DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.16
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 1.25 | -0.95 | 33.45 | 66 | 17 | 72 | |||
| 26 Dec | 350.95 | 2.2 | 0.15 | 37.96 | 23 | -5 | 57 | |||
| 24 Dec | 354.55 | 2.05 | -1.15 | 35.09 | 462 | 28 | 62 | |||
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| 23 Dec | 359.10 | 3.2 | 0.20 | 35.77 | 73 | 2 | 34 | |||
| 20 Dec | 349.60 | 3 | -0.90 | 38.65 | 12 | 0 | 22 | |||
| 19 Dec | 358.60 | 3.9 | -2.25 | 36.20 | 3 | 0 | 22 | |||
| 18 Dec | 370.40 | 6.15 | -7.65 | 35.06 | 24 | 17 | 22 | |||
| 17 Dec | 383.10 | 13.8 | 2.90 | 40.00 | 6 | 1 | 5 | |||
| 16 Dec | 393.05 | 10.9 | -3.10 | 29.81 | 1 | 0 | 4 | |||
| 13 Dec | 390.60 | 14 | 5.30 | 36.43 | 4 | 1 | 3 | |||
| 12 Dec | 382.35 | 8.7 | 30.33 | 2 | 1 | 1 | ||||
For Delhivery Limited - strike price 410 expiring on 30JAN2025
Delta for 410 CE is 0.08
Historical price for 410 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 33.45, the open interest changed by 17 which increased total open position to 72
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 37.96, the open interest changed by -5 which decreased total open position to 57
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 35.09, the open interest changed by 28 which increased total open position to 62
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was 35.77, the open interest changed by 2 which increased total open position to 34
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 38.65, the open interest changed by 0 which decreased total open position to 22
On 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 3.9, which was -2.25 lower than the previous day. The implied volatity was 36.20, the open interest changed by 0 which decreased total open position to 22
On 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 6.15, which was -7.65 lower than the previous day. The implied volatity was 35.06, the open interest changed by 17 which increased total open position to 22
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 13.8, which was 2.90 higher than the previous day. The implied volatity was 40.00, the open interest changed by 1 which increased total open position to 5
On 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 10.9, which was -3.10 lower than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 4
On 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 14, which was 5.30 higher than the previous day. The implied volatity was 36.43, the open interest changed by 1 which increased total open position to 3
On 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was 30.33, the open interest changed by 1 which increased total open position to 1
| DELHIVERY 30JAN2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 27 Dec | 350.75 | 56.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 350.95 | 56.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 354.55 | 56.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 23 Dec | 359.10 | 56.25 | -10.15 | 55.19 | 2 | 0 | 0 |
| 20 Dec | 349.60 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 358.60 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 370.40 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 383.10 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 393.05 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 390.60 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 382.35 | 66.4 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 410 expiring on 30JAN2025
Delta for 410 PE is 0.00
Historical price for 410 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 56.25, 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 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 56.25, 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 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 56.25, 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 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 56.25, which was -10.15 lower than the previous day. The implied volatity was 55.19, the open interest changed by 0 which decreased total open position to 0
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 66.4, 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 19 Dec DELHIVERY was trading at 358.60. The strike last trading price was 66.4, 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 18 Dec DELHIVERY was trading at 370.40. The strike last trading price was 66.4, 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 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 66.4, 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 16 Dec DELHIVERY was trading at 393.05. The strike last trading price was 66.4, 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 13 Dec DELHIVERY was trading at 390.60. The strike last trading price was 66.4, 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 12 Dec DELHIVERY was trading at 382.35. The strike last trading price was 66.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
