DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
27 Dec 2024 04:13 PM IST
| DELHIVERY 30JAN2025 430 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 | 0.85 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 26 Dec | 350.95 | 0.85 | -0.25 | 37.49 | 8 | 4 | 21 | |||
| 24 Dec | 354.55 | 1.1 | -1.00 | 37.45 | 245 | 15 | 17 | |||
| 23 Dec | 359.10 | 2.1 | -3.65 | 39.68 | 16 | -7 | 1 | |||
|
|
||||||||||
| 17 Dec | 383.10 | 5.75 | 34.13 | 8 | 6 | 6 | ||||
For Delhivery Limited - strike price 430 expiring on 30JAN2025
Delta for 430 CE is 0.00
Historical price for 430 CE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Dec DELHIVERY was trading at 350.95. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 37.49, the open interest changed by 4 which increased total open position to 21
On 24 Dec DELHIVERY was trading at 354.55. The strike last trading price was 1.1, which was -1.00 lower than the previous day. The implied volatity was 37.45, the open interest changed by 15 which increased total open position to 17
On 23 Dec DELHIVERY was trading at 359.10. The strike last trading price was 2.1, which was -3.65 lower than the previous day. The implied volatity was 39.68, the open interest changed by -7 which decreased total open position to 1
On 17 Dec DELHIVERY was trading at 383.10. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was 34.13, the open interest changed by 6 which increased total open position to 6
| DELHIVERY 30JAN2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 350.75 | 84.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 350.95 | 84.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 354.55 | 84.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 359.10 | 84.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 383.10 | 84.05 | - | 0 | 0 | 0 | |
For Delhivery Limited - strike price 430 expiring on 30JAN2025
Delta for 430 PE is -
Historical price for 430 PE is as follows
On 27 Dec DELHIVERY was trading at 350.75. The strike last trading price was 84.05, 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 84.05, 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 84.05, 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 84.05, 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 84.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
