DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2025 04:13 PM IST
| DELHIVERY 30-DEC-2025 510 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 412.30 | 0.1 | 0 | - | 0 | 0 | 225 | |||||||||
| 11 Dec | 410.70 | 0.1 | 0 | - | 0 | 0 | 225 | |||||||||
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| 10 Dec | 404.65 | 0.1 | 0 | 39.37 | 1 | 0 | 225 | |||||||||
| 9 Dec | 415.30 | 0.1 | 0.05 | 34.78 | 21 | 0 | 225 | |||||||||
| 8 Dec | 398.05 | 0.05 | -0.05 | 36.60 | 19 | 0 | 225 | |||||||||
| 5 Dec | 404.60 | 0.1 | 0 | 34.91 | 2 | 0 | 225 | |||||||||
| 3 Dec | 401.95 | 0.1 | 0 | 34.97 | 1 | 0 | 225 | |||||||||
| 2 Dec | 409.10 | 0.1 | -0.2 | 31.37 | 30 | 0 | 225 | |||||||||
| 1 Dec | 417.60 | 0.3 | -0.05 | 32.66 | 49 | 45 | 225 | |||||||||
| 28 Nov | 426.20 | 0.35 | -0.05 | 29.08 | 29 | 0 | 180 | |||||||||
| 27 Nov | 425.25 | 0.45 | 0 | 30.22 | 28 | 0 | 180 | |||||||||
| 26 Nov | 419.40 | 0.45 | -0.4 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 410.65 | 0.45 | -0.4 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 405.85 | 0.45 | -0.4 | 35.17 | 15 | 0 | 180 | |||||||||
| 21 Nov | 418.40 | 0.85 | 0 | - | 2 | 0 | 180 | |||||||||
| 20 Nov | 426.00 | 0.85 | -0.55 | 29.40 | 57 | 0 | 180 | |||||||||
| 19 Nov | 436.00 | 1.4 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 435.85 | 1.4 | -0.55 | 28.78 | 10 | 0 | 180 | |||||||||
| 17 Nov | 440.10 | 1.95 | -0.9 | 29.30 | 2 | 0 | 180 | |||||||||
| 13 Nov | 434.05 | 2.85 | -0.6 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 431.40 | 2.85 | -0.6 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 430.10 | 2.85 | -0.6 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 427.60 | 2.85 | -0.6 | - | 0 | -1 | 0 | |||||||||
| 7 Nov | 429.55 | 2.85 | -0.6 | 31.95 | 6 | -1 | 180 | |||||||||
| 6 Nov | 442.60 | 3.05 | -11.6 | 30.46 | 57 | 1 | 181 | |||||||||
| 4 Nov | 484.85 | 14.7 | -2.55 | 28.34 | 202 | 180 | 180 | |||||||||
| 3 Nov | 472.25 | 17.25 | 0 | 4.73 | 0 | 0 | 0 | |||||||||
| 27 Oct | 473.00 | 17.25 | 0 | 4.08 | 0 | 0 | 0 | |||||||||
| 23 Oct | 473.70 | 17.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 476.55 | 17.25 | 0 | 3.42 | 0 | 0 | 0 | |||||||||
| 20 Oct | 474.90 | 17.25 | 0 | 3.60 | 0 | 0 | 0 | |||||||||
| 15 Oct | 460.75 | 17.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 469.35 | 17.25 | 0 | 3.77 | 0 | 0 | 0 | |||||||||
| 13 Oct | 473.80 | 17.25 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 10 Oct | 464.85 | 17.25 | 0 | 4.19 | 0 | 0 | 0 | |||||||||
| 9 Oct | 468.00 | 17.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 467.30 | 17.25 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
| 7 Oct | 468.95 | 17.25 | 0 | 3.58 | 0 | 0 | 0 | |||||||||
| 6 Oct | 462.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 510 expiring on 30DEC2025
Delta for 510 CE is -
Historical price for 510 CE is as follows
On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 39.37, the open interest changed by 0 which decreased total open position to 225
On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 225
On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 36.60, the open interest changed by 0 which decreased total open position to 225
On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 34.91, the open interest changed by 0 which decreased total open position to 225
On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 225
On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 225
On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.66, the open interest changed by 45 which increased total open position to 225
On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 0 which decreased total open position to 180
On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 180
On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 35.17, the open interest changed by 0 which decreased total open position to 180
On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180
On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 180
On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 180
On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 1.95, which was -0.9 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 180
On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was 31.95, the open interest changed by -1 which decreased total open position to 180
On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 3.05, which was -11.6 lower than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 181
On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 14.7, which was -2.55 lower than the previous day. The implied volatity was 28.34, the open interest changed by 180 which increased total open position to 180
On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 17.25, 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 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0
On 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 17.25, 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 14 Oct DELHIVERY was trading at 469.35. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 13 Oct DELHIVERY was trading at 473.80. The strike last trading price was 17.25, 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
