Historical option data for DELHIVERY
29 Jun 2026 10:50 AM IST
| DELHIVERY 30-Jun-2026 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0
Theta: -0.57
Gamma: 0.02206
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 470.00 | 10.85 | 2.85 (35.62%) | 28.82 | 26 | 2 | 146 | |||||||||
| 25 Jun | 464.80 | 7.35 | -13.65 (-65.00%) | 19.53 | 82 | -10 | 144 | |||||||||
| 24 Jun | 481.05 | 21.5 | 4.5 (26.47%) | 16.27 | 110 | -7 | 155 | |||||||||
| 23 Jun | 476.45 | 16.15 | -9.85 (-37.88%) | 13.69 | 59 | -20 | 165 | |||||||||
| 22 Jun | 483.80 | 25.75 | 17.75 (221.88%) | 24.38 | 1,368 | -314 | 184 | |||||||||
| 19 Jun | 461.10 | 7.9 | 0.9 (12.86%) | 20.25 | 941 | -132 | 500 | |||||||||
| 18 Jun | 459.20 | 6.9 | 1.9 (38.00%) | 22.9 | 2,935 | 92 | 631 | |||||||||
| 17 Jun | 451.55 | 4.65 | -0.35 (-7.00%) | 21.31 | 497 | 6 | 539 | |||||||||
| 16 Jun | 451.30 | 4.6 | -1.4 (-23.33%) | 22.17 | 411 | 78 | 532 | |||||||||
| 15 Jun | 453.55 | 6 | 3 (100.00%) | 24.3 | 1,681 | -181 | 454 | |||||||||
| 12 Jun | 440.50 | 2.75 | 0.75 (37.50%) | 24.15 | 412 | 149 | 625 | |||||||||
| 11 Jun | 432.25 | 2.1 | 0.1 (5.00%) | 25.17 | 156 | 10 | 475 | |||||||||
| 10 Jun | 431.10 | 2.4 | -1.9 (-44.19%) | 26.79 | 316 | 18 | 470 | |||||||||
| 9 Jun | 439.40 | 4 | -0.6 (-13.04%) | 26.02 | 247 | -10 | 458 | |||||||||
| 8 Jun | 439.35 | 4.45 | -2.5 (-35.97%) | 27.63 | 260 | 5 | 469 | |||||||||
| 5 Jun | 445.25 | 6.8 | 1.2 (21.43%) | 26.81 | 398 | -18 | 466 | |||||||||
| 4 Jun | 438.35 | 5.75 | -0.3 (-4.96%) | 27.82 | 190 | -4 | 484 | |||||||||
| 3 Jun | 437.90 | 6 | 0.1 (1.69%) | 29.43 | 253 | 40 | 487 | |||||||||
| 2 Jun | 437.95 | 5.9 | 0.05 (0.85%) | 27.06 | 548 | 154 | 447 | |||||||||
| 1 Jun | 437.25 | 5.85 | -6.75 (-53.57%) | 27.9 | 316 | 55 | 292 | |||||||||
| 29 May | 452.35 | 12.75 | -3.1 (-19.56%) | 28.59 | 345 | 45 | 237 | |||||||||
| 27 May | 459.75 | 16.2 | -2.25 (-12.20%) | 27.89 | 239 | 30 | 190 | |||||||||
| 26 May | 463.50 | 18.65 | 2.55 (15.84%) | 25.29 | 467 | 5 | 162 | |||||||||
| 25 May | 455.45 | 16 | 3 (23.08%) | 29.12 | 212 | 79 | 156 | |||||||||
| 22 May | 447.60 | 12.95 | -3.05 (-19.06%) | 29.08 | 96 | 10 | 76 | |||||||||
| 21 May | 452.75 | 16.2 | -2.8 (-14.74%) | 30.5 | 47 | 10 | 66 | |||||||||
| 20 May | 456.80 | 18.5 | -2.5 (-11.90%) | 30.69 | 28 | 15 | 56 | |||||||||
| 19 May | 459.40 | 21.1 | 1.1 (5.50%) | 32.57 | 13 | 3 | 41 | |||||||||
| 18 May | 455.75 | 20.5 | -5.5 (-21.15%) | 32.66 | 95 | 35 | 36 | |||||||||
| 15 May | 475.75 | 25.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 470.30 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 465.20 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 464.70 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 479.15 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 479.10 | 25.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 481.75 | 25.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 471.00 | 25.8 | 0 (0.00%) | 32.41 | 0 | 0 | 1 | |||||||||
| 5 May | 459.50 | 25.8 | 6.6 (34.38%) | 32.41 | 1 | 0 | 0 | |||||||||
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 466.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 465.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 462.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 449.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 449.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 463.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 459.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 459.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 465.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 470.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 469.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 459.85 | 0 | 0 (0.00%) | 1.11 | 0 | 0 | 0 | |||||||||
| 7 Apr | 442.00 | 0 | 0 (0.00%) | 1.04 | 0 | 0 | 0 | |||||||||
| 6 Apr | 435.90 | 0 | 0 (0.00%) | 3.4 | 0 | 0 | 0 | |||||||||
| 2 Apr | 426.25 | 0 | 0 (0.00%) | 3.14 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 460 expiring on 30JUN2026
Delta for 460 CE is 0.89
Historical price for 460 CE is as follows
On 29 Jun DELHIVERY was trading at 470.00. The strike last trading price was 10.85, which was 2.85 higher than the previous day. The implied volatity was 28.82, the open interest changed by 2 which increased total open position to 146
On 25 Jun DELHIVERY was trading at 464.80. The strike last trading price was 7.35, which was -13.65 lower than the previous day. The implied volatity was 19.53, the open interest changed by -10 which decreased total open position to 144
On 24 Jun DELHIVERY was trading at 481.05. The strike last trading price was 21.5, which was 4.5 higher than the previous day. The implied volatity was 16.27, the open interest changed by -7 which decreased total open position to 155
On 23 Jun DELHIVERY was trading at 476.45. The strike last trading price was 16.15, which was -9.85 lower than the previous day. The implied volatity was 13.69, the open interest changed by -20 which decreased total open position to 165
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 25.75, which was 17.75 higher than the previous day. The implied volatity was 24.38, the open interest changed by -314 which decreased total open position to 184
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 7.9, which was 0.9 higher than the previous day. The implied volatity was 20.25, the open interest changed by -132 which decreased total open position to 500
