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[--[65.84.65.76]--]
DELHIVERY
Delhivery Limited

350.75 -0.20 (-0.06%)

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Historical option data for DELHIVERY

27 Dec 2024 04:13 PM IST
DELHIVERY 30JAN2025 425 CE
Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 350.75 3.2 0.00 16.94 0 0 0
26 Dec 350.95 3.2 0.00 16.75 0 0 0
24 Dec 354.55 3.2 0.00 15.00 0 0 0
23 Dec 359.10 3.2 0.00 13.73 0 0 0
17 Dec 383.10 3.2 6.96 0 0 0


For Delhivery Limited - strike price 425 expiring on 30JAN2025

Delta for 425 CE is 0.00

Historical price for 425 CE is as follows

On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 16.94, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 16.75, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 15.00, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 13.73, 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 3.2, which was lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30JAN2025 425 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 350.75 79.55 0.00 - 0 0 0
26 Dec 350.95 79.55 0.00 - 0 0 0
24 Dec 354.55 79.55 0.00 - 0 0 0
23 Dec 359.10 79.55 0.00 - 0 0 0
17 Dec 383.10 79.55 - 0 0 0


For Delhivery Limited - strike price 425 expiring on 30JAN2025

Delta for 425 PE is -

Historical price for 425 PE is as follows

On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 79.55, 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 79.55, 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 79.55, 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 79.55, 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 79.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0