On 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 9 Oct DELHIVERY was trading at 468.00. The strike last trading price was 17.25, 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 Oct DELHIVERY was trading at 467.30. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 7 Oct DELHIVERY was trading at 468.95. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 6 Oct DELHIVERY was trading at 462.60. 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
| DELHIVERY 30DEC2025 510 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 412.30 | 89.5 | 18.5 | - | 0 | 0 | 22 |
| 11 Dec | 410.70 | 89.5 | 18.5 | - | 0 | 0 | 22 |
| 10 Dec | 404.65 | 89.5 | 18.5 | - | 0 | 0 | 22 |
| 9 Dec | 415.30 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 8 Dec | 398.05 | 89.5 | 18.5 | - | 0 | 0 | 22 |
| 5 Dec | 404.60 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 3 Dec | 401.95 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 2 Dec | 409.10 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 1 Dec | 417.60 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 28 Nov | 426.20 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 27 Nov | 425.25 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 26 Nov | 419.40 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 25 Nov | 410.65 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 24 Nov | 405.85 | 89.5 | 18.5 | - | 0 | 0 | 0 |
| 21 Nov | 418.40 | 89.5 | 18.5 | 42.81 | 6 | 0 | 22 |
| 20 Nov | 426.00 | 71 | 3.9 | - | 0 | 0 | 0 |
| 19 Nov | 436.00 | 71 | 3.9 | - | 0 | 0 | 0 |
| 18 Nov | 435.85 | 71 | 3.9 | 35.41 | 1 | 0 | 22 |
| 17 Nov | 440.10 | 67.1 | -10.35 | 33.80 | 2 | 0 | 24 |
| 13 Nov | 434.05 | 77.45 | 20.45 | - | 0 | 0 | 0 |
| 12 Nov | 431.40 | 77.45 | 20.45 | 40.74 | 3 | 0 | 24 |
| 11 Nov | 430.10 | 57 | 22 | - | 0 | 0 | 0 |
| 10 Nov | 427.60 | 57 | 22 | - | 0 | 0 | 0 |
| 7 Nov | 429.55 | 57 | 22 | - | 0 | 2 | 0 |
| 6 Nov | 442.60 | 57 | 22 | - | 6 | 0 | 22 |
| 4 Nov | 484.85 | 35 | -34.45 | 33.81 | 24 | 22 | 22 |
| 3 Nov | 472.25 | 69.45 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 473.00 | 69.45 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 473.70 | 69.45 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 476.55 | 69.45 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 474.90 | 69.45 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 460.75 | 69.45 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 469.35 | 69.45 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 473.80 | 69.45 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 464.85 | 69.45 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 468.00 | 69.45 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 467.30 | 69.45 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 468.95 | 69.45 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 462.60 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 510 expiring on 30DEC2025
Delta for 510 PE is -
Historical price for 510 PE is as follows
On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 89.5, which was 18.5 higher than the previous day. The implied volatity was 42.81, the open interest changed by 0 which decreased total open position to 22
On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 71, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 71, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 71, which was 3.9 higher than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 22
On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 67.1, which was -10.35 lower than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 24
On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 77.45, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 77.45, which was 20.45 higher than the previous day. The implied volatity was 40.74, the open interest changed by 0 which decreased total open position to 24
On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 57, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 57, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 57, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 57, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 35, which was -34.45 lower than the previous day. The implied volatity was 33.81, the open interest changed by 22 which increased total open position to 22
On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 473.00. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 473.70. The strike last trading price was 69.45, 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 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 69.45, 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 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 460.75. The strike last trading price was 69.45, 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 14 Oct DELHIVERY was trading at 469.35. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 473.80. The strike last trading price was 69.45, 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 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 468.00. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 467.30. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 468.95. The strike last trading price was 69.45, 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 Oct DELHIVERY was trading at 462.60. 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































































































































































































































