DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
28 Sep 2025 10:09 PM IST
| DELHIVERY 28OCT2025 460 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.51
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 445.70 | 10.4 | -4.5 | 28.34 | 129 | 15 | 85 | |||||||||
| 21 Sept | 478.80 | 28 | -6 | 19.84 | 5 | 4 | 8 | |||||||||
| 14 Sept | 467.75 | 24.25 | 0.65 | 26.81 | 1 | 0 | 2 | |||||||||
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| 17 Aug | 464.10 | 23.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 460 expiring on 28OCT2025
Delta for 460 CE is 0.41
Historical price for 460 CE is as follows
On 28 Sept DELHIVERY was trading at 445.70. The strike last trading price was 10.4, which was -4.5 lower than the previous day. The implied volatity was 28.34, the open interest changed by 15 which increased total open position to 85
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 28, which was -6 lower than the previous day. The implied volatity was 19.84, the open interest changed by 4 which increased total open position to 8
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 24.25, which was 0.65 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 2
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 23.85, 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 28OCT2025 460 PE | |||||||
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Delta: -0.58
Vega: 0.52
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 445.70 | 22.45 | 6.7 | 31.30 | 93 | 10 | 62 |
| 21 Sept | 478.80 | 8.35 | 1.35 | 29.51 | 4 | 0 | 19 |
| 14 Sept | 467.75 | 13.45 | 0.9 | 28.81 | 3 | 3 | 16 |
| 17 Aug | 464.10 | 51.8 | 0 | 2.13 | 0 | 0 | 0 |
For Delhivery Limited - strike price 460 expiring on 28OCT2025
Delta for 460 PE is -0.58
Historical price for 460 PE is as follows
On 28 Sept DELHIVERY was trading at 445.70. The strike last trading price was 22.45, which was 6.7 higher than the previous day. The implied volatity was 31.30, the open interest changed by 10 which increased total open position to 62
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 8.35, which was 1.35 higher than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 19
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 13.45, which was 0.9 higher than the previous day. The implied volatity was 28.81, the open interest changed by 3 which increased total open position to 16
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 51.8, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
