DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:04 AM IST
| DELHIVERY 26DEC2024 405 CE | ||||||||||
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Delta: 0.21
Vega: 0.22
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 381.25 | 2.85 | 0.45 | 33.47 | 209 | 34 | 49 | |||
| 11 Dec | 379.45 | 2.4 | -1.30 | 31.15 | 28 | 0 | 16 | |||
| 10 Dec | 380.60 | 3.7 | 2.45 | 32.76 | 33 | 16 | 16 | |||
| 9 Dec | 371.10 | 1.25 | 11.21 | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 405 expiring on 26DEC2024
Delta for 405 CE is 0.21
Historical price for 405 CE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 2.85, which was 0.45 higher than the previous day. The implied volatity was 33.47, the open interest changed by 34 which increased total open position to 49
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 2.4, which was -1.30 lower than the previous day. The implied volatity was 31.15, the open interest changed by 0 which decreased total open position to 16
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 3.7, which was 2.45 higher than the previous day. The implied volatity was 32.76, the open interest changed by 16 which increased total open position to 16
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 11.21, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 26DEC2024 405 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.25 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 379.45 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 380.60 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 371.10 | 60.7 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 405 expiring on 26DEC2024
Delta for 405 PE is -
Historical price for 405 PE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 60.7, 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 60.7, 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 60.7, 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 60.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
