DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 455 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.05
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 478.80 | 26 | -5.25 | 16.43 | 13 | 2 | 24 | |||||||||
| 14 Sept | 467.75 | 17.8 | 0.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 464.10 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 455 expiring on 30SEP2025
Delta for 455 CE is 0.97
Historical price for 455 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 26, which was -5.25 lower than the previous day. The implied volatity was 16.43, the open interest changed by 2 which increased total open position to 24
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 17.8, which was 0.2 higher 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 18.95, 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 455 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.16
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 1.25 | 0.2 | 26.88 | 57 | 5 | 164 |
| 14 Sept | 467.75 | 4.95 | 0.25 | 25.20 | 81 | 0 | 57 |
| 17 Aug | 464.10 | 44.1 | 0 | 3.11 | 0 | 0 | 0 |
For Delhivery Limited - strike price 455 expiring on 30SEP2025
Delta for 455 PE is -0.11
Historical price for 455 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 26.88, the open interest changed by 5 which increased total open position to 164
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 4.95, which was 0.25 higher than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 57
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
