DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
17 Aug 2025 12:58 AM IST
| DELHIVERY 30SEP2025 415 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 | 36.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 415 expiring on 30SEP2025
Delta for 415 CE is -
Historical price for 415 CE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 36.3, 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 415 PE | |||||||
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Delta: -0.14
Vega: 0.38
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 464.10 | 4.75 | -1.25 | 36.05 | 5 | 2 | 4 |
For Delhivery Limited - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.14
Historical price for 415 PE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 36.05, the open interest changed by 2 which increased total open position to 4
