DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 465 CE | ||||||||||||||||
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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 | |||||||||
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| 21 Sept | 478.80 | 21.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 467.75 | 12.15 | -2.6 | 25.27 | 107 | 6 | 87 | |||||||||
| 17 Aug | 464.10 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 465 expiring on 30SEP2025
Delta for 465 CE is 0.00
Historical price for 465 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 12.15, which was -2.6 lower than the previous day. The implied volatity was 25.27, the open interest changed by 6 which increased total open position to 87
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 15.85, 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 30SEP2025 465 PE | |||||||
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Delta: -0.22
Vega: 0.25
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 2.75 | 0.5 | 25.78 | 264 | -27 | 150 |
| 14 Sept | 467.75 | 8.7 | 0.65 | 25.00 | 171 | 17 | 132 |
| 17 Aug | 464.10 | 50.85 | 0 | 1.29 | 0 | 0 | 0 |
For Delhivery Limited - strike price 465 expiring on 30SEP2025
Delta for 465 PE is -0.22
Historical price for 465 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 2.75, which was 0.5 higher than the previous day. The implied volatity was 25.78, the open interest changed by -27 which decreased total open position to 150
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 8.7, which was 0.65 higher than the previous day. The implied volatity was 25.00, the open interest changed by 17 which increased total open position to 132
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 50.85, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
