[--[65.84.65.76]--]

SWIGGY

Swiggy Limited
347.05 -3.30 (-0.94%)
L: 341.3 H: 348.6

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Historical option data for SWIGGY

14 Jan 2026 04:14 PM IST
SWIGGY 27-JAN-2026 360 CE
Delta: 0.32
Vega: 0.23
Theta: -0.32
Gamma: 0.02
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
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
Delta: -0.66
Vega: 0.24
Theta: -0.27
Gamma: 0.02
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