DELHIVERY

Delhivery Limited

399.8 -2.00 (-0.50%)

L: 396.45 H: 404.75

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Historical option data for DELHIVERY
17 Dec 2025 04:03 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 365 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	399.80	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
16 Dec	401.80	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
15 Dec	407.25	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
12 Dec	412.30	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
11 Dec	410.70	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
10 Dec	404.65	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
9 Dec	415.30	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
8 Dec	398.05	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
5 Dec	404.60	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
4 Dec	401.60	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
3 Dec	401.95	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
2 Dec	409.10	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
1 Dec	417.60	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0

26 Nov	419.40	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
25 Nov	410.65	116.05 ₹ 2,40,803.75	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 365 expiring on 30DEC2025

Delta for 365 CE is -

Historical price for 365 CE is as follows

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 116.05, 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 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 116.05, 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 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 116.05, 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 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 116.05, 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 0, 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 0, 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 365 PE
Delta: -0.06 Vega: 0.08 Theta: -0.09 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	399.80	0.55 ₹ 1,141.25	-0.1 -207.50	30.61	10 20,750	-6 -12,450	55 1,14,125
16 Dec	401.80	0.65 ₹ 1,348.75	0.15 311.25	33.08	30 62,250	26 53,950	61 1,26,575
15 Dec	407.25	0.5 ₹ 1,037.5	-0.2 -415.00	33.52	17 35,275	6 12,450	35 72,625
12 Dec	412.30	0.7 ₹ 1,452.5	0.2 415.00	-	0 0	0 0	29 60,175
11 Dec	410.70	0.7 ₹ 1,452.5	0.2 415.00	-	0 0	0 0	29 60,175
10 Dec	404.65	0.7 ₹ 1,452.5	0.2 415.00	30.50	18 37,350	9 18,675	30 62,250
9 Dec	415.30	0.5 ₹ 1,037.5	-1.2 -2490.00	32.17	45 93,375	14 29,050	22 45,650
8 Dec	398.05	1.7 ₹ 3,527.5	0.25 518.75	32.98	9 18,675	7 14,525	7 14,525
5 Dec	404.60	1.45 ₹ 3,008.75	0 0.00	12.34	0 0	0 0	0 0
4 Dec	401.60	1.45 ₹ 3,008.75	0 0.00	11.61	0 0	0 0	0 0
3 Dec	401.95	1.45 ₹ 3,008.75	0 0.00	10.24	0 0	0 0	0 0
2 Dec	409.10	1.45 ₹ 3,008.75	0 0.00	-	0 0	0 0	0 0
1 Dec	417.60	1.45 ₹ 3,008.75	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	1.45 ₹ 3,008.75	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	1.45 ₹ 3,008.75	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	1.45 ₹ 3,008.75	0 0.00	13.49	0 0	0 0	0 0
25 Nov	410.65	1.45 ₹ 3,008.75	0 0.00	12.52	0 0	0 0	0 0
24 Nov	405.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 365 expiring on 30DEC2025

Delta for 365 PE is -0.06

Historical price for 365 PE is as follows

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by -6 which decreased total open position to 55

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 33.08, the open interest changed by 26 which increased total open position to 61

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 33.52, the open interest changed by 6 which increased total open position to 35

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 30.50, the open interest changed by 9 which increased total open position to 30

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.5, which was -1.2 lower than the previous day. The implied volatity was 32.17, the open interest changed by 14 which increased total open position to 22

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 32.98, the open interest changed by 7 which increased total open position to 7

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 12.34, 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 1.45, which was 0 lower than the previous day. The implied volatity was 11.61, 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 1.45, which was 0 lower than the previous day. The implied volatity was 10.24, 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 1.45, 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 1.45, 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 1.45, 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 1.45, 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 1.45, which was 0 lower than the previous day. The implied volatity was 13.49, 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 1.45, which was 0 lower than the previous day. The implied volatity was 12.52, the open interest changed by 0 which decreased total open position to 0

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