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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
381.25 1.80 (0.47%)

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Historical option data for DELHIVERY

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 385 CE
Delta: 0.47
Vega: 0.30
Theta: -0.35
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.25 7.5 0.65 28.22 1,904 350 415
11 Dec 379.45 6.85 -1.75 26.49 187 -14 63
10 Dec 380.60 8.6 0.30 26.25 283 13 50
9 Dec 371.10 8.3 5.10 39.84 160 35 35
6 Dec 353.00 3.2 3.20 9.25 0 0 0
5 Dec 333.30 0 0.00 0 0 0

For Delhivery Limited - strike price 385 expiring on 26DEC2024

Delta for 385 CE is 0.47

Historical price for 385 CE is as follows

On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 7.5, which was 0.65 higher than the previous day. The implied volatity was 28.22, the open interest changed by 350 which increased total open position to 415


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 6.85, which was -1.75 lower than the previous day. The implied volatity was 26.49, the open interest changed by -14 which decreased total open position to 63


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 8.6, which was 0.30 higher than the previous day. The implied volatity was 26.25, the open interest changed by 13 which increased total open position to 50


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 8.3, which was 5.10 higher than the previous day. The implied volatity was 39.84, the open interest changed by 35 which increased total open position to 35


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 3.2, which was 3.20 higher than the previous day. The implied volatity was 9.25, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 26DEC2024 385 PE
Delta: -0.51
Vega: 0.30
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.25 14.8 -1.30 45.72 186 42 53
11 Dec 379.45 16.1 -26.70 47.43 11 10 10
10 Dec 380.60 42.8 0.00 0.03 0 0 0
9 Dec 371.10 42.8 0.00 - 0 0 0
6 Dec 353.00 42.8 42.80 - 0 0 0
5 Dec 333.30 0 0.00 0 0 0

For Delhivery Limited - strike price 385 expiring on 26DEC2024

Delta for 385 PE is -0.51

Historical price for 385 PE is as follows

On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 14.8, which was -1.30 lower than the previous day. The implied volatity was 45.72, the open interest changed by 42 which increased total open position to 53


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 16.1, which was -26.70 lower than the previous day. The implied volatity was 47.43, the open interest changed by 10 which increased total open position to 10


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 42.8, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 42.8, 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 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 42.8, which was 42.80 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0