DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
21 Sep 2025 04:14 PM IST
| DELHIVERY 30SEP2025 530 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 478.80 | 0.4 | -0.2 | 31.26 | 37 | 2 | 151 | |||||||||
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| 14 Sept | 467.75 | 0.4 | -0.35 | 29.89 | 9 | -1 | 150 | |||||||||
For Delhivery Limited - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.04
Historical price for 530 CE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 151
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 29.89, the open interest changed by -1 which decreased total open position to 150
| DELHIVERY 30SEP2025 530 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 478.80 | 118.9 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 467.75 | 118.9 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -
Historical price for 530 PE is as follows
On 21 Sept DELHIVERY was trading at 478.80. The strike last trading price was 118.9, 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
On 14 Sept DELHIVERY was trading at 467.75. The strike last trading price was 118.9, 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
