DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:14 AM IST
| DELHIVERY 26DEC2024 400 CE | ||||||||||
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Delta: 0.25
Vega: 0.24
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 381.15 | 3.5 | 0.20 | 32.21 | 3,117 | 309 | 1,166 | |||
| 11 Dec | 379.45 | 3.3 | -1.40 | 30.81 | 959 | 16 | 858 | |||
| 10 Dec | 380.60 | 4.7 | 0.00 | 31.84 | 3,630 | 17 | 831 | |||
| 9 Dec | 371.10 | 4.7 | 42.00 | 5,360 | 820 | 820 | ||||
For Delhivery Limited - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.25
Historical price for 400 CE is as follows
On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 32.21, the open interest changed by 309 which increased total open position to 1166
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 3.3, which was -1.40 lower than the previous day. The implied volatity was 30.81, the open interest changed by 16 which increased total open position to 858
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 31.84, the open interest changed by 17 which increased total open position to 831
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was 42.00, the open interest changed by 820 which increased total open position to 820
| DELHIVERY 26DEC2024 400 PE | |||||||
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Delta: -0.64
Vega: 0.28
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.15 | 27.45 | -0.70 | 56.65 | 14 | 0 | 12 |
| 11 Dec | 379.45 | 28.15 | -0.35 | 56.82 | 9 | 3 | 11 |
| 10 Dec | 380.60 | 28.5 | -3.75 | 62.53 | 12 | 5 | 7 |
| 9 Dec | 371.10 | 32.25 | 49.25 | 3 | 1 | 1 | |
For Delhivery Limited - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.64
Historical price for 400 PE is as follows
On 12 Dec DELHIVERY was trading at 381.15. The strike last trading price was 27.45, which was -0.70 lower than the previous day. The implied volatity was 56.65, the open interest changed by 0 which decreased total open position to 12
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 28.15, which was -0.35 lower than the previous day. The implied volatity was 56.82, the open interest changed by 3 which increased total open position to 11
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 28.5, which was -3.75 lower than the previous day. The implied volatity was 62.53, the open interest changed by 5 which increased total open position to 7
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 32.25, which was lower than the previous day. The implied volatity was 49.25, the open interest changed by 1 which increased total open position to 1
