DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 520 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.11
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 478.80 | 0.7 | -0.45 | 29.43 | 212 | 29 | 243 | |||||||||
| 14 Sept | 467.75 | 0.8 | -0.3 | 29.88 | 31 | 4 | 189 | |||||||||
For Delhivery Limited - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.07
Historical price for 520 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 29 which increased total open position to 243
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 29.88, the open interest changed by 4 which increased total open position to 189
| DELHIVERY 30SEP2025 520 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 | 46.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 467.75 | 50.35 | 0 | 0.00 | 0 | 0 | 0 |
For Delhivery Limited - strike price 520 expiring on 30SEP2025
Delta for 520 PE is 0.00
Historical price for 520 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 46.15, 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 50.35, 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
