DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 500 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.24
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 2.45 | -1.3 | 26.30 | 720 | 21 | 771 | |||||||||
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| 14 Sept | 467.75 | 2.05 | -0.9 | 27.14 | 149 | 37 | 851 | |||||||||
| 17 Aug | 464.10 | 8 | -0.85 | 27.18 | 20 | 8 | 16 | |||||||||
For Delhivery Limited - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.20
Historical price for 500 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 2.45, which was -1.3 lower than the previous day. The implied volatity was 26.30, the open interest changed by 21 which increased total open position to 771
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 2.05, which was -0.9 lower than the previous day. The implied volatity was 27.14, the open interest changed by 37 which increased total open position to 851
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 8, which was -0.85 lower than the previous day. The implied volatity was 27.18, the open interest changed by 8 which increased total open position to 16
| DELHIVERY 30SEP2025 500 PE | |||||||
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Delta: -0.77
Vega: 0.25
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 22.1 | 3.95 | 28.98 | 43 | -8 | 33 |
| 14 Sept | 467.75 | 30.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 464.10 | 113.45 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.77
Historical price for 500 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 22.1, which was 3.95 higher than the previous day. The implied volatity was 28.98, the open interest changed by -8 which decreased total open position to 33
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 30.3, 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
On 17 Aug DELHIVERY was trading at 464.10. The strike last trading price was 113.45, 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
