DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 460 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.14
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 21.65 | -5.1 | 19.98 | 72 | -7 | 117 | |||||||||
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| 14 Sept | 467.75 | 15 | -2.95 | 25.21 | 61 | 7 | 151 | |||||||||
| 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 0.90
Historical price for 460 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 21.65, which was -5.1 lower than the previous day. The implied volatity was 19.98, the open interest changed by -7 which decreased total open position to 117
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 15, which was -2.95 lower than the previous day. The implied volatity was 25.21, the open interest changed by 7 which increased total open position to 151
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: -0.16
Vega: 0.20
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 1.8 | 0.25 | 25.96 | 246 | -12 | 257 |
| 14 Sept | 467.75 | 6.75 | 0.55 | 25.37 | 225 | -17 | 311 |
| 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 -0.16
Historical price for 460 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 25.96, the open interest changed by -12 which decreased total open position to 257
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 6.75, which was 0.55 higher than the previous day. The implied volatity was 25.37, the open interest changed by -17 which decreased total open position to 311
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
