DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 450 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 | 30.6 | -5.35 | - | 10 | -1 | 24 | |||||||||
| 14 Sept | 467.75 | 24.6 | -1.2 | 33.50 | 24 | -3 | 30 | |||||||||
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| 17 Aug | 464.10 | 27.6 | -2.05 | 21.78 | 4 | -1 | 30 | |||||||||
For Delhivery Limited - strike price 450 expiring on 30SEP2025
Delta for 450 CE is -
Historical price for 450 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 30.6, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 24
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 24.6, which was -1.2 lower than the previous day. The implied volatity was 33.50, the open interest changed by -3 which decreased total open position to 30
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 27.6, which was -2.05 lower than the previous day. The implied volatity was 21.78, the open interest changed by -1 which decreased total open position to 30
| DELHIVERY 30SEP2025 450 PE | |||||||
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Delta: -0.08
Vega: 0.12
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 0.85 | 0.05 | 27.71 | 103 | -17 | 300 |
| 14 Sept | 467.75 | 3.6 | 0.1 | 25.32 | 171 | -16 | 236 |
| 17 Aug | 464.10 | 72.25 | 0 | 4.01 | 0 | 0 | 0 |
For Delhivery Limited - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -0.08
Historical price for 450 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by -17 which decreased total open position to 300
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 25.32, the open interest changed by -16 which decreased total open position to 236
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 72.25, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
