DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 515 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.13
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 0.85 | -0.6 | 27.84 | 60 | -6 | 162 | |||||||||
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| 14 Sept | 467.75 | 1 | -0.35 | 29.15 | 19 | 8 | 145 | |||||||||
For Delhivery Limited - strike price 515 expiring on 30SEP2025
Delta for 515 CE is 0.08
Historical price for 515 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.85, which was -0.6 lower than the previous day. The implied volatity was 27.84, the open interest changed by -6 which decreased total open position to 162
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 29.15, the open interest changed by 8 which increased total open position to 145
| DELHIVERY 30SEP2025 515 PE | |||||||
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Delta: -0.91
Vega: 0.13
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 34.85 | 1 | 28.23 | 6 | 2 | 5 |
| 14 Sept | 467.75 | 45.65 | 0 | 0.00 | 0 | 0 | 0 |
For Delhivery Limited - strike price 515 expiring on 30SEP2025
Delta for 515 PE is -0.91
Historical price for 515 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 34.85, which was 1 higher than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 5
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 45.65, 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
