SWIGGY

Swiggy Limited

351.65 -1.20 (-0.34%)

L: 349.5 H: 358.15

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Historical option data for SWIGGY
09 Jan 2026 04:14 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SWIGGY 27-JAN-2026 370 CE
Delta: 0.29 Vega: 0.27 Theta: -0.29 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	351.65	4.9 ₹ 6,370	-1.1 -1430.00	35.38	658 8,55,400	14 18,200	536 6,96,800
8 Jan	352.85	5.85 ₹ 7,605	-3.95 -5135.00	37.50	778 10,11,400	105 1,36,500	525 6,82,500
7 Jan	361.90	10 ₹ 13,000	-0.15 -195.00	36.07	863 11,21,900	46 59,800	443 5,75,900
6 Jan	361.00	11 ₹ 14,300	-10.5 -13650.00	35.81	1,436 18,66,800	403 5,23,900	404 5,25,200
5 Jan	378.40	21.5 ₹ 27,950	-12.75 -16575.00	-	0 0	0 0	1 1,300
2 Jan	387.20	21.5 ₹ 27,950	-12.75 -16575.00	21.03	1 1,300	0 0	0 0
1 Jan	390.70	34.25 ₹ 44,525	0 0.00	-	0 0	0 0	0 0

31 Dec	386.25	34.25 ₹ 44,525	0 0.00	-	0 0	0 0	0 0

For Swiggy Limited - strike price 370 expiring on 27JAN2026

Delta for 370 CE is 0.29

Historical price for 370 CE is as follows

On 9 Jan SWIGGY was trading at 351.65. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 35.38, the open interest changed by 14 which increased total open position to 536

On 8 Jan SWIGGY was trading at 352.85. The strike last trading price was 5.85, which was -3.95 lower than the previous day. The implied volatity was 37.50, the open interest changed by 105 which increased total open position to 525

On 7 Jan SWIGGY was trading at 361.90. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 36.07, the open interest changed by 46 which increased total open position to 443

On 6 Jan SWIGGY was trading at 361.00. The strike last trading price was 11, which was -10.5 lower than the previous day. The implied volatity was 35.81, the open interest changed by 403 which increased total open position to 404

On 5 Jan SWIGGY was trading at 378.40. The strike last trading price was 21.5, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 2 Jan SWIGGY was trading at 387.20. The strike last trading price was 21.5, which was -12.75 lower than the previous day. The implied volatity was 21.03, 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 34.25, 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 34.25, 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 370 PE
Delta: -0.68 Vega: 0.28 Theta: -0.25 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	351.65	22.95 ₹ 29,835	-0.2 -260.00	41.08	32 41,600	-6 -7,800	169 2,19,700
8 Jan	352.85	23.5 ₹ 30,550	7.05 9165.00	42.58	41 53,300	-12 -15,600	176 2,28,800
7 Jan	361.90	16.05 ₹ 20,865	-1.65 -2145.00	39.40	170 2,21,000	-23 -29,900	189 2,45,700
6 Jan	361.00	16.4 ₹ 21,320	7.2 9360.00	42.05	588 7,64,400	-11 -14,300	212 2,75,600
5 Jan	378.40	9.4 ₹ 12,220	3.6 4680.00	37.92	227 2,95,100	-79 -1,02,700	221 2,87,300
2 Jan	387.20	5.45 ₹ 7,085	1.05 1365.00	32.90	219 2,84,700	74 96,200	301 3,91,300
1 Jan	390.70	4.4 ₹ 5,720	-2.55 -3315.00	31.66	267 3,47,100	149 1,93,700	217 2,82,100
31 Dec	386.25	5.75 ₹ 7,475	-2.75 -3575.00	32.05	130 1,69,000	68 88,400	68 88,400

For Swiggy Limited - strike price 370 expiring on 27JAN2026

Delta for 370 PE is -0.68

Historical price for 370 PE is as follows

On 9 Jan SWIGGY was trading at 351.65. The strike last trading price was 22.95, which was -0.2 lower than the previous day. The implied volatity was 41.08, the open interest changed by -6 which decreased total open position to 169

On 8 Jan SWIGGY was trading at 352.85. The strike last trading price was 23.5, which was 7.05 higher than the previous day. The implied volatity was 42.58, the open interest changed by -12 which decreased total open position to 176

On 7 Jan SWIGGY was trading at 361.90. The strike last trading price was 16.05, which was -1.65 lower than the previous day. The implied volatity was 39.40, the open interest changed by -23 which decreased total open position to 189

On 6 Jan SWIGGY was trading at 361.00. The strike last trading price was 16.4, which was 7.2 higher than the previous day. The implied volatity was 42.05, the open interest changed by -11 which decreased total open position to 212

On 5 Jan SWIGGY was trading at 378.40. The strike last trading price was 9.4, which was 3.6 higher than the previous day. The implied volatity was 37.92, the open interest changed by -79 which decreased total open position to 221

On 2 Jan SWIGGY was trading at 387.20. The strike last trading price was 5.45, which was 1.05 higher than the previous day. The implied volatity was 32.90, the open interest changed by 74 which increased total open position to 301

On 1 Jan SWIGGY was trading at 390.70. The strike last trading price was 4.4, which was -2.55 lower than the previous day. The implied volatity was 31.66, the open interest changed by 149 which increased total open position to 217

On 31 Dec SWIGGY was trading at 386.25. The strike last trading price was 5.75, which was -2.75 lower than the previous day. The implied volatity was 32.05, the open interest changed by 68 which increased total open position to 68

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