DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 380 CE | ||||||||||
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Delta: 0.23
Vega: 0.32
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 3.95 | -1.65 | 29.68 | 335 | -34 | 194 | |||
| 26 Dec | 350.95 | 5.6 | 0.80 | 33.96 | 342 | 52 | 227 | |||
| 24 Dec | 354.55 | 4.8 | -2.65 | 29.30 | 372 | 41 | 174 | |||
| 23 Dec | 359.10 | 7.45 | 0.95 | 30.02 | 144 | 71 | 134 | |||
| 20 Dec | 349.60 | 6.5 | -2.75 | 34.09 | 56 | 3 | 64 | |||
| 19 Dec | 358.60 | 9.25 | -4.70 | 33.08 | 38 | 20 | 60 | |||
| 18 Dec | 370.40 | 13.95 | -16.50 | 30.37 | 15 | 5 | 40 | |||
| 17 Dec | 383.10 | 30.45 | 7.45 | 46.71 | 1 | 0 | 36 | |||
| 16 Dec | 393.05 | 23 | 1.60 | 25.69 | 1 | 0 | 36 | |||
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| 13 Dec | 390.60 | 21.4 | 2.80 | 24.28 | 35 | 20 | 37 | |||
| 12 Dec | 382.35 | 18.6 | 7.95 | 25.82 | 30 | 17 | 17 | |||
| 11 Dec | 379.45 | 10.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 380.60 | 10.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 371.10 | 10.65 | 0.74 | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 380 expiring on 30JAN2025
Delta for 380 CE is 0.23
Historical price for 380 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 3.95, which was -1.65 lower than the previous day. The implied volatity was 29.68, the open interest changed by -34 which decreased total open position to 194
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 5.6, which was 0.80 higher than the previous day. The implied volatity was 33.96, the open interest changed by 52 which increased total open position to 227
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 4.8, which was -2.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 41 which increased total open position to 174
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 7.45, which was 0.95 higher than the previous day. The implied volatity was 30.02, the open interest changed by 71 which increased total open position to 134
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 6.5, which was -2.75 lower than the previous day. The implied volatity was 34.09, the open interest changed by 3 which increased total open position to 64
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 9.25, which was -4.70 lower than the previous day. The implied volatity was 33.08, the open interest changed by 20 which increased total open position to 60
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 13.95, which was -16.50 lower than the previous day. The implied volatity was 30.37, the open interest changed by 5 which increased total open position to 40
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 30.45, which was 7.45 higher than the previous day. The implied volatity was 46.71, the open interest changed by 0 which decreased total open position to 36
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 23, which was 1.60 higher than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 36
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 21.4, which was 2.80 higher than the previous day. The implied volatity was 24.28, the open interest changed by 20 which increased total open position to 37
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 18.6, which was 7.95 higher than the previous day. The implied volatity was 25.82, the open interest changed by 17 which increased total open position to 17
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 10.65, 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 10.65, 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 10.65, which was lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30JAN2025 380 PE | |||||||
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Delta: -0.69
Vega: 0.38
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 34.65 | -3.35 | 42.09 | 9 | 5 | 15 |
| 26 Dec | 350.95 | 38 | 5.05 | 50.37 | 2 | 1 | 10 |
| 24 Dec | 354.55 | 32.95 | -5.05 | 40.16 | 1 | 0 | 8 |
| 23 Dec | 359.10 | 38 | 3.55 | 61.36 | 1 | 0 | 8 |
| 20 Dec | 349.60 | 34.45 | -0.55 | 38.54 | 2 | 1 | 7 |
| 19 Dec | 358.60 | 35 | 10.00 | 51.43 | 2 | 0 | 6 |
| 18 Dec | 370.40 | 25 | 6.00 | 45.58 | 7 | 1 | 6 |
| 17 Dec | 383.10 | 19 | 3.00 | 45.65 | 2 | 1 | 4 |
| 16 Dec | 393.05 | 16 | -3.00 | 43.50 | 2 | 0 | 2 |
| 13 Dec | 390.60 | 19 | -3.45 | 45.97 | 1 | 0 | 1 |
| 12 Dec | 382.35 | 22.45 | -20.10 | 47.40 | 2 | 1 | 1 |
| 11 Dec | 379.45 | 42.55 | 0.00 | 1.41 | 0 | 0 | 0 |
| 10 Dec | 380.60 | 42.55 | 0.00 | 1.95 | 0 | 0 | 0 |
| 9 Dec | 371.10 | 42.55 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 380 expiring on 30JAN2025
Delta for 380 PE is -0.69
Historical price for 380 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 34.65, which was -3.35 lower than the previous day. The implied volatity was 42.09, the open interest changed by 5 which increased total open position to 15
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 38, which was 5.05 higher than the previous day. The implied volatity was 50.37, the open interest changed by 1 which increased total open position to 10
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 32.95, which was -5.05 lower than the previous day. The implied volatity was 40.16, the open interest changed by 0 which decreased total open position to 8
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 38, which was 3.55 higher than the previous day. The implied volatity was 61.36, the open interest changed by 0 which decreased total open position to 8
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 34.45, which was -0.55 lower than the previous day. The implied volatity was 38.54, the open interest changed by 1 which increased total open position to 7
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 35, which was 10.00 higher than the previous day. The implied volatity was 51.43, the open interest changed by 0 which decreased total open position to 6
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 25, which was 6.00 higher than the previous day. The implied volatity was 45.58, the open interest changed by 1 which increased total open position to 6
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 19, which was 3.00 higher than the previous day. The implied volatity was 45.65, the open interest changed by 1 which increased total open position to 4
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 16, which was -3.00 lower than the previous day. The implied volatity was 43.50, the open interest changed by 0 which decreased total open position to 2
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 19, which was -3.45 lower than the previous day. The implied volatity was 45.97, the open interest changed by 0 which decreased total open position to 1
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 22.45, which was -20.10 lower than the previous day. The implied volatity was 47.40, the open interest changed by 1 which increased total open position to 1
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 42.55, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 42.55, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 42.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
