DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 28OCT2025 480 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.62
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 478.80 | 18.4 | -2.65 | 25.71 | 32 | 8 | 61 | |||||||||
| 14 Sept | 467.75 | 15.1 | 0.15 | 28.26 | 6 | 3 | 19 | |||||||||
| 17 Aug | 464.10 | 17.9 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 480 expiring on 28OCT2025
Delta for 480 CE is 0.56
Historical price for 480 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 18.4, which was -2.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 8 which increased total open position to 61
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 15.1, which was 0.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by 3 which increased total open position to 19
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 28OCT2025 480 PE | |||||||
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Delta: -0.44
Vega: 0.62
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 15.7 | 2.05 | 28.79 | 3 | 2 | 7 |
| 14 Sept | 467.75 | 22.95 | 2.95 | 28.13 | 2 | 0 | 2 |
| 17 Aug | 464.10 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 480 expiring on 28OCT2025
Delta for 480 PE is -0.44
Historical price for 480 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 15.7, which was 2.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by 2 which increased total open position to 7
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 22.95, which was 2.95 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 2
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 0, 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
