DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 470 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.28
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 14.35 | -4.3 | 23.43 | 125 | 11 | 212 | |||||||||
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| 14 Sept | 467.75 | 9.8 | -2.25 | 25.63 | 477 | -7 | 309 | |||||||||
| 17 Aug | 464.10 | 17.8 | -2.1 | 25.25 | 21 | 5 | 19 | |||||||||
For Delhivery Limited - strike price 470 expiring on 30SEP2025
Delta for 470 CE is 0.72
Historical price for 470 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 14.35, which was -4.3 lower than the previous day. The implied volatity was 23.43, the open interest changed by 11 which increased total open position to 212
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 9.8, which was -2.25 lower than the previous day. The implied volatity was 25.63, the open interest changed by -7 which decreased total open position to 309
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 17.8, which was -2.1 lower than the previous day. The implied volatity was 25.25, the open interest changed by 5 which increased total open position to 19
| DELHIVERY 30SEP2025 470 PE | |||||||
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Delta: -0.29
Vega: 0.29
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 4.05 | 0.8 | 25.60 | 583 | -12 | 247 |
| 14 Sept | 467.75 | 11.05 | 0.85 | 24.69 | 233 | 20 | 295 |
| 17 Aug | 464.10 | 88 | 0 | 0.41 | 0 | 0 | 0 |
For Delhivery Limited - strike price 470 expiring on 30SEP2025
Delta for 470 PE is -0.29
Historical price for 470 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 4.05, which was 0.8 higher than the previous day. The implied volatity was 25.60, the open interest changed by -12 which decreased total open position to 247
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 11.05, which was 0.85 higher than the previous day. The implied volatity was 24.69, the open interest changed by 20 which increased total open position to 295
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
