DELHIVERY

Delhivery Limited

412.3 +1.60 (0.39%)

L: 409.05 H: 413.4

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Historical option data for DELHIVERY
12 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

DELHIVERY 30-DEC-2025 350 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0

11 Dec	410.70	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
10 Dec	404.65	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
9 Dec	415.30	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
8 Dec	398.05	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
5 Dec	404.60	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
4 Dec	401.60	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
3 Dec	401.95	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
2 Dec	409.10	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
1 Dec	417.60	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
25 Nov	410.65	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	108.65 ₹ 2,25,448.75	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 350 expiring on 30DEC2025

Delta for 350 CE is -

Historical price for 350 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 108.65, 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 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 108.65, 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 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 108.65, 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 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 108.65, 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 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 108.65, 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 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 108.65, 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 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 108.65, 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 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 108.65, 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 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 108.65, 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 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 108.65, 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 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 108.65, 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 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 108.65, 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 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 108.65, 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 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 108.65, 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 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 108.65, 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

DELHIVERY 30DEC2025 350 PE
Delta: -0.02 Vega: 0.04 Theta: -0.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	0.25 ₹ 518.75	-0.15 -311.25	37.11	5 10,375	1 2,075	124 2,57,300
11 Dec	410.70	0.4 ₹ 830	0 0.00	38.40	16 33,200	-6 -12,450	123 2,55,225
10 Dec	404.65	0.45 ₹ 933.75	0.15 311.25	36.29	48 99,600	14 29,050	127 2,63,525
9 Dec	415.30	0.3 ₹ 622.5	-0.4 -830.00	37.20	34 70,550	19 39,425	112 2,32,400
8 Dec	398.05	0.7 ₹ 1,452.5	0.35 726.25	35.02	13 26,975	-1 -2,075	93 1,92,975
5 Dec	404.60	0.35 ₹ 726.25	-0.25 -518.75	31.17	14 29,050	1 2,075	94 1,95,050
4 Dec	401.60	0.6 ₹ 1,245	-0.1 -207.50	32.13	36 74,700	6 12,450	92 1,90,900
3 Dec	401.95	0.7 ₹ 1,452.5	0.2 415.00	32.26	24 49,800	11 22,825	85 1,76,375
2 Dec	409.10	0.5 ₹ 1,037.5	0.2 415.00	32.79	64 1,32,800	12 24,900	77 1,59,775
1 Dec	417.60	0.3 ₹ 622.5	0.05 103.75	33.24	11 22,825	1 2,075	67 1,39,025
28 Nov	426.20	0.25 ₹ 518.75	-0.1 -207.50	33.15	25 51,875	1 2,075	66 1,36,950
27 Nov	425.25	0.3 ₹ 622.5	-0.25 -518.75	33.21	15 31,125	0 0	63 1,30,725
26 Nov	419.40	0.55 ₹ 1,141.25	-0.35 -726.25	34.26	10 20,750	-6 -12,450	62 1,28,650
25 Nov	410.65	0.9 ₹ 1,867.5	-0.4 -830.00	35.23	23 47,725	13 26,975	67 1,39,025
24 Nov	405.85	1.3 ₹ 2,697.5	-2 -4150.00	34.50	67 1,39,025	53 1,09,975	53 1,09,975

For Delhivery Limited - strike price 350 expiring on 30DEC2025

Delta for 350 PE is -0.02

Historical price for 350 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 37.11, the open interest changed by 1 which increased total open position to 124

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 38.40, the open interest changed by -6 which decreased total open position to 123

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 36.29, the open interest changed by 14 which increased total open position to 127

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.3, which was -0.4 lower than the previous day. The implied volatity was 37.20, the open interest changed by 19 which increased total open position to 112

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.7, which was 0.35 higher than the previous day. The implied volatity was 35.02, the open interest changed by -1 which decreased total open position to 93

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 94

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 32.13, the open interest changed by 6 which increased total open position to 92

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 32.26, the open interest changed by 11 which increased total open position to 85

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 32.79, the open interest changed by 12 which increased total open position to 77

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 67

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 33.15, the open interest changed by 1 which increased total open position to 66

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 33.21, the open interest changed by 0 which decreased total open position to 63

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 34.26, the open interest changed by -6 which decreased total open position to 62

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 35.23, the open interest changed by 13 which increased total open position to 67

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 1.3, which was -2 lower than the previous day. The implied volatity was 34.50, the open interest changed by 53 which increased total open position to 53

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