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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
350.75 -0.20 (-0.06%)

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Historical option data for DELHIVERY

27 Dec 2024 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 30JAN2025 375 CE
Delta: 0.27
Vega: 0.35
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 350.75 4.85 -8.15 29.14 21 10 11
26 Dec 350.95 13 0.00 0.00 0 0 0
24 Dec 354.55 13 0.00 0.00 0 0 0
23 Dec 359.10 13 0.00 0.00 0 0 0
20 Dec 349.60 13 0.00 0.00 0 1 0
19 Dec 358.60 13 1.00 37.45 1 0 0
18 Dec 370.40 12 0.00 - 0 0 0
17 Dec 383.10 12 0.00 - 0 0 0
16 Dec 393.05 12 0.00 - 0 0 0
13 Dec 390.60 12 0.00 - 0 0 0
12 Dec 382.35 12 0.00 - 0 0 0
11 Dec 379.45 12 0.00 - 0 0 0
10 Dec 380.60 12 0.00 - 0 0 0
9 Dec 371.10 12 - 0 0 0

For Delhivery Limited - strike price 375 expiring on 30JAN2025

Delta for 375 CE is 0.27

Historical price for 375 CE is as follows

On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 4.85, which was -8.15 lower than the previous day. The implied volatity was 29.14, the open interest changed by 10 which increased total open position to 11


On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 13, which was 1.00 higher than the previous day. The implied volatity was 37.45, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 12, 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 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30JAN2025 375 PE
Delta: -0.67
Vega: 0.39
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 350.75 30.2 -8.80 39.81 1 0 0
26 Dec 350.95 39 0.00 - 0 0 0
24 Dec 354.55 39 0.00 - 0 0 0
23 Dec 359.10 39 0.00 - 0 0 0
20 Dec 349.60 39 0.00 - 0 0 0
19 Dec 358.60 39 0.00 - 0 0 0
18 Dec 370.40 39 0.00 0.50 0 0 0
17 Dec 383.10 39 0.00 3.65 0 0 0
16 Dec 393.05 39 0.00 4.80 0 0 0
13 Dec 390.60 39 0.00 4.14 0 0 0
12 Dec 382.35 39 0.00 2.85 0 0 0
11 Dec 379.45 39 0.00 2.37 0 0 0
10 Dec 380.60 39 0.00 3.01 0 0 0
9 Dec 371.10 39 0.47 0 0 0

For Delhivery Limited - strike price 375 expiring on 30JAN2025

Delta for 375 PE is -0.67

Historical price for 375 PE is as follows

On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 30.2, which was -8.80 lower than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 0


On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 39, 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 39, 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 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 39, 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 39, 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 39, 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 39, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 39, which was 0.00 lower than the previous day. The implied volatity was 3.65, 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 39, which was 0.00 lower than the previous day. The implied volatity was 4.80, 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 39, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 39, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 39, which was 0.00 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 39, which was lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0