DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 11:04 AM IST
| DELHIVERY 26DEC2024 415 CE | ||||||||||
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Delta: 0.13
Vega: 0.16
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.25 | 1.75 | 0.25 | 35.80 | 62 | 17 | 25 | |||
| 11 Dec | 379.45 | 1.5 | -0.50 | 33.71 | 10 | 7 | 8 | |||
| 10 Dec | 380.60 | 2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 9 Dec | 371.10 | 2 | 40.56 | 1 | 0 | 0 | ||||
For Delhivery Limited - strike price 415 expiring on 26DEC2024
Delta for 415 CE is 0.13
Historical price for 415 CE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 35.80, the open interest changed by 17 which increased total open position to 25
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 33.71, the open interest changed by 7 which increased total open position to 8
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 2, 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 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 40.56, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 26DEC2024 415 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 | 70.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 379.45 | 70.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 380.60 | 70.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 371.10 | 70.15 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 415 expiring on 26DEC2024
Delta for 415 PE is -
Historical price for 415 PE is as follows
On 12 Dec DELHIVERY was trading at 381.25. The strike last trading price was 70.15, 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 70.15, 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 70.15, 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 70.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
