical price for 370 PE is as follows
On 12 Dec DELHIVERY was trading at 382.45. The strike last trading price was 6.8, which was -1.05 lower than the previous day. The implied volatity was 42.64, the open interest changed by 59 which increased total open position to 568
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 7.85, which was -1.10 lower than the previous day. The implied volatity was 43.01, the open interest changed by 147 which increased total open position to 512
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 8.95, which was -2.35 lower than the previous day. The implied volatity was 49.10, the open interest changed by 265 which increased total open position to 371
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 11.3, which was -19.40 lower than the previous day. The implied volatity was 41.73, the open interest changed by 107 which increased total open position to 107
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 30.7, 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 30.7, 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 30.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
