DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2024 10:54 AM IST
| DELHIVERY 26DEC2024 420 CE | ||||||||||
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Delta: 0.11
Vega: 0.14
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 381.00 | 1.4 | 0.30 | 37.18 | 489 | 1 | 124 | |||
| 11 Dec | 379.45 | 1.1 | -0.80 | 34.18 | 153 | -11 | 121 | |||
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| 10 Dec | 380.60 | 1.9 | -0.25 | 35.96 | 649 | -7 | 132 | |||
| 9 Dec | 371.10 | 2.15 | 44.69 | 368 | 136 | 136 | ||||
For Delhivery Limited - strike price 420 expiring on 26DEC2024
Delta for 420 CE is 0.11
Historical price for 420 CE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 37.18, the open interest changed by 1 which increased total open position to 124
On 11 Dec DELHIVERY was trading at 379.45. The strike last trading price was 1.1, which was -0.80 lower than the previous day. The implied volatity was 34.18, the open interest changed by -11 which decreased total open position to 121
On 10 Dec DELHIVERY was trading at 380.60. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 35.96, the open interest changed by -7 which decreased total open position to 132
On 9 Dec DELHIVERY was trading at 371.10. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was 44.69, the open interest changed by 136 which increased total open position to 136
| DELHIVERY 26DEC2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 381.00 | 74.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 379.45 | 74.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 380.60 | 74.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 371.10 | 74.95 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 420 expiring on 26DEC2024
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 12 Dec DELHIVERY was trading at 381.00. The strike last trading price was 74.95, 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 74.95, 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 74.95, 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 74.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
