DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 485 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.33
Theta: -0.42
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 6.4 | -2.8 | 24.78 | 569 | 16 | 312 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 467.75 | 4.5 | -1.55 | 25.77 | 64 | 7 | 180 | |||||||||
| 17 Aug | 464.10 | 10.9 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 485 expiring on 30SEP2025
Delta for 485 CE is 0.43
Historical price for 485 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 6.4, which was -2.8 lower than the previous day. The implied volatity was 24.78, the open interest changed by 16 which increased total open position to 312
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 4.5, which was -1.55 lower than the previous day. The implied volatity was 25.77, the open interest changed by 7 which increased total open position to 180
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30SEP2025 485 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.33
Theta: -0.33
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 11.25 | 2.55 | 27.25 | 205 | -50 | 90 |
| 14 Sept | 467.75 | 19.05 | -0.8 | 19.65 | 8 | -2 | 43 |
| 17 Aug | 464.10 | 65.75 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 485 expiring on 30SEP2025
Delta for 485 PE is -0.56
Historical price for 485 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 11.25, which was 2.55 higher than the previous day. The implied volatity was 27.25, the open interest changed by -50 which decreased total open position to 90
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 19.05, which was -0.8 lower than the previous day. The implied volatity was 19.65, the open interest changed by -2 which decreased total open position to 43
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 65.75, 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
