DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
17 Aug 2025 12:58 AM IST
| DELHIVERY 30SEP2025 400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 464.10 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 29.75, 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
| DELHIVERY 30SEP2025 400 PE | |||||||
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Delta: -0.09
Vega: 0.27
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 464.10 | 2.7 | -0.5 | 36.29 | 7 | 2 | 14 |
For Delhivery Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.09
Historical price for 400 PE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 2.7, which was -0.5 lower than the previous day. The implied volatity was 36.29, the open interest changed by 2 which increased total open position to 14
