DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
17 Aug 2025 12:58 AM IST
| DELHIVERY 30SEP2025 460 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.63
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 464.10 | 22.45 | -3 | 24.05 | 132 | 28 | 42 | |||||||||
For Delhivery Limited - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.63
Historical price for 460 CE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 22.45, which was -3 lower than the previous day. The implied volatity was 24.05, the open interest changed by 28 which increased total open position to 42
| DELHIVERY 30SEP2025 460 PE | |||||||
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Delta: -0.39
Vega: 0.64
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 464.10 | 17.3 | 0.95 | 34.54 | 98 | 21 | 70 |
For Delhivery Limited - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.39
Historical price for 460 PE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 17.3, which was 0.95 higher than the previous day. The implied volatity was 34.54, the open interest changed by 21 which increased total open position to 70
