DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 37.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 467.75 | 37.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 464.10 | 26.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.00
Historical price for 430 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 37.2, 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 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 37.2, 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 26.25, 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
| DELHIVERY 30SEP2025 430 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 0.35 | 0.05 | 34.95 | 5 | -1 | 85 |
| 14 Sept | 467.75 | 0.95 | -0.15 | 27.15 | 8 | -3 | 81 |
| 17 Aug | 464.10 | 57.65 | 0 | 7.47 | 0 | 0 | 0 |
For Delhivery Limited - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.03
Historical price for 430 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 34.95, the open interest changed by -1 which decreased total open position to 85
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 27.15, the open interest changed by -3 which decreased total open position to 81
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 57.65, which was 0 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0
