SWIGGY
Swiggy Limited
Historical option data for SWIGGY
14 Jan 2026 04:14 PM IST
| SWIGGY 27-JAN-2026 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.23
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 347.05 | 4.3 | -1.75 | 32.68 | 524 | 37 | 604 | |||||||||
| 13 Jan | 350.35 | 5.95 | -0.8 | 34.6 | 975 | -48 | 568 | |||||||||
| 12 Jan | 349.60 | 6.9 | -1.2 | 36.51 | 648 | 27 | 620 | |||||||||
| 9 Jan | 351.65 | 8.15 | -1.25 | 35.34 | 900 | 16 | 592 | |||||||||
| 8 Jan | 352.85 | 9 | -5.7 | 36.7 | 977 | 172 | 575 | |||||||||
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| 7 Jan | 361.90 | 15 | 0.55 | 36.63 | 1,268 | 225 | 408 | |||||||||
| 6 Jan | 361.00 | 16.2 | -25.3 | 36.34 | 867 | 190 | 190 | |||||||||
| 5 Jan | 378.40 | 41.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 387.20 | 41.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 390.70 | 41.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 386.25 | 41.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Swiggy Limited - strike price 360 expiring on 27JAN2026
Delta for 360 CE is 0.32
Historical price for 360 CE is as follows
On 14 Jan SWIGGY was trading at 347.05. The strike last trading price was 4.3, which was -1.75 lower than the previous day. The implied volatity was 32.68, the open interest changed by 37 which increased total open position to 604
On 13 Jan SWIGGY was trading at 350.35. The strike last trading price was 5.95, which was -0.8 lower than the previous day. The implied volatity was 34.6, the open interest changed by -48 which decreased total open position to 568
On 12 Jan SWIGGY was trading at 349.60. The strike last trading price was 6.9, which was -1.2 lower than the previous day. The implied volatity was 36.51, the open interest changed by 27 which increased total open position to 620
On 9 Jan SWIGGY was trading at 351.65. The strike last trading price was 8.15, which was -1.25 lower than the previous day. The implied volatity was 35.34, the open interest changed by 16 which increased total open position to 592
On 8 Jan SWIGGY was trading at 352.85. The strike last trading price was 9, which was -5.7 lower than the previous day. The implied volatity was 36.7, the open interest changed by 172 which increased total open position to 575
On 7 Jan SWIGGY was trading at 361.90. The strike last trading price was 15, which was 0.55 higher than the previous day. The implied volatity was 36.63, the open interest changed by 225 which increased total open position to 408
On 6 Jan SWIGGY was trading at 361.00. The strike last trading price was 16.2, which was -25.3 lower than the previous day. The implied volatity was 36.34, the open interest changed by 190 which increased total open position to 190
On 5 Jan SWIGGY was trading at 378.40. The strike last trading price was 41.5, 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 2 Jan SWIGGY was trading at 387.20. The strike last trading price was 41.5, 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 1 Jan SWIGGY was trading at 390.70. The strike last trading price was 41.5, 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 31 Dec SWIGGY was trading at 386.25. The strike last trading price was 41.5, 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 27JAN2026 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.24
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 347.05 | 16.1 | 1.2 | 36.39 | 46 | -14 | 732 |
| 13 Jan | 350.35 | 14.95 | -0.85 | 36.81 | 72 | 9 | 741 |
| 12 Jan | 349.60 | 15.65 | -0.15 | 38.8 | 143 | -52 | 731 |
| 9 Jan | 351.65 | 15.55 | -0.75 | 38.18 | 183 | -11 | 784 |
| 8 Jan | 352.85 | 16.75 | 5.25 | 41.5 | 983 | -89 | 788 |
| 7 Jan | 361.90 | 11 | -1.95 | 39.69 | 1,364 | 249 | 878 |
| 6 Jan | 361.00 | 11.6 | 5.9 | 42.58 | 2,978 | 434 | 589 |
| 5 Jan | 378.40 | 5.75 | 2.3 | 37.33 | 210 | 28 | 154 |
| 2 Jan | 387.20 | 3.4 | 0.75 | 34.09 | 86 | 29 | 126 |
| 1 Jan | 390.70 | 2.8 | -1.6 | 33.34 | 85 | 25 | 97 |
| 31 Dec | 386.25 | 4.6 | -1.2 | 36.6 | 97 | 71 | 71 |
For Swiggy Limited - strike price 360 expiring on 27JAN2026
Delta for 360 PE is -0.66
Historical price for 360 PE is as follows
On 14 Jan SWIGGY was trading at 347.05. The strike last trading price was 16.1, which was 1.2 higher than the previous day. The implied volatity was 36.39, the open interest changed by -14 which decreased total open position to 732
On 13 Jan SWIGGY was trading at 350.35. The strike last trading price was 14.95, which was -0.85 lower than the previous day. The implied volatity was 36.81, the open interest changed by 9 which increased total open position to 741
On 12 Jan SWIGGY was trading at 349.60. The strike last trading price was 15.65, which was -0.15 lower than the previous day. The implied volatity was 38.8, the open interest changed by -52 which decreased total open position to 731
On 9 Jan SWIGGY was trading at 351.65. The strike last trading price was 15.55, which was -0.75 lower than the previous day. The implied volatity was 38.18, the open interest changed by -11 which decreased total open position to 784
On 8 Jan SWIGGY was trading at 352.85. The strike last trading price was 16.75, which was 5.25 higher than the previous day. The implied volatity was 41.5, the open interest changed by -89 which decreased total open position to 788
On 7 Jan SWIGGY was trading at 361.90. The strike last trading price was 11, which was -1.95 lower than the previous day. The implied volatity was 39.69, the open interest changed by 249 which increased total open position to 878
On 6 Jan SWIGGY was trading at 361.00. The strike last trading price was 11.6, which was 5.9 higher than the previous day. The implied volatity was 42.58, the open interest changed by 434 which increased total open position to 589
On 5 Jan SWIGGY was trading at 378.40. The strike last trading price was 5.75, which was 2.3 higher than the previous day. The implied volatity was 37.33, the open interest changed by 28 which increased total open position to 154
On 2 Jan SWIGGY was trading at 387.20. The strike last trading price was 3.4, which was 0.75 higher than the previous day. The implied volatity was 34.09, the open interest changed by 29 which increased total open position to 126
On 1 Jan SWIGGY was trading at 390.70. The strike last trading price was 2.8, which was -1.6 lower than the previous day. The implied volatity was 33.34, the open interest changed by 25 which increased total open position to 97
On 31 Dec SWIGGY was trading at 386.25. The strike last trading price was 4.6, which was -1.2 lower than the previous day. The implied volatity was 36.6, the open interest changed by 71 which increased total open position to 71































































































































































































































