DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 390 CE | ||||||||||
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Delta: 0.16
Vega: 0.26
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 2.75 | -1.30 | 31.27 | 168 | 101 | 188 | |||
| 26 Dec | 350.95 | 4.05 | 0.60 | 35.25 | 29 | 13 | 88 | |||
| 24 Dec | 354.55 | 3.45 | -2.15 | 30.98 | 77 | 43 | 73 | |||
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| 23 Dec | 359.10 | 5.6 | 0.05 | 31.95 | 26 | 8 | 29 | |||
| 20 Dec | 349.60 | 5.55 | -1.75 | 37.29 | 5 | 1 | 21 | |||
| 19 Dec | 358.60 | 7.3 | -3.45 | 35.03 | 8 | 4 | 20 | |||
| 18 Dec | 370.40 | 10.75 | -6.80 | 31.85 | 16 | 13 | 16 | |||
| 17 Dec | 383.10 | 17.55 | 2.75 | 31.89 | 5 | 2 | 2 | |||
| 16 Dec | 393.05 | 14.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 390.60 | 14.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 382.35 | 14.8 | 6.50 | 28.10 | 2 | 1 | 1 | |||
| 11 Dec | 379.45 | 8.3 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 10 Dec | 380.60 | 8.3 | 0.00 | 0.43 | 0 | 0 | 0 | |||
| 9 Dec | 371.10 | 8.3 | 2.76 | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 390 expiring on 30JAN2025
Delta for 390 CE is 0.16
Historical price for 390 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 2.75, which was -1.30 lower than the previous day. The implied volatity was 31.27, the open interest changed by 101 which increased total open position to 188
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 4.05, which was 0.60 higher than the previous day. The implied volatity was 35.25, the open interest changed by 13 which increased total open position to 88
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 3.45, which was -2.15 lower than the previous day. The implied volatity was 30.98, the open interest changed by 43 which increased total open position to 73
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 5.6, which was 0.05 higher than the previous day. The implied volatity was 31.95, the open interest changed by 8 which increased total open position to 29
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 5.55, which was -1.75 lower than the previous day. The implied volatity was 37.29, the open interest changed by 1 which increased total open position to 21
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 7.3, which was -3.45 lower than the previous day. The implied volatity was 35.03, the open interest changed by 4 which increased total open position to 20
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 10.75, which was -6.80 lower than the previous day. The implied volatity was 31.85, the open interest changed by 13 which increased total open position to 16
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 17.55, which was 2.75 higher than the previous day. The implied volatity was 31.89, the open interest changed by 2 which increased total open position to 2
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 14.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 14.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 14.8, which was 6.50 higher than the previous day. The implied volatity was 28.10, 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 8.3, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 8.3, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 8.3, which was lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30JAN2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 350.95 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 354.55 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 359.10 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 349.60 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 358.60 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 370.40 | 25 | 0.00 | 0.00 | 0 | 3 | 0 |
| 17 Dec | 383.10 | 25 | -25.10 | 47.78 | 3 | 2 | 2 |
| 16 Dec | 393.05 | 50.1 | 0.00 | 1.52 | 0 | 0 | 0 |
| 13 Dec | 390.60 | 50.1 | 0.00 | 1.00 | 0 | 0 | 0 |
| 12 Dec | 382.35 | 50.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 379.45 | 50.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 380.60 | 50.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 371.10 | 50.1 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 390 expiring on 30JAN2025
Delta for 390 PE is 0.00
Historical price for 390 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 25, which was -25.10 lower than the previous day. The implied volatity was 47.78, the open interest changed by 2 which increased total open position to 2
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 50.1, 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 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 50.1, 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 50.1, 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 50.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
