DELHIVERY

Delhivery Limited

412.3 +1.60 (0.39%)

L: 409.05 H: 413.4

Back to Option Chain

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 360 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
11 Dec	410.70	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
10 Dec	404.65	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
9 Dec	415.30	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
8 Dec	398.05	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
5 Dec	404.60	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0

4 Dec	401.60	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
3 Dec	401.95	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
2 Dec	409.10	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
1 Dec	417.60	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
28 Nov	426.20	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
27 Nov	425.25	58.2 ₹ 1,20,765	-41.8 -86735.00	-	0 0	0 0	0 0
26 Nov	419.40	58.2 ₹ 1,20,765	-41.8 -86735.00	-	6 12,450	3 6,225	3 6,225
25 Nov	410.65	100 ₹ 2,07,500	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	100 ₹ 2,07,500	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	100 ₹ 2,07,500	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 360 expiring on 30DEC2025

Delta for 360 CE is -

Historical price for 360 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 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 58.2, which was -41.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 100, 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 100, 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 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 100, 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 360 PE
Delta: -0.03 Vega: 0.06 Theta: -0.06 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	0.4 ₹ 830	-0.1 -207.50	34.60	6 12,450	-3 -6,225	71 1,47,325
11 Dec	410.70	0.5 ₹ 1,037.5	-0.15 -311.25	34.15	5 10,375	2 4,150	74 1,53,550
10 Dec	404.65	0.6 ₹ 1,245	0.2 415.00	32.44	12 24,900	1 2,075	73 1,51,475
9 Dec	415.30	0.35 ₹ 726.25	-1.15 -2386.25	32.93	43 89,225	-2 -4,150	73 1,51,475
8 Dec	398.05	1.5 ₹ 3,112.5	0.9 1867.50	35.11	23 47,725	0 0	75 1,55,625
5 Dec	404.60	0.6 ₹ 1,245	-0.5 -1037.50	29.22	32 66,400	17 35,275	74 1,53,550
4 Dec	401.60	1.1 ₹ 2,282.5	-0.15 -311.25	31.49	23 47,725	0 0	54 1,12,050
3 Dec	401.95	1.25 ₹ 2,593.75	0.35 726.25	30.95	27 56,025	-7 -14,525	54 1,12,050
2 Dec	409.10	0.8 ₹ 1,660	0.3 622.50	30.79	68 1,41,100	-1 -2,075	61 1,26,575
1 Dec	417.60	0.5 ₹ 1,037.5	0.1 207.50	31.58	43 89,225	12 24,900	62 1,28,650
28 Nov	426.20	0.4 ₹ 830	-0.15 -311.25	31.46	43 89,225	2 4,150	55 1,14,125
27 Nov	425.25	0.5 ₹ 1,037.5	-0.25 -518.75	31.83	10 20,750	-3 -6,225	53 1,09,975
26 Nov	419.40	0.75 ₹ 1,556.25	-0.55 -1141.25	31.75	24 49,800	0 0	56 1,16,200
25 Nov	410.65	1.25 ₹ 2,593.75	-0.9 -1867.50	32.98	85 1,76,375	-9 -18,675	57 1,18,275
24 Nov	405.85	2.15 ₹ 4,461.25	0.9 1867.50	33.77	78 1,61,850	34 70,550	67 1,39,025
21 Nov	418.40	1.3 ₹ 2,697.5	-3.2 -6640.00	33.18	45 93,375	32 66,400	32 66,400

For Delhivery Limited - strike price 360 expiring on 30DEC2025

Delta for 360 PE is -0.03

Historical price for 360 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 34.60, the open interest changed by -3 which decreased total open position to 71

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 34.15, the open interest changed by 2 which increased total open position to 74

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 73

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.35, which was -1.15 lower than the previous day. The implied volatity was 32.93, the open interest changed by -2 which decreased total open position to 73

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 1.5, which was 0.9 higher than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 75

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 29.22, the open interest changed by 17 which increased total open position to 74

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 54

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 30.95, the open interest changed by -7 which decreased total open position to 54

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was 30.79, the open interest changed by -1 which decreased total open position to 61

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 31.58, the open interest changed by 12 which increased total open position to 62

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 31.46, the open interest changed by 2 which increased total open position to 55

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 31.83, the open interest changed by -3 which decreased total open position to 53

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 56

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 1.25, which was -0.9 lower than the previous day. The implied volatity was 32.98, the open interest changed by -9 which decreased total open position to 57

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 2.15, which was 0.9 higher than the previous day. The implied volatity was 33.77, the open interest changed by 34 which increased total open position to 67

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 1.3, which was -3.2 lower than the previous day. The implied volatity was 33.18, the open interest changed by 32 which increased total open position to 32

Related Pages for DELHIVERY

DELHIVERY

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD