Historical option data for SWIGGY
29 Jun 2026 10:50 AM IST
| SWIGGY 28-Jul-2026 (25d) 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0
Theta: -0.2
Gamma: 0.01335
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 239.90 | 7.85 | -0.1 (-1.26%) | 42.52 | 182 | -18 | 578 | |||||||||
| 25 Jun | 240.75 | 7.85 | -1.45 (-15.59%) | 39.26 | 790 | 146 | 594 | |||||||||
| 24 Jun | 244.20 | 9.75 | -3 (-23.53%) | 38.29 | 1,507 | 369 | 451 | |||||||||
| 23 Jun | 249.85 | 12.4 | -3.6 (-22.50%) | 38.78 | 69 | 36 | 80 | |||||||||
| 22 Jun | 254.65 | 16 | 1 (6.67%) | 39.72 | 9 | 2 | 45 | |||||||||
| 19 Jun | 254.05 | 15 | -2.5 (-14.29%) | 39.47 | 12 | 8 | 43 | |||||||||
| 18 Jun | 255.95 | 17.5 | -3.5 (-16.67%) | 38.39 | 10 | 5 | 35 | |||||||||
| 17 Jun | 259.45 | 21 | 0 (0.00%) | 38.29 | 3 | 0 | 30 | |||||||||
| 16 Jun | 259.65 | 21 | 2.4 (12.90%) | 38.29 | 3 | -3 | 30 | |||||||||
| 15 Jun | 257.20 | 18.6 | 3.4 (22.37%) | 39.75 | 36 | -11 | 34 | |||||||||
| 12 Jun | 249.90 | 15.2 | 3.35 (28.27%) | 42.37 | 19 | 0 | 44 | |||||||||
| 11 Jun | 240.20 | 11.85 | -0.4 (-3.27%) | 42.01 | 13 | 6 | 44 | |||||||||
| 10 Jun | 242.30 | 12.1 | -4.2 (-25.77%) | 42.57 | 7 | 1 | 39 | |||||||||
| 9 Jun | 249.95 | 16.5 | 4.15 (33.60%) | 42.02 | 17 | -2 | 38 | |||||||||
| 8 Jun | 241.20 | 12.35 | -5.65 (-31.39%) | 43.63 | 29 | 22 | 40 | |||||||||
| 5 Jun | 250.60 | 17.7 | -6.3 (-26.25%) | 41.64 | 17 | 15 | 18 | |||||||||
| 4 Jun | 253.65 | 24.1 | 0.1 (0.42%) | - | 3 | 0 | 3 | |||||||||
| 3 Jun | 251.90 | 24.1 | 0.1 (0.42%) | - | 3 | 0 | 3 | |||||||||
| 2 Jun | 254.15 | 24.1 | 0.1 (0.42%) | 59.66 | 3 | 0 | 3 | |||||||||
| 1 Jun | 249.75 | 24.1 | -21.9 (-47.61%) | 59.66 | 3 | 3 | 3 | |||||||||
| 29 May | 257.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 263.70 | 0 | 0 | - | 0 | 7.123 | 7.123 | |||||||||
For Swiggy Limited - strike price 250 expiring on 28JUL2026
Delta for 250 CE is 0.4
Historical price for 250 CE is as follows
On 29 Jun SWIGGY was trading at 239.90. The strike last trading price was 7.85, which was -0.1 lower than the previous day. The implied volatity was 42.52, the open interest changed by -18 which decreased total open position to 578
On 25 Jun SWIGGY was trading at 240.75. The strike last trading price was 7.85, which was -1.45 lower than the previous day. The implied volatity was 39.26, the open interest changed by 146 which increased total open position to 594
On 24 Jun SWIGGY was trading at 244.20. The strike last trading price was 9.75, which was -3 lower than the previous day. The implied volatity was 38.29, the open interest changed by 369 which increased total open position to 451
On 23 Jun SWIGGY was trading at 249.85. The strike last trading price was 12.4, which was -3.6 lower than the previous day. The implied volatity was 38.78, the open interest changed by 36 which increased total open position to 80
On 22 Jun SWIGGY was trading at 254.65. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 39.72, the open interest changed by 2 which increased total open position to 45
On 19 Jun SWIGGY was trading at 254.05. The strike last trading price was 15, which was -2.5 lower than the previous day. The implied volatity was 39.47, the open interest changed by 8 which increased total open position to 43
On 18 Jun SWIGGY was trading at 255.95. The strike last trading price was 17.5, which was -3.5 lower than the previous day. The implied volatity was 38.39, the open interest changed by 5 which increased total open position to 35
On 17 Jun SWIGGY was trading at 259.45. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 38.29, the open interest changed by 0 which decreased total open position to 30
On 16 Jun SWIGGY was trading at 259.65. The strike last trading price was 21, which was 2.4 higher than the previous day. The implied volatity was 38.29, the open interest changed by -3 which decreased total open position to 30
On 15 Jun SWIGGY was trading at 257.20. The strike last trading price was 18.6, which was 3.4 higher than the previous day. The implied volatity was 39.75, the open interest changed by -11 which decreased total open position to 34
