Historical option data for SWIGGY
29 Jun 2026 10:50 AM IST
| SWIGGY 28-Jul-2026 (27d) 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0
Theta: -0.21
Gamma: 0.01354
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 239.90 | 9.85 | 0.05 (0.51%) | 43.08 | 58 | 15 | 169 | |||||||||
| 25 Jun | 240.75 | 9.6 | -1.7 (-15.04%) | 38.5 | 201 | 72 | 154 | |||||||||
| 24 Jun | 244.20 | 11.55 | -13.2 (-53.33%) | 36.86 | 269 | 81 | 81 | |||||||||
| 23 Jun | 249.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jun | 254.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 254.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 255.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 259.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 259.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 257.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Swiggy Limited - strike price 245 expiring on 28JUL2026
Delta for 245 CE is 0.47
Historical price for 245 CE is as follows
On 29 Jun SWIGGY was trading at 239.90. The strike last trading price was 9.85, which was 0.05 higher than the previous day. The implied volatity was 43.08, the open interest changed by 15 which increased total open position to 169
On 25 Jun SWIGGY was trading at 240.75. The strike last trading price was 9.6, which was -1.7 lower than the previous day. The implied volatity was 38.5, the open interest changed by 72 which increased total open position to 154
On 24 Jun SWIGGY was trading at 244.20. The strike last trading price was 11.55, which was -13.2 lower than the previous day. The implied volatity was 36.86, the open interest changed by 81 which increased total open position to 81
On 23 Jun SWIGGY was trading at 249.85. 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 22 Jun SWIGGY was trading at 254.65. 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 Jun SWIGGY was trading at 254.05. 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 18 Jun SWIGGY was trading at 255.95. 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 Jun SWIGGY was trading at 259.45. 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 16 Jun SWIGGY was trading at 259.65. 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 Jun SWIGGY was trading at 257.20. 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
| SWIGGY 28-Jul-2026 (27d) 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0
Theta: -0.16
Gamma: 0.01471
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 239.90 | 12.85 | -0.15 (-1.15%) | 39.56 | 5 | 0 | 59 |
| 25 Jun | 240.75 | 13.6 | 0.75 (5.84%) | 39.95 | 157 | -49 | 59 |
| 24 Jun | 244.20 | 12.7 | 4.2 (49.41%) | 44.29 | 220 | 102 | 107 |
| 23 Jun | 249.85 | 8.5 | 1.5 (21.43%) | 40.37 | 5 | 3 | 4 |
| 22 Jun | 254.65 | 6.95 | -0.05 (-0.71%) | - | 1 | 0 | 1 |
| 19 Jun | 254.05 | 6.95 | -0.05 (-0.71%) | - | 1 | 0 | 1 |
| 18 Jun | 255.95 | 6.95 | -0.05 (-0.71%) | - | 1 | 0 | 1 |
| 17 Jun | 259.45 | 6.95 | -0.05 (-0.71%) | - | 1 | 0 | 1 |
| 16 Jun | 259.65 | 6.95 | -0.05 (-0.71%) | 37.21 | 1 | 0 | 1 |
| 15 Jun | 257.20 | 6.95 | -6.05 (-46.54%) | 37.21 | 1 | 1 | 1 |
For Swiggy Limited - strike price 245 expiring on 28JUL2026
Delta for 245 PE is -0.53
Historical price for 245 PE is as follows
On 29 Jun SWIGGY was trading at 239.90. The strike last trading price was 12.85, which was -0.15 lower than the previous day. The implied volatity was 39.56, the open interest changed by 0 which decreased total open position to 59
On 25 Jun SWIGGY was trading at 240.75. The strike last trading price was 13.6, which was 0.75 higher than the previous day. The implied volatity was 39.95, the open interest changed by -49 which decreased total open position to 59
On 24 Jun SWIGGY was trading at 244.20. The strike last trading price was 12.7, which was 4.2 higher than the previous day. The implied volatity was 44.29, the open interest changed by 102 which increased total open position to 107
On 23 Jun SWIGGY was trading at 249.85. The strike last trading price was 8.5, which was 1.5 higher than the previous day. The implied volatity was 40.37, the open interest changed by 3 which increased total open position to 4
On 22 Jun SWIGGY was trading at 254.65. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jun SWIGGY was trading at 254.05. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun SWIGGY was trading at 255.95. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun SWIGGY was trading at 259.45. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun SWIGGY was trading at 259.65. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 1
On 15 Jun SWIGGY was trading at 257.20. The strike last trading price was 6.95, which was -6.05 lower than the previous day. The implied volatity was 37.21, the open interest changed by 1 which increased total open position to 1
