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Related Pages for DELHIVERY
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DELHIVERY
Delhivery Limited
381 1.55 (0.41%)

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Historical option data for DELHIVERY

12 Dec 2024 11:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DELHIVERY 26DEC2024 390 CE
Delta: 0.38
Vega: 0.29
Theta: -0.33
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 5.65 0.35 29.42 3,607 493 825
11 Dec 379.45 5.3 -1.70 27.81 564 -8 335
10 Dec 380.60 7 0.15 28.27 1,110 -27 335
9 Dec 371.10 6.85 4.45 40.46 2,840 55 374
6 Dec 353.00 2.4 1.60 36.94 2,528 235 301
5 Dec 333.30 0.8 39.51 72 66 66

For Delhivery Limited - strike price 390 expiring on 26DEC2024

Delta for 390 CE is 0.38

Historical price for 390 CE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 5.65, which was 0.35 higher than the previous day. The implied volatity was 29.42, the open interest changed by 493 which increased total open position to 825


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 5.3, which was -1.70 lower than the previous day. The implied volatity was 27.81, the open interest changed by -8 which decreased total open position to 335


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 7, which was 0.15 higher than the previous day. The implied volatity was 28.27, the open interest changed by -27 which decreased total open position to 335


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 6.85, which was 4.45 higher than the previous day. The implied volatity was 40.46, the open interest changed by 55 which increased total open position to 374


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 2.4, which was 1.60 higher than the previous day. The implied volatity was 36.94, the open interest changed by 235 which increased total open position to 301


On 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 39.51, the open interest changed by 66 which increased total open position to 66


DELHIVERY 26DEC2024 390 PE
Delta: -0.57
Vega: 0.30
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 381.15 18 -2.40 46.09 94 28 45
11 Dec 379.45 20.4 0.60 52.13 37 11 17
10 Dec 380.60 19.8 -4.25 54.02 2 -1 5
9 Dec 371.10 24.05 -25.90 45.56 15 5 6
6 Dec 353.00 49.95 0.00 0.00 0 0 0
5 Dec 333.30 49.95 0.00 0 1 0

For Delhivery Limited - strike price 390 expiring on 26DEC2024

Delta for 390 PE is -0.57

Historical price for 390 PE is as follows

On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 18, which was -2.40 lower than the previous day. The implied volatity was 46.09, the open interest changed by 28 which increased total open position to 45


On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 20.4, which was 0.60 higher than the previous day. The implied volatity was 52.13, the open interest changed by 11 which increased total open position to 17


On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 19.8, which was -4.25 lower than the previous day. The implied volatity was 54.02, the open interest changed by -1 which decreased total open position to 5


On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 24.05, which was -25.90 lower than the previous day. The implied volatity was 45.56, the open interest changed by 5 which increased total open position to 6


On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 49.95, 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 5 Dec DELHIVERY was trading at 333.30. The strike last trading price was 49.95, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0