DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 440 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 | 36.5 | -6.5 | - | 2 | -1 | 13 | |||||||||
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| 14 Sept | 467.75 | 32.05 | -0.35 | 33.75 | 10 | -3 | 9 | |||||||||
| 17 Aug | 464.10 | 36.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 440 expiring on 30SEP2025
Delta for 440 CE is -
Historical price for 440 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 36.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 32.05, which was -0.35 lower than the previous day. The implied volatity was 33.75, the open interest changed by -3 which decreased total open position to 9
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 36.1, 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
| DELHIVERY 30SEP2025 440 PE | |||||||
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Delta: -0.05
Vega: 0.08
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 0.5 | 0.1 | 30.94 | 121 | -71 | 285 |
| 14 Sept | 467.75 | 1.8 | -0.05 | 25.75 | 39 | 8 | 357 |
| 17 Aug | 464.10 | 64.75 | 0 | 5.77 | 0 | 0 | 0 |
For Delhivery Limited - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.05
Historical price for 440 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 30.94, the open interest changed by -71 which decreased total open position to 285
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 25.75, the open interest changed by 8 which increased total open position to 357
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 64.75, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
