DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 505 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.20
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 1.75 | -1 | 26.89 | 133 | 8 | 200 | |||||||||
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| 14 Sept | 467.75 | 1.6 | -0.65 | 27.77 | 16 | 3 | 144 | |||||||||
For Delhivery Limited - strike price 505 expiring on 30SEP2025
Delta for 505 CE is 0.15
Historical price for 505 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 1.75, which was -1 lower than the previous day. The implied volatity was 26.89, the open interest changed by 8 which increased total open position to 200
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 27.77, the open interest changed by 3 which increased total open position to 144
| DELHIVERY 30SEP2025 505 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 23.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 467.75 | 37.1 | 1.95 | 22.04 | 7 | 0 | 7 |
For Delhivery Limited - strike price 505 expiring on 30SEP2025
Delta for 505 PE is 0.00
Historical price for 505 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 23.45, 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 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 37.1, which was 1.95 higher than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 7
