DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 475 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.32
Theta: -0.43
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 478.80 | 11.3 | -3.7 | 24.20 | 168 | -4 | 158 | |||||||||
| 14 Sept | 467.75 | 7.65 | -2.05 | 25.57 | 205 | -3 | 212 | |||||||||
| 17 Aug | 464.10 | 13.2 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 475 expiring on 30SEP2025
Delta for 475 CE is 0.62
Historical price for 475 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 11.3, which was -3.7 lower than the previous day. The implied volatity was 24.20, the open interest changed by -4 which decreased total open position to 158
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 7.65, which was -2.05 lower than the previous day. The implied volatity was 25.57, the open interest changed by -3 which decreased total open position to 212
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 13.2, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30SEP2025 475 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.32
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 5.65 | 1 | 25.09 | 425 | -4 | 143 |
| 14 Sept | 467.75 | 13.75 | 0.95 | 24.29 | 35 | 0 | 76 |
| 17 Aug | 464.10 | 58.1 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 475 expiring on 30SEP2025
Delta for 475 PE is -0.38
Historical price for 475 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 5.65, which was 1 higher than the previous day. The implied volatity was 25.09, the open interest changed by -4 which decreased total open position to 143
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 13.75, which was 0.95 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 76
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 58.1, 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
