DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 420 CE | ||||||||||
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Delta: 0.06
Vega: 0.13
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 350.75 | 1 | -0.55 | 35.68 | 101 | 64 | 76 | |||
| 26 Dec | 350.95 | 1.55 | 0.05 | 38.71 | 10 | 0 | 10 | |||
| 24 Dec | 354.55 | 1.5 | -1.05 | 36.32 | 419 | 4 | 10 | |||
| 23 Dec | 359.10 | 2.55 | 0.05 | 37.66 | 64 | 4 | 8 | |||
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| 20 Dec | 349.60 | 2.5 | -7.30 | 40.68 | 1 | 0 | 5 | |||
| 17 Dec | 383.10 | 9.8 | 38.05 | 5 | 4 | 5 | ||||
For Delhivery Limited - strike price 420 expiring on 30JAN2025
Delta for 420 CE is 0.06
Historical price for 420 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 35.68, the open interest changed by 64 which increased total open position to 76
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 38.71, the open interest changed by 0 which decreased total open position to 10
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 36.32, the open interest changed by 4 which increased total open position to 10
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 37.66, the open interest changed by 4 which increased total open position to 8
On 20 Dec DELHIVERY was trading at 349.60. The strike last trading price was 2.5, which was -7.30 lower than the previous day. The implied volatity was 40.68, the open interest changed by 0 which decreased total open position to 5
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was 38.05, the open interest changed by 4 which increased total open position to 5
| DELHIVERY 30JAN2025 420 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 | 75.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 350.95 | 75.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 354.55 | 75.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 359.10 | 75.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 349.60 | 75.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 383.10 | 75.1 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 420 expiring on 30JAN2025
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 75.1, 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 75.1, 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 75.1, 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 75.1, 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 75.1, 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 75.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
