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

381.6 2.15 (0.57%)

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Historical option data for DELHIVERY

12 Dec 2024 11:14 AM IST
DELHIVERY 26DEC2024 380 CE
Delta: 0.56
Vega: 0.30
Theta: -0.33
Gamma: 0.02
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
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
Delta: -0.45
Vega: 0.30
Theta: -0.40
Gamma: 0.01
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