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 6.9, which was 1.9 higher than the previous day. The implied volatity was 22.9, the open interest changed by 92 which increased total open position to 631
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 21.31, the open interest changed by 6 which increased total open position to 539
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 4.6, which was -1.4 lower than the previous day. The implied volatity was 22.17, the open interest changed by 78 which increased total open position to 532
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 6, which was 3 higher than the previous day. The implied volatity was 24.3, the open interest changed by -181 which decreased total open position to 454
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 2.75, which was 0.75 higher than the previous day. The implied volatity was 24.15, the open interest changed by 149 which increased total open position to 625
On 11 Jun DELHIVERY was trading at 432.25. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 25.17, the open interest changed by 10 which increased total open position to 475
On 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 2.4, which was -1.9 lower than the previous day. The implied volatity was 26.79, the open interest changed by 18 which increased total open position to 470
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 4, which was -0.6 lower than the previous day. The implied volatity was 26.02, the open interest changed by -10 which decreased total open position to 458
On 8 Jun DELHIVERY was trading at 439.35. The strike last trading price was 4.45, which was -2.5 lower than the previous day. The implied volatity was 27.63, the open interest changed by 5 which increased total open position to 469
On 5 Jun DELHIVERY was trading at 445.25. The strike last trading price was 6.8, which was 1.2 higher than the previous day. The implied volatity was 26.81, the open interest changed by -18 which decreased total open position to 466
On 4 Jun DELHIVERY was trading at 438.35. The strike last trading price was 5.75, which was -0.3 lower than the previous day. The implied volatity was 27.82, the open interest changed by -4 which decreased total open position to 484
On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 6, which was 0.1 higher than the previous day. The implied volatity was 29.43, the open interest changed by 40 which increased total open position to 487
On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 5.9, which was 0.05 higher than the previous day. The implied volatity was 27.06, the open interest changed by 154 which increased total open position to 447
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 5.85, which was -6.75 lower than the previous day. The implied volatity was 27.9, the open interest changed by 55 which increased total open position to 292
On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 12.75, which was -3.1 lower than the previous day. The implied volatity was 28.59, the open interest changed by 45 which increased total open position to 237
On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 16.2, which was -2.25 lower than the previous day. The implied volatity was 27.89, the open interest changed by 30 which increased total open position to 190
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 18.65, which was 2.55 higher than the previous day. The implied volatity was 25.29, the open interest changed by 5 which increased total open position to 162
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 16, which was 3 higher than the previous day. The implied volatity was 29.12, the open interest changed by 79 which increased total open position to 156
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 12.95, which was -3.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 10 which increased total open position to 76
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 16.2, which was -2.8 lower than the previous day. The implied volatity was 30.5, the open interest changed by 10 which increased total open position to 66
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 18.5, which was -2.5 lower than the previous day. The implied volatity was 30.69, the open interest changed by 15 which increased total open position to 56
On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 21.1, which was 1.1 higher than the previous day. The implied volatity was 32.57, the open interest changed by 3 which increased total open position to 41
On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 20.5, which was -5.5 lower than the previous day. The implied volatity was 32.66, the open interest changed by 35 which increased total open position to 36
On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May DELHIVERY was trading at 479.10. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May DELHIVERY was trading at 481.75. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 1
On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 25.8, which was 6.6 higher than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 0
