DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 415 CE | ||||||||||
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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 | 4.25 | 0.00 | 14.37 | 0 | 0 | 0 | |||
| 26 Dec | 350.95 | 4.25 | 0.00 | 14.19 | 0 | 0 | 0 | |||
| 24 Dec | 354.55 | 4.25 | 0.00 | 13.51 | 0 | 0 | 0 | |||
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| 23 Dec | 359.10 | 4.25 | 0.00 | 11.30 | 0 | 0 | 0 | |||
| 20 Dec | 349.60 | 4.25 | 0.00 | 13.47 | 0 | 0 | 0 | |||
| 17 Dec | 383.10 | 4.25 | 5.31 | 0 | 0 | 0 | ||||
For Delhivery Limited - strike price 415 expiring on 30JAN2025
Delta for 415 CE is 0.00
Historical price for 415 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 14.37, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 14.19, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 13.51, the open interest changed by 0 which decreased total open position to 0
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 11.30, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 13.47, 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 4.25, which was lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30JAN2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 70.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 350.95 | 70.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 354.55 | 70.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 359.10 | 70.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 349.60 | 70.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 383.10 | 70.7 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 415 expiring on 30JAN2025
Delta for 415 PE is -
Historical price for 415 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 70.7, 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 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 70.7, 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 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 70.7, 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 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 70.7, 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 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 70.7, 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 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 70.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