On 12 Jun SWIGGY was trading at 249.90. The strike last trading price was 15.2, which was 3.35 higher than the previous day. The implied volatity was 42.37, the open interest changed by 0 which decreased total open position to 44
On 11 Jun SWIGGY was trading at 240.20. The strike last trading price was 11.85, which was -0.4 lower than the previous day. The implied volatity was 42.01, the open interest changed by 6 which increased total open position to 44
On 10 Jun SWIGGY was trading at 242.30. The strike last trading price was 12.1, which was -4.2 lower than the previous day. The implied volatity was 42.57, the open interest changed by 1 which increased total open position to 39
On 9 Jun SWIGGY was trading at 249.95. The strike last trading price was 16.5, which was 4.15 higher than the previous day. The implied volatity was 42.02, the open interest changed by -2 which decreased total open position to 38
On 8 Jun SWIGGY was trading at 241.20. The strike last trading price was 12.35, which was -5.65 lower than the previous day. The implied volatity was 43.63, the open interest changed by 22 which increased total open position to 40
On 5 Jun SWIGGY was trading at 250.60. The strike last trading price was 17.7, which was -6.3 lower than the previous day. The implied volatity was 41.64, the open interest changed by 15 which increased total open position to 18
On 4 Jun SWIGGY was trading at 253.65. The strike last trading price was 24.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun SWIGGY was trading at 251.90. The strike last trading price was 24.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun SWIGGY was trading at 254.15. The strike last trading price was 24.1, which was 0.1 higher than the previous day. The implied volatity was 59.66, the open interest changed by 0 which decreased total open position to 3
On 1 Jun SWIGGY was trading at 249.75. The strike last trading price was 24.1, which was -21.9 lower than the previous day. The implied volatity was 59.66, the open interest changed by 3 which increased total open position to 3
On 29 May SWIGGY was trading at 257.90. 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 11 May SWIGGY was trading at 263.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
| SWIGGY 28-Jul-2026 (25d) 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0
Theta: -0.16
Gamma: 0.01396
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 239.90 | 16.25 | 0.25 (1.56%) | 40.47 | 22 | -4 | 287 |
| 25 Jun | 240.75 | 16.65 | 1 (6.39%) | 39.85 | 218 | 86 | 289 |
| 24 Jun | 244.20 | 15.55 | 3.5 (29.05%) | 44.68 | 708 | 119 | 202 |
| 23 Jun | 249.85 | 12.45 | 3.45 (38.33%) | 41.62 | 65 | 22 | 80 |
| 22 Jun | 254.65 | 9.35 | -0.65 (-6.50%) | 38.29 | 23 | 14 | 58 |
| 19 Jun | 254.05 | 9.75 | 0.75 (8.33%) | 38.01 | 15 | 2 | 44 |
| 18 Jun | 255.95 | 9 | 1 (12.50%) | 38.01 | 26 | 12 | 44 |
| 17 Jun | 259.45 | 7.5 | -0.5 (-6.25%) | 36.55 | 26 | 6 | 32 |
| 16 Jun | 259.65 | 8 | -1 (-11.11%) | 37.63 | 3 | -2 | 26 |
| 15 Jun | 257.20 | 8.6 | -7.4 (-46.25%) | 39.52 | 16 | -2 | 28 |
| 12 Jun | 249.90 | 15.8 | -1.2 (-7.06%) | 39.04 | 2 | -1 | 30 |
| 11 Jun | 240.20 | 17 | -1 (-5.56%) | 36.8 | 6 | -1 | 31 |
| 10 Jun | 242.30 | 17.65 | 4.65 (35.77%) | 40.12 | 3 | 1 | 33 |
| 9 Jun | 249.95 | 13.4 | -5.6 (-29.47%) | 39.44 | 11 | 0 | 32 |
| 8 Jun | 241.20 | 19 | 6.5 (52.00%) | 40.86 | 13 | 10 | 31 |
| 5 Jun | 250.60 | 12.5 | 1.05 (9.17%) | 38.33 | 1 | 0 | 21 |
| 4 Jun | 253.65 | 14.85 | 14.85 | - | 29 | 0 | 21 |
| 3 Jun | 251.90 | 14.85 | 14.85 (32.37%) | 37.61 | 29 | 0 | 21 |
| 2 Jun | 254.15 | 11.45 | 2.8 (32.37%) | 37.61 | 29 | 12 | 20 |
| 1 Jun | 249.75 | 8.65 | -2.25 (-20.64%) | 25.01 | 1 | 0 | 7 |
| 29 May | 257.90 | 10.95 | 1 (10.05%) | 37.48 | 7 | 6 | 6 |
| 11 May | 263.70 | 0 | 0 | - | 0 | 7.123 | 7.123 |
For Swiggy Limited - strike price 250 expiring on 28JUL2026
Delta for 250 PE is -0.6
Historical price for 250 PE is as follows
On 29 Jun SWIGGY was trading at 239.90. The strike last trading price was 16.25, which was 0.25 higher than the previous day. The implied volatity was 40.47, the open interest changed by -4 which decreased total open position to 287
