DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:14 AM IST
| DELHIVERY 26DEC2024 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.28
Theta: -0.32
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.15 | 12.05 | 1.85 | 26.16 | 379 | -8 | 135 | |||
| 11 Dec | 379.45 | 10.2 | -2.80 | 19.56 | 308 | -10 | 143 | |||
|
|
||||||||||
| 10 Dec | 380.60 | 13 | 0.85 | 20.81 | 877 | 6 | 148 | |||
| 9 Dec | 371.10 | 12.15 | 7.15 | 39.03 | 1,479 | 100 | 144 | |||
| 6 Dec | 353.00 | 5 | 3.40 | 35.93 | 137 | 42 | 43 | |||
| 5 Dec | 333.30 | 1.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 340.10 | 1.6 | 31.44 | 17 | 2 | 2 | ||||
For Delhivery Limited - strike price 375 expiring on 26DEC2024
Delta for 375 CE is 0.66
Historical price for 375 CE is as follows
On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 12.05, which was 1.85 higher than the previous day. The implied volatity was 26.16, the open interest changed by -8 which decreased total open position to 135
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 10.2, which was -2.80 lower than the previous day. The implied volatity was 19.56, the open interest changed by -10 which decreased total open position to 143
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 13, which was 0.85 higher than the previous day. The implied volatity was 20.81, the open interest changed by 6 which increased total open position to 148
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 12.15, which was 7.15 higher than the previous day. The implied volatity was 39.03, the open interest changed by 100 which increased total open position to 144
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 5, which was 3.40 higher than the previous day. The implied volatity was 35.93, the open interest changed by 42 which increased total open position to 43
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 1.6, 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 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was 31.44, the open interest changed by 2 which increased total open position to 2
| DELHIVERY 26DEC2024 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.29
Theta: -0.38
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.15 | 8.95 | -1.35 | 41.54 | 182 | 29 | 96 |
| 11 Dec | 379.45 | 10.3 | -1.50 | 44.52 | 183 | 25 | 65 |
| 10 Dec | 380.60 | 11.8 | -2.20 | 52.08 | 109 | 28 | 40 |
| 9 Dec | 371.10 | 14 | -10.00 | 42.43 | 50 | 10 | 13 |
| 6 Dec | 353.00 | 24 | -10.55 | 36.28 | 3 | 2 | 2 |
| 5 Dec | 333.30 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 340.10 | 34.55 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 375 expiring on 26DEC2024
Delta for 375 PE is -0.39
Historical price for 375 PE is as follows
On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 8.95, which was -1.35 lower than the previous day. The implied volatity was 41.54, the open interest changed by 29 which increased total open position to 96
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 10.3, which was -1.50 lower than the previous day. The implied volatity was 44.52, the open interest changed by 25 which increased total open position to 65
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 11.8, which was -2.20 lower than the previous day. The implied volatity was 52.08, the open interest changed by 28 which increased total open position to 40
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 14, which was -10.00 lower than the previous day. The implied volatity was 42.43, the open interest changed by 10 which increased total open position to 13
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 24, which was -10.55 lower than the previous day. The implied volatity was 36.28, the open interest changed by 2 which increased total open position to 2
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 34.55, 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 34.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