On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr DELHIVERY was trading at 467.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr DELHIVERY was trading at 466.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr DELHIVERY was trading at 465.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr DELHIVERY was trading at 462.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr DELHIVERY was trading at 449.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr DELHIVERY was trading at 449.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr DELHIVERY was trading at 465.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 6 Apr DELHIVERY was trading at 435.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.4, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DELHIVERY was trading at 426.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30-Jun-2026 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0
Theta: -0.38
Gamma: 0.02019
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 470.00 | 0.35 | -1.95 (-84.78%) | 26.75 | 340 | -33 | 262 |
| 25 Jun | 464.80 | 2.5 | 1.85 (284.62%) | 20.95 | 1,093 | -30 | 298 |
| 24 Jun | 481.05 | 0.7 | -0.6 (-46.15%) | 24.37 | 1,595 | 12 | 326 |
| 23 Jun | 476.45 | 1.3 | 0.3 (30.00%) | 24.33 | 394 | -34 | 314 |
| 22 Jun | 483.80 | 1 | -5 (-83.33%) | 28.1 | 1,982 | 137 | 347 |
| 19 Jun | 461.10 | 5.75 | -1.65 (-22.30%) | 21.45 | 258 | 2 | 210 |
| 18 Jun | 459.20 | 7.55 | -3.7 (-32.89%) | 19.92 | 539 | 35 | 209 |
| 17 Jun | 451.55 | 11.6 | -1.45 (-11.11%) | 19.09 | 44 | 7 | 175 |
| 16 Jun | 451.30 | 13.05 | 1.6 (13.97%) | 23.49 | 62 | -26 | 168 |
| 15 Jun | 453.55 | 11.95 | -9.15 (-43.36%) | 21.59 | 461 | -238 | 190 |
| 12 Jun | 440.50 | 21.9 | -5.85 (-21.08%) | 25.2 | 20 | 2 | 428 |
| 11 Jun | 432.25 | 27.5 | 5.7 (26.15%) | 22.85 | 38 | -4 | 426 |
| 10 Jun | 431.10 | 21.8 | 21.8 (-12.66%) | 22.65 | 33 | 0 | 430 |
| 9 Jun | 439.40 | 21.05 | -3.05 (-12.66%) | 22.65 | 33 | 0 | 430 |
| 8 Jun | 439.35 | 24.1 | 5.1 (26.84%) | 25.37 | 21 | -3 | 430 |
| 5 Jun | 445.25 | 18.75 | -4.25 (-18.48%) | 23.84 | 39 | -16 | 433 |
| 4 Jun | 438.35 | 23.15 | 0.15 (0.65%) | 21.77 | 9 | -4 | 449 |
| 3 Jun | 437.90 | 23 | 23 (-4.17%) | 20.15 | 32 | 0 | 453 |
| 2 Jun | 437.95 | 23 | -1 (-4.17%) | 20.15 | 32 | -1 | 453 |
| 1 Jun | 437.25 | 24.5 | 9.65 (64.98%) | 21.79 | 78 | -2 | 455 |
| 29 May | 452.35 | 14.6 | 1.6 (12.31%) | 20.95 | 298 | 61 | 457 |
| 27 May | 459.75 | 12.3 | 0.3 (2.50%) | 23.97 | 263 | 67 | 400 |
| 26 May | 463.50 | 12 | -6 (-33.33%) | 26.01 | 442 | 267 | 331 |
| 25 May | 455.45 | 17.75 | -4.25 (-19.32%) | 28.57 | 72 | 59 | 64 |
| 22 May | 447.60 | 22 | 2.15 (10.83%) | 28.66 | 7 | 4 | 5 |
| 21 May | 452.75 | 19.85 | -34.4 (-63.41%) | 28.84 | 3 | 1 | 1 |
| 20 May | 456.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 459.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 455.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 475.75 | 0 | -54.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 470.30 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 465.20 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 464.70 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 479.15 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 481.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 471.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 459.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 466.30 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 465.40 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 462.70 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 449.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 449.40 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 463.00 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 459.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 459.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 465.30 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 470.15 | 0 | 0 (0.00%) | 3.24 | 0 | 0 | 0 |
| 9 Apr | 469.85 | 0 | 0 (0.00%) | 2.9 | 0 | 0 | 0 |
| 8 Apr | 459.85 | 0 | 0 (0.00%) | 0.5 | 0 | 0 | 0 |
| 7 Apr | 442.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 435.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 426.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 460 expiring on 30JUN2026
Delta for 460 PE is -0.09
Historical price for 460 PE is as follows
On 29 Jun DELHIVERY was trading at 470.00. The strike last trading price was 0.35, which was -1.95 lower than the previous day. The implied volatity was 26.75, the open interest changed by -33 which decreased total open position to 262
On 25 Jun DELHIVERY was trading at 464.80. The strike last trading price was 2.5, which was 1.85 higher than the previous day. The implied volatity was 20.95, the open interest changed by -30 which decreased total open position to 298
On 24 Jun DELHIVERY was trading at 481.05. The strike last trading price was 0.7, which was -0.6 lower than the previous day. The implied volatity was 24.37, the open interest changed by 12 which increased total open position to 326
On 23 Jun DELHIVERY was trading at 476.45. The strike last trading price was 1.3, which was 0.3 higher than the previous day. The implied volatity was 24.33, the open interest changed by -34 which decreased total open position to 314
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 1, which was -5 lower than the previous day. The implied volatity was 28.1, the open interest changed by 137 which increased total open position to 347
