DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 10:54 AM IST
| DELHIVERY 26DEC2024 410 CE | ||||||||||
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Delta: 0.16
Vega: 0.18
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.00 | 2.1 | 0.15 | 34.25 | 815 | 77 | 199 | |||
| 11 Dec | 379.45 | 1.95 | -1.05 | 32.77 | 281 | 44 | 124 | |||
| 10 Dec | 380.60 | 3 | -0.25 | 34.05 | 328 | 73 | 78 | |||
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| 9 Dec | 371.10 | 3.25 | 43.68 | 15 | 3 | 3 | ||||
For Delhivery Limited - strike price 410 expiring on 26DEC2024
Delta for 410 CE is 0.16
Historical price for 410 CE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 34.25, the open interest changed by 77 which increased total open position to 199
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 32.77, the open interest changed by 44 which increased total open position to 124
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 34.05, the open interest changed by 73 which increased total open position to 78
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was 43.68, the open interest changed by 3 which increased total open position to 3
| DELHIVERY 26DEC2024 410 PE | |||||||
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Delta: -0.73
Vega: 0.25
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.00 | 33.5 | -31.90 | 52.38 | 1 | 0 | 0 |
| 11 Dec | 379.45 | 65.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 380.60 | 65.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 371.10 | 65.4 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 410 expiring on 26DEC2024
Delta for 410 PE is -0.73
Historical price for 410 PE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 33.5, which was -31.90 lower than the previous day. The implied volatity was 52.38, 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 65.4, 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 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 65.4, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 65.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
