SWIGGY
Swiggy Limited
Historical option data for SWIGGY
30 Jan 2026 04:14 PM IST
| SWIGGY 24-FEB-2026 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.33
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 309.75 | 10.75 | -10.05 | 36.81 | 2,875 | 170 | 629 | |||||||||
| 29 Jan | 327.65 | 19 | -1.75 | 46.14 | 342 | 66 | 456 | |||||||||
| 28 Jan | 323.50 | 21.8 | 5.8 | 52.02 | 1,005 | 56 | 389 | |||||||||
| 27 Jan | 312.25 | 18 | 4.45 | 59.11 | 374 | 53 | 333 | |||||||||
| 23 Jan | 311.75 | 14.1 | -3.35 | 43.33 | 399 | 17 | 280 | |||||||||
| 22 Jan | 320.30 | 13.4 | -12.3 | 31.16 | 373 | 3 | 259 | |||||||||
| 21 Jan | 334.55 | 27 | -53.1 | 35.4 | 359 | 256 | 256 | |||||||||
| 20 Jan | 326.10 | 80.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 333.80 | 80.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Jan | 340.25 | 80.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Swiggy Limited - strike price 320 expiring on 24FEB2026
Delta for 320 CE is 0.48
Historical price for 320 CE is as follows
On 30 Jan SWIGGY was trading at 309.75. The strike last trading price was 10.75, which was -10.05 lower than the previous day. The implied volatity was 36.81, the open interest changed by 170 which increased total open position to 629
On 29 Jan SWIGGY was trading at 327.65. The strike last trading price was 19, which was -1.75 lower than the previous day. The implied volatity was 46.14, the open interest changed by 66 which increased total open position to 456
On 28 Jan SWIGGY was trading at 323.50. The strike last trading price was 21.8, which was 5.8 higher than the previous day. The implied volatity was 52.02, the open interest changed by 56 which increased total open position to 389
On 27 Jan SWIGGY was trading at 312.25. The strike last trading price was 18, which was 4.45 higher than the previous day. The implied volatity was 59.11, the open interest changed by 53 which increased total open position to 333
On 23 Jan SWIGGY was trading at 311.75. The strike last trading price was 14.1, which was -3.35 lower than the previous day. The implied volatity was 43.33, the open interest changed by 17 which increased total open position to 280
On 22 Jan SWIGGY was trading at 320.30. The strike last trading price was 13.4, which was -12.3 lower than the previous day. The implied volatity was 31.16, the open interest changed by 3 which increased total open position to 259
On 21 Jan SWIGGY was trading at 334.55. The strike last trading price was 27, which was -53.1 lower than the previous day. The implied volatity was 35.4, the open interest changed by 256 which increased total open position to 256
On 20 Jan SWIGGY was trading at 326.10. The strike last trading price was 80.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SWIGGY was trading at 333.80. The strike last trading price was 80.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SWIGGY was trading at 340.25. The strike last trading price was 80.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SWIGGY 24FEB2026 320 PE | |||||||
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Delta: -0.5
Vega: 0.33
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 309.75 | 17.25 | 3.85 | 47.71 | 1,468 | -137 | 339 |
| 29 Jan | 327.65 | 13.85 | -2 | 49.03 | 726 | 10 | 469 |
| 28 Jan | 323.50 | 15.25 | -7.05 | 53.21 | 432 | 177 | 464 |
| 27 Jan | 312.25 | 21.6 | 0.8 | 59.8 | 148 | 34 | 287 |
| 23 Jan | 311.75 | 20.75 | 3.9 | 49.94 | 449 | -28 | 253 |
| 22 Jan | 320.30 | 17.85 | 7.75 | 50.32 | 990 | 86 | 298 |
| 21 Jan | 334.55 | 9.4 | -3.05 | 45.12 | 616 | 135 | 221 |
| 20 Jan | 326.10 | 12.45 | 2.65 | 41.54 | 61 | 3 | 88 |
| 19 Jan | 333.80 | 9.8 | -2 | 39.78 | 63 | 43 | 81 |
| 16 Jan | 340.25 | 9.5 | 6.4 | 44.46 | 230 | 38 | 38 |
For Swiggy Limited - strike price 320 expiring on 24FEB2026
Delta for 320 PE is -0.5
Historical price for 320 PE is as follows
On 30 Jan SWIGGY was trading at 309.75. The strike last trading price was 17.25, which was 3.85 higher than the previous day. The implied volatity was 47.71, the open interest changed by -137 which decreased total open position to 339
On 29 Jan SWIGGY was trading at 327.65. The strike last trading price was 13.85, which was -2 lower than the previous day. The implied volatity was 49.03, the open interest changed by 10 which increased total open position to 469
On 28 Jan SWIGGY was trading at 323.50. The strike last trading price was 15.25, which was -7.05 lower than the previous day. The implied volatity was 53.21, the open interest changed by 177 which increased total open position to 464
On 27 Jan SWIGGY was trading at 312.25. The strike last trading price was 21.6, which was 0.8 higher than the previous day. The implied volatity was 59.8, the open interest changed by 34 which increased total open position to 287
On 23 Jan SWIGGY was trading at 311.75. The strike last trading price was 20.75, which was 3.9 higher than the previous day. The implied volatity was 49.94, the open interest changed by -28 which decreased total open position to 253
On 22 Jan SWIGGY was trading at 320.30. The strike last trading price was 17.85, which was 7.75 higher than the previous day. The implied volatity was 50.32, the open interest changed by 86 which increased total open position to 298
On 21 Jan SWIGGY was trading at 334.55. The strike last trading price was 9.4, which was -3.05 lower than the previous day. The implied volatity was 45.12, the open interest changed by 135 which increased total open position to 221
On 20 Jan SWIGGY was trading at 326.10. The strike last trading price was 12.45, which was 2.65 higher than the previous day. The implied volatity was 41.54, the open interest changed by 3 which increased total open position to 88
On 19 Jan SWIGGY was trading at 333.80. The strike last trading price was 9.8, which was -2 lower than the previous day. The implied volatity was 39.78, the open interest changed by 43 which increased total open position to 81
On 16 Jan SWIGGY was trading at 340.25. The strike last trading price was 9.5, which was 6.4 higher than the previous day. The implied volatity was 44.46, the open interest changed by 38 which increased total open position to 38






























































































































































































































