DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 420 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 58 | 8.25 | - | 2 | -1 | 3 | |||||||||
| 14 Sept | 467.75 | 49.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 464.10 | 22.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 420 expiring on 30SEP2025
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 58, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 22.4, 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 420 PE | |||||||
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Delta: -0.01
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 0.15 | -0.05 | 36.01 | 23 | -11 | 173 |
| 14 Sept | 467.75 | 0.55 | -0.1 | 29.65 | 35 | 4 | 207 |
| 17 Aug | 464.10 | 5.25 | 0.1 | 35.01 | 15 | 7 | 30 |
For Delhivery Limited - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.01
Historical price for 420 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.01, the open interest changed by -11 which decreased total open position to 173
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 29.65, the open interest changed by 4 which increased total open position to 207
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 5.25, which was 0.1 higher than the previous day. The implied volatity was 35.01, the open interest changed by 7 which increased total open position to 30
