DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:14 AM IST
DELHIVERY 26DEC2024 380 CE | ||||||||||
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Delta: 0.56
Vega: 0.30
Theta: -0.33
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 381.15 | 9.2 | 0.80 | 26.47 | 2,778 | 240 | 682 | |||
11 Dec | 379.45 | 8.4 | -2.30 | 23.69 | 1,385 | 36 | 445 | |||
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10 Dec | 380.60 | 10.7 | 0.50 | 24.28 | 2,180 | 69 | 378 | |||
9 Dec | 371.10 | 10.2 | 6.05 | 39.82 | 4,288 | 201 | 304 | |||
6 Dec | 353.00 | 4.15 | 3.10 | 37.09 | 1,315 | 60 | 102 | |||
5 Dec | 333.30 | 1.05 | -0.10 | 36.41 | 78 | 17 | 41 | |||
4 Dec | 340.10 | 1.15 | 31.63 | 40 | 20 | 20 |
For Delhivery Limited - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.56
Historical price for 380 CE is as follows
On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 9.2, which was 0.80 higher than the previous day. The implied volatity was 26.47, the open interest changed by 240 which increased total open position to 682
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 8.4, which was -2.30 lower than the previous day. The implied volatity was 23.69, the open interest changed by 36 which increased total open position to 445
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 10.7, which was 0.50 higher than the previous day. The implied volatity was 24.28, the open interest changed by 69 which increased total open position to 378
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 10.2, which was 6.05 higher than the previous day. The implied volatity was 39.82, the open interest changed by 201 which increased total open position to 304
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 4.15, which was 3.10 higher than the previous day. The implied volatity was 37.09, the open interest changed by 60 which increased total open position to 102
On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 36.41, the open interest changed by 17 which increased total open position to 41
On 4 Dec DELHIVERY was trading at 340.10. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was 31.63, the open interest changed by 20 which increased total open position to 20
DELHIVERY 26DEC2024 380 PE | |||||||
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Delta: -0.45
Vega: 0.30
Theta: -0.40
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 381.15 | 11.75 | -1.45 | 43.38 | 693 | 151 | 253 |
11 Dec | 379.45 | 13.2 | -1.20 | 46.45 | 179 | 55 | 101 |
10 Dec | 380.60 | 14.4 | -3.35 | 53.28 | 108 | 36 | 49 |
9 Dec | 371.10 | 17.75 | -20.85 | 45.52 | 34 | 13 | 13 |
6 Dec | 353.00 | 38.6 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 333.30 | 38.6 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 340.10 | 38.6 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -0.45
Historical price for 380 PE is as follows
On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 11.75, which was -1.45 lower than the previous day. The implied volatity was 43.38, the open interest changed by 151 which increased total open position to 253
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 13.2, which was -1.20 lower than the previous day. The implied volatity was 46.45, the open interest changed by 55 which increased total open position to 101
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 14.4, which was -3.35 lower than the previous day. The implied volatity was 53.28, the open interest changed by 36 which increased total open position to 49
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 17.75, which was -20.85 lower than the previous day. The implied volatity was 45.52, the open interest changed by 13 which increased total open position to 13
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 38.6, 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 38.6, 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 38.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0