DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
17 Aug 2025 12:58 AM IST
| DELHIVERY 30SEP2025 450 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.54
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.74
Historical price for 450 CE is as follows
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: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.00
Historical price for 450 PE is as follows
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
