DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 495 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.27
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 3.3 | -1.75 | 25.35 | 430 | 18 | 135 | |||||||||
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| 14 Sept | 467.75 | 3.1 | -0.7 | 28.19 | 29 | 5 | 92 | |||||||||
| 17 Aug | 464.10 | 8.95 | 0 | 4.00 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 495 expiring on 30SEP2025
Delta for 495 CE is 0.26
Historical price for 495 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 3.3, which was -1.75 lower than the previous day. The implied volatity was 25.35, the open interest changed by 18 which increased total open position to 135
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 3.1, which was -0.7 lower than the previous day. The implied volatity was 28.19, the open interest changed by 5 which increased total open position to 92
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30SEP2025 495 PE | |||||||
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Delta: -0.72
Vega: 0.28
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 18 | -3.8 | 27.83 | 45 | 8 | 17 |
| 14 Sept | 467.75 | 28.1 | -1.05 | 22.35 | 4 | -1 | 11 |
| 17 Aug | 464.10 | 73.65 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 495 expiring on 30SEP2025
Delta for 495 PE is -0.72
Historical price for 495 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 18, which was -3.8 lower than the previous day. The implied volatity was 27.83, the open interest changed by 8 which increased total open position to 17
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 28.1, which was -1.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by -1 which decreased total open position to 11
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 73.65, 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
