DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
25 Oct 2025 03:53 PM IST
| DELHIVERY 28-OCT-2025 465 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 466.90 | 4.7 | -6.1 | - | 558 | 13 | 140 | |||||||||
| 18 Oct | 465.35 | 9.7 | 6.05 | - | 1,586 | -30 | 248 | |||||||||
| 15 Oct | 469.35 | 13.8 | -4.15 | - | 119 | 1 | 143 | |||||||||
| 28 Sept | 445.70 | 8.45 | -7.05 | 27.91 | 48 | -1 | 37 | |||||||||
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| 21 Sept | 478.80 | 35.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 467.75 | 35.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 465 expiring on 28OCT2025
Delta for 465 CE is -
Historical price for 465 CE is as follows
On 25 Oct DELHIVERY was trading at 466.90. The strike last trading price was 4.7, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 140
On 18 Oct DELHIVERY was trading at 465.35. The strike last trading price was 9.7, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 248
On 15 Oct DELHIVERY was trading at 469.35. The strike last trading price was 13.8, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 143
On 28 Sept DELHIVERY was trading at 445.70. The strike last trading price was 8.45, which was -7.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by -1 which decreased total open position to 37
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 35.9, 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
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 35.9, 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 465 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 466.90 | 3.15 | 0.65 | - | 1,076 | -129 | 143 |
| 18 Oct | 465.35 | 8 | -12.1 | - | 285 | 2 | 192 |
| 15 Oct | 469.35 | 8 | 1.75 | - | 153 | -10 | 204 |
| 28 Sept | 445.70 | 21.8 | 4.8 | 23.48 | 3 | 1 | 7 |
| 21 Sept | 478.80 | 9.95 | -17.1 | 29.44 | 1 | 1 | 0 |
| 14 Sept | 467.75 | 27.05 | 0 | 1.30 | 0 | 0 | 0 |
For Delhivery Limited - strike price 465 expiring on 28OCT2025
Delta for 465 PE is -
Historical price for 465 PE is as follows
On 25 Oct DELHIVERY was trading at 466.90. The strike last trading price was 3.15, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 143
On 18 Oct DELHIVERY was trading at 465.35. The strike last trading price was 8, which was -12.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 192
On 15 Oct DELHIVERY was trading at 469.35. The strike last trading price was 8, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 204
On 28 Sept DELHIVERY was trading at 445.70. The strike last trading price was 21.8, which was 4.8 higher than the previous day. The implied volatity was 23.48, the open interest changed by 1 which increased total open position to 7
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 9.95, which was -17.1 lower than the previous day. The implied volatity was 29.44, the open interest changed by 1 which increased total open position to 0
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 27.05, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
