DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 435 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 | 46.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 467.75 | 32.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 464.10 | 26.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 435 expiring on 30SEP2025
Delta for 435 CE is 0.00
Historical price for 435 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 46.65, 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 32.1, 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 26.6, 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 435 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 0.35 | -0.1 | 31.93 | 13 | -4 | 35 |
| 14 Sept | 467.75 | 1.35 | 0 | 26.66 | 15 | -1 | 50 |
| 17 Aug | 464.10 | 31.9 | 0 | 6.63 | 0 | 0 | 0 |
For Delhivery Limited - strike price 435 expiring on 30SEP2025
Delta for 435 PE is -0.03
Historical price for 435 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 31.93, the open interest changed by -4 which decreased total open position to 35
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 26.66, the open interest changed by -1 which decreased total open position to 50
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 31.9, which was 0 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0
