DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 480 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.33
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 | 8.4 | -3.4 | 23.87 | 1,019 | 53 | 631 | |||||||||
| 14 Sept | 467.75 | 5.95 | -1.8 | 25.76 | 589 | 8 | 700 | |||||||||
| 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 0.53
Historical price for 480 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 8.4, which was -3.4 lower than the previous day. The implied volatity was 23.87, the open interest changed by 53 which increased total open position to 631
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 5.95, which was -1.8 lower than the previous day. The implied volatity was 25.76, the open interest changed by 8 which increased total open position to 700
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: -0.47
Vega: 0.33
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 8 | 1.65 | 25.51 | 702 | -66 | 197 |
| 14 Sept | 467.75 | 17 | 1.3 | 24.34 | 34 | -1 | 204 |
| 17 Aug | 464.10 | 96.3 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.47
Historical price for 480 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 8, which was 1.65 higher than the previous day. The implied volatity was 25.51, the open interest changed by -66 which decreased total open position to 197
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 17, which was 1.3 higher than the previous day. The implied volatity was 24.34, the open interest changed by -1 which decreased total open position to 204
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
