DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
17 Aug 2025 12:58 AM IST
| DELHIVERY 30SEP2025 480 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.66
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 464.10 | 13.5 | -0.2 | 25.53 | 10 | -8 | 24 | |||||||||
For Delhivery Limited - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.45
Historical price for 480 CE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 13.5, which was -0.2 lower than the previous day. The implied volatity was 25.53, the open interest changed by -8 which decreased total open position to 24
| DELHIVERY 30SEP2025 480 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 464.10 | 96.3 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -
Historical price for 480 PE is as follows
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 96.3, 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
