SWIGGY
Swiggy Limited
Historical option data for SWIGGY
29 Jan 2026 04:14 PM IST
| SWIGGY 24-FEB-2026 325 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.34
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 29 Jan | 327.65 | 16.4 | -1.65 | 45.97 | 462 | 72 | 181 | |||||||||
| 28 Jan | 323.50 | 19.3 | 5.5 | 52.12 | 268 | 50 | 113 | |||||||||
| 27 Jan | 312.25 | 14.7 | 3.3 | 50.14 | 22 | 2 | 64 | |||||||||
| 23 Jan | 311.75 | 11.4 | -3.9 | 41.49 | 47 | 9 | 62 | |||||||||
| 22 Jan | 320.30 | 14.05 | -61.75 | 39.14 | 62 | 53 | 53 | |||||||||
| 21 Jan | 334.55 | 75.8 | 0 | 0.24 | 0 | 0 | 0 | |||||||||
| 20 Jan | 326.10 | 75.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 333.80 | 75.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 340.25 | 75.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 347.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 350.35 | 75.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Swiggy Limited - strike price 325 expiring on 24FEB2026
Delta for 325 CE is 0.54
Historical price for 325 CE is as follows
On 29 Jan SWIGGY was trading at 327.65. The strike last trading price was 16.4, which was -1.65 lower than the previous day. The implied volatity was 45.97, the open interest changed by 72 which increased total open position to 181
On 28 Jan SWIGGY was trading at 323.50. The strike last trading price was 19.3, which was 5.5 higher than the previous day. The implied volatity was 52.12, the open interest changed by 50 which increased total open position to 113
On 27 Jan SWIGGY was trading at 312.25. The strike last trading price was 14.7, which was 3.3 higher than the previous day. The implied volatity was 50.14, the open interest changed by 2 which increased total open position to 64
On 23 Jan SWIGGY was trading at 311.75. The strike last trading price was 11.4, which was -3.9 lower than the previous day. The implied volatity was 41.49, the open interest changed by 9 which increased total open position to 62
On 22 Jan SWIGGY was trading at 320.30. The strike last trading price was 14.05, which was -61.75 lower than the previous day. The implied volatity was 39.14, the open interest changed by 53 which increased total open position to 53
On 21 Jan SWIGGY was trading at 334.55. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SWIGGY was trading at 326.10. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SWIGGY was trading at 333.80. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SWIGGY was trading at 340.25. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SWIGGY was trading at 347.05. 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 13 Jan SWIGGY was trading at 350.35. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SWIGGY 24FEB2026 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.34
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 327.65 | 16.15 | -2.05 | 48.62 | 318 | 134 | 185 |
| 28 Jan | 323.50 | 17.65 | -6.35 | 53.11 | 88 | 34 | 49 |
| 27 Jan | 312.25 | 24 | 0.6 | 58.7 | 3 | 1 | 15 |
| 23 Jan | 311.75 | 23.4 | 4.65 | 49.25 | 20 | 2 | 14 |
| 22 Jan | 320.30 | 18.75 | 15 | 45.98 | 13 | 12 | 12 |
| 21 Jan | 334.55 | 3.75 | 0 | 4.75 | 0 | 0 | 0 |
| 20 Jan | 326.10 | 3.75 | 0 | 1.31 | 0 | 0 | 0 |
| 19 Jan | 333.80 | 3.75 | 0 | 2.94 | 0 | 0 | 0 |
| 16 Jan | 340.25 | 3.75 | 0 | 5.13 | 0 | 0 | 0 |
| 14 Jan | 347.05 | - | - | - | 0 | 0 | 0 |
| 13 Jan | 350.35 | 3.75 | 0 | 7.24 | 0 | 0 | 0 |
For Swiggy Limited - strike price 325 expiring on 24FEB2026
Delta for 325 PE is -0.46
Historical price for 325 PE is as follows
On 29 Jan SWIGGY was trading at 327.65. The strike last trading price was 16.15, which was -2.05 lower than the previous day. The implied volatity was 48.62, the open interest changed by 134 which increased total open position to 185
On 28 Jan SWIGGY was trading at 323.50. The strike last trading price was 17.65, which was -6.35 lower than the previous day. The implied volatity was 53.11, the open interest changed by 34 which increased total open position to 49
On 27 Jan SWIGGY was trading at 312.25. The strike last trading price was 24, which was 0.6 higher than the previous day. The implied volatity was 58.7, the open interest changed by 1 which increased total open position to 15
On 23 Jan SWIGGY was trading at 311.75. The strike last trading price was 23.4, which was 4.65 higher than the previous day. The implied volatity was 49.25, the open interest changed by 2 which increased total open position to 14
On 22 Jan SWIGGY was trading at 320.30. The strike last trading price was 18.75, which was 15 higher than the previous day. The implied volatity was 45.98, the open interest changed by 12 which increased total open position to 12
On 21 Jan SWIGGY was trading at 334.55. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SWIGGY was trading at 326.10. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 1.31, 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 3.75, which was 0 lower than the previous day. The implied volatity was 2.94, 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 3.75, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SWIGGY was trading at 347.05. 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 13 Jan SWIGGY was trading at 350.35. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 7.24, the open interest changed by 0 which decreased total open position to 0






























































































































































































































