DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.21
Theta: -0.11
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 1.95 | -1.00 | 32.86 | 236 | 15 | 601 | |||
| 26 Dec | 350.95 | 2.95 | 0.25 | 36.53 | 226 | 19 | 586 | |||
| 24 Dec | 354.55 | 2.7 | -1.55 | 33.34 | 1,787 | 344 | 565 | |||
| 23 Dec | 359.10 | 4.25 | 0.05 | 33.75 | 419 | 27 | 220 | |||
| 20 Dec | 349.60 | 4.2 | -1.40 | 38.34 | 37 | 13 | 192 | |||
| 19 Dec | 358.60 | 5.6 | -2.90 | 36.29 | 71 | 27 | 178 | |||
| 18 Dec | 370.40 | 8.5 | -4.70 | 33.70 | 47 | 13 | 150 | |||
| 17 Dec | 383.10 | 13.2 | -2.10 | 31.92 | 94 | 27 | 134 | |||
|
|
||||||||||
| 16 Dec | 393.05 | 15.3 | 0.30 | 30.59 | 54 | 16 | 107 | |||
| 13 Dec | 390.60 | 15 | 3.00 | 31.30 | 67 | 5 | 91 | |||
| 12 Dec | 382.35 | 12 | 1.00 | 30.41 | 116 | 72 | 86 | |||
| 11 Dec | 379.45 | 11 | -1.00 | 29.86 | 10 | 0 | 4 | |||
| 10 Dec | 380.60 | 12 | 0.05 | 29.55 | 1 | 0 | 3 | |||
| 9 Dec | 371.10 | 11.95 | 36.58 | 3 | 1 | 1 | ||||
For Delhivery Limited - strike price 400 expiring on 30JAN2025
Delta for 400 CE is 0.12
Historical price for 400 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 1.95, which was -1.00 lower than the previous day. The implied volatity was 32.86, the open interest changed by 15 which increased total open position to 601
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 36.53, the open interest changed by 19 which increased total open position to 586
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 2.7, which was -1.55 lower than the previous day. The implied volatity was 33.34, the open interest changed by 344 which increased total open position to 565
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was 33.75, the open interest changed by 27 which increased total open position to 220
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 4.2, which was -1.40 lower than the previous day. The implied volatity was 38.34, the open interest changed by 13 which increased total open position to 192
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 5.6, which was -2.90 lower than the previous day. The implied volatity was 36.29, the open interest changed by 27 which increased total open position to 178
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 8.5, which was -4.70 lower than the previous day. The implied volatity was 33.70, the open interest changed by 13 which increased total open position to 150
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 13.2, which was -2.10 lower than the previous day. The implied volatity was 31.92, the open interest changed by 27 which increased total open position to 134
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 15.3, which was 0.30 higher than the previous day. The implied volatity was 30.59, the open interest changed by 16 which increased total open position to 107
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 15, which was 3.00 higher than the previous day. The implied volatity was 31.30, the open interest changed by 5 which increased total open position to 91
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 12, which was 1.00 higher than the previous day. The implied volatity was 30.41, the open interest changed by 72 which increased total open position to 86
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 11, which was -1.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 4
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 12, which was 0.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 3
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was 36.58, the open interest changed by 1 which increased total open position to 1
| DELHIVERY 30JAN2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 49.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Dec | 350.95 | 49.75 | -8.25 | 39.79 | 1 | 0 | 13 |
| 24 Dec | 354.55 | 58 | 6.00 | 66.24 | 1 | 0 | 12 |
| 23 Dec | 359.10 | 52 | 4.00 | 62.82 | 2 | 1 | 11 |
| 20 Dec | 349.60 | 48 | 6.60 | 28.61 | 1 | 0 | 9 |
| 19 Dec | 358.60 | 41.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 370.40 | 41.4 | 11.40 | 54.12 | 2 | 0 | 8 |
| 17 Dec | 383.10 | 30 | 3.00 | 46.84 | 7 | 5 | 8 |
| 16 Dec | 393.05 | 27 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Dec | 390.60 | 27 | -3.00 | 42.38 | 2 | 1 | 2 |
| 12 Dec | 382.35 | 30 | -28.05 | 41.12 | 1 | 0 | 0 |
| 11 Dec | 379.45 | 58.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 380.60 | 58.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 371.10 | 58.05 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 400 expiring on 30JAN2025
Delta for 400 PE is 0.00
Historical price for 400 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 49.75, which was -8.25 lower than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 13
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 58, which was 6.00 higher than the previous day. The implied volatity was 66.24, the open interest changed by 0 which decreased total open position to 12
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 52, which was 4.00 higher than the previous day. The implied volatity was 62.82, the open interest changed by 1 which increased total open position to 11
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 48, which was 6.60 higher than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 9
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 41.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 41.4, which was 11.40 higher than the previous day. The implied volatity was 54.12, the open interest changed by 0 which decreased total open position to 8
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 30, which was 3.00 higher than the previous day. The implied volatity was 46.84, the open interest changed by 5 which increased total open position to 8
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 42.38, the open interest changed by 1 which increased total open position to 2
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 30, which was -28.05 lower than the previous day. The implied volatity was 41.12, 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 58.05, 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 58.05, 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 58.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
