DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 490 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.30
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 4.55 | -2.45 | 24.74 | 1,085 | 23 | 650 | |||||||||
| 14 Sept | 467.75 | 3.5 | -1.25 | 26.29 | 131 | 11 | 233 | |||||||||
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| 17 Aug | 464.10 | 10.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 490 expiring on 30SEP2025
Delta for 490 CE is 0.34
Historical price for 490 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 4.55, which was -2.45 lower than the previous day. The implied volatity was 24.74, the open interest changed by 23 which increased total open position to 650
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 3.5, which was -1.25 lower than the previous day. The implied volatity was 26.29, the open interest changed by 11 which increased total open position to 233
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30SEP2025 490 PE | |||||||
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Delta: -0.64
Vega: 0.31
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 14.35 | 3 | 27.26 | 100 | -6 | 90 |
| 14 Sept | 467.75 | 23.9 | 0 | 22.45 | 10 | -4 | 39 |
| 17 Aug | 464.10 | 104.8 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 490 expiring on 30SEP2025
Delta for 490 PE is -0.64
Historical price for 490 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 14.35, which was 3 higher than the previous day. The implied volatity was 27.26, the open interest changed by -6 which decreased total open position to 90
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 22.45, the open interest changed by -4 which decreased total open position to 39
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 104.8, 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
