DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 10:54 AM IST
| DELHIVERY 26DEC2024 395 CE | ||||||||||
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Delta: 0.31
Vega: 0.26
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.00 | 4.4 | 0.35 | 30.67 | 311 | 45 | 172 | |||
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| 11 Dec | 379.45 | 4.05 | -1.50 | 28.89 | 215 | -24 | 127 | |||
| 10 Dec | 380.60 | 5.55 | 0.05 | 29.55 | 392 | -104 | 148 | |||
| 9 Dec | 371.10 | 5.5 | 3.65 | 40.58 | 802 | 215 | 253 | |||
| 6 Dec | 353.00 | 1.85 | 37.24 | 74 | 38 | 38 | ||||
For Delhivery Limited - strike price 395 expiring on 26DEC2024
Delta for 395 CE is 0.31
Historical price for 395 CE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 4.4, which was 0.35 higher than the previous day. The implied volatity was 30.67, the open interest changed by 45 which increased total open position to 172
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 4.05, which was -1.50 lower than the previous day. The implied volatity was 28.89, the open interest changed by -24 which decreased total open position to 127
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 5.55, which was 0.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by -104 which decreased total open position to 148
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 5.5, which was 3.65 higher than the previous day. The implied volatity was 40.58, the open interest changed by 215 which increased total open position to 253
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was 37.24, the open interest changed by 38 which increased total open position to 38
| DELHIVERY 26DEC2024 395 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 |
| 12 Dec | 381.00 | 23.95 | 0.00 | 0.00 | 0 | 6 | 0 |
| 11 Dec | 379.45 | 23.95 | -4.80 | 53.69 | 12 | 7 | 11 |
| 10 Dec | 380.60 | 28.75 | 0.00 | 0.00 | 0 | 4 | 0 |
| 9 Dec | 371.10 | 28.75 | -22.80 | 49.75 | 12 | 3 | 3 |
| 6 Dec | 353.00 | 51.55 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 395 expiring on 26DEC2024
Delta for 395 PE is 0.00
Historical price for 395 PE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 23.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 23.95, which was -4.80 lower than the previous day. The implied volatity was 53.69, the open interest changed by 7 which increased total open position to 11
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 28.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 28.75, which was -22.80 lower than the previous day. The implied volatity was 49.75, the open interest changed by 3 which increased total open position to 3
On 6 Dec DELHIVERY was trading at 353.00. The strike last trading price was 51.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