On 25 Jun SWIGGY was trading at 240.75. The strike last trading price was 16.65, which was 1 higher than the previous day. The implied volatity was 39.85, the open interest changed by 86 which increased total open position to 289
On 24 Jun SWIGGY was trading at 244.20. The strike last trading price was 15.55, which was 3.5 higher than the previous day. The implied volatity was 44.68, the open interest changed by 119 which increased total open position to 202
On 23 Jun SWIGGY was trading at 249.85. The strike last trading price was 12.45, which was 3.45 higher than the previous day. The implied volatity was 41.62, the open interest changed by 22 which increased total open position to 80
On 22 Jun SWIGGY was trading at 254.65. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was 38.29, the open interest changed by 14 which increased total open position to 58
On 19 Jun SWIGGY was trading at 254.05. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 44
On 18 Jun SWIGGY was trading at 255.95. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 38.01, the open interest changed by 12 which increased total open position to 44
On 17 Jun SWIGGY was trading at 259.45. The strike last trading price was 7.5, which was -0.5 lower than the previous day. The implied volatity was 36.55, the open interest changed by 6 which increased total open position to 32
On 16 Jun SWIGGY was trading at 259.65. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 37.63, the open interest changed by -2 which decreased total open position to 26
On 15 Jun SWIGGY was trading at 257.20. The strike last trading price was 8.6, which was -7.4 lower than the previous day. The implied volatity was 39.52, the open interest changed by -2 which decreased total open position to 28
On 12 Jun SWIGGY was trading at 249.90. The strike last trading price was 15.8, which was -1.2 lower than the previous day. The implied volatity was 39.04, the open interest changed by -1 which decreased total open position to 30
On 11 Jun SWIGGY was trading at 240.20. The strike last trading price was 17, which was -1 lower than the previous day. The implied volatity was 36.8, the open interest changed by -1 which decreased total open position to 31
On 10 Jun SWIGGY was trading at 242.30. The strike last trading price was 17.65, which was 4.65 higher than the previous day. The implied volatity was 40.12, the open interest changed by 1 which increased total open position to 33
On 9 Jun SWIGGY was trading at 249.95. The strike last trading price was 13.4, which was -5.6 lower than the previous day. The implied volatity was 39.44, the open interest changed by 0 which decreased total open position to 32
On 8 Jun SWIGGY was trading at 241.20. The strike last trading price was 19, which was 6.5 higher than the previous day. The implied volatity was 40.86, the open interest changed by 10 which increased total open position to 31
On 5 Jun SWIGGY was trading at 250.60. The strike last trading price was 12.5, which was 1.05 higher than the previous day. The implied volatity was 38.33, the open interest changed by 0 which decreased total open position to 21
On 4 Jun SWIGGY was trading at 253.65. The strike last trading price was 14.85, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 3 Jun SWIGGY was trading at 251.90. The strike last trading price was 14.85, which was 14.85 higher than the previous day. The implied volatity was 37.61, the open interest changed by 0 which decreased total open position to 21
On 2 Jun SWIGGY was trading at 254.15. The strike last trading price was 11.45, which was 2.8 higher than the previous day. The implied volatity was 37.61, the open interest changed by 12 which increased total open position to 20
On 1 Jun SWIGGY was trading at 249.75. The strike last trading price was 8.65, which was -2.25 lower than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 7
On 29 May SWIGGY was trading at 257.90. The strike last trading price was 10.95, which was 1 higher than the previous day. The implied volatity was 37.48, the open interest changed by 6 which increased total open position to 6
On 11 May SWIGGY was trading at 263.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