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 5.75, which was -1.65 lower than the previous day. The implied volatity was 21.45, the open interest changed by 2 which increased total open position to 210
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 7.55, which was -3.7 lower than the previous day. The implied volatity was 19.92, the open interest changed by 35 which increased total open position to 209
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 11.6, which was -1.45 lower than the previous day. The implied volatity was 19.09, the open interest changed by 7 which increased total open position to 175
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 13.05, which was 1.6 higher than the previous day. The implied volatity was 23.49, the open interest changed by -26 which decreased total open position to 168
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 11.95, which was -9.15 lower than the previous day. The implied volatity was 21.59, the open interest changed by -238 which decreased total open position to 190
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 21.9, which was -5.85 lower than the previous day. The implied volatity was 25.2, the open interest changed by 2 which increased total open position to 428
On 11 Jun DELHIVERY was trading at 432.25. The strike last trading price was 27.5, which was 5.7 higher than the previous day. The implied volatity was 22.85, the open interest changed by -4 which decreased total open position to 426
On 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 21.8, which was 21.8 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 430
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 21.05, which was -3.05 lower than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 430
On 8 Jun DELHIVERY was trading at 439.35. The strike last trading price was 24.1, which was 5.1 higher than the previous day. The implied volatity was 25.37, the open interest changed by -3 which decreased total open position to 430
On 5 Jun DELHIVERY was trading at 445.25. The strike last trading price was 18.75, which was -4.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by -16 which decreased total open position to 433
On 4 Jun DELHIVERY was trading at 438.35. The strike last trading price was 23.15, which was 0.15 higher than the previous day. The implied volatity was 21.77, the open interest changed by -4 which decreased total open position to 449
On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 23, which was 23 higher than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 453
On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 23, which was -1 lower than the previous day. The implied volatity was 20.15, the open interest changed by -1 which decreased total open position to 453
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 24.5, which was 9.65 higher than the previous day. The implied volatity was 21.79, the open interest changed by -2 which decreased total open position to 455
On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 14.6, which was 1.6 higher than the previous day. The implied volatity was 20.95, the open interest changed by 61 which increased total open position to 457
On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 12.3, which was 0.3 higher than the previous day. The implied volatity was 23.97, the open interest changed by 67 which increased total open position to 400
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 12, which was -6 lower than the previous day. The implied volatity was 26.01, the open interest changed by 267 which increased total open position to 331
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 17.75, which was -4.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by 59 which increased total open position to 64
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 22, which was 2.15 higher than the previous day. The implied volatity was 28.66, the open interest changed by 4 which increased total open position to 5
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 19.85, which was -34.4 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 1
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -54.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 0, which was -54.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 0, which was -54.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 0, which was -54.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 0, which was -54.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DELHIVERY was trading at 479.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May DELHIVERY was trading at 481.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr DELHIVERY was trading at 467.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr DELHIVERY was trading at 466.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr DELHIVERY was trading at 465.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr DELHIVERY was trading at 462.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr DELHIVERY was trading at 449.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr DELHIVERY was trading at 449.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr DELHIVERY was trading at 465.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr DELHIVERY was trading at 435.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DELHIVERY was trading at 426.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
