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 370 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	42 ₹ 87,150	3 6225.00	-	2 4,150	0 0	11 22,825

11 Dec	410.70	39 ₹ 80,925	2.4 4980.00	-	8 16,600	4 8,300	12 24,900
10 Dec	404.65	36.65 ₹ 76,048.75	6.25 12968.75	-	5 10,375	3 6,225	7 14,525
9 Dec	415.30	30.4 ₹ 63,080	-27.8 -57685.00	-	0 0	2 4,150	0 0
8 Dec	398.05	30.4 ₹ 63,080	-27.8 -57685.00	-	2 4,150	1 2,075	3 6,225
5 Dec	404.60	58.2 ₹ 1,20,765	-14.8 -30710.00	-	0 0	0 0	0 0
4 Dec	401.60	58.2 ₹ 1,20,765	-14.8 -30710.00	-	0 0	0 0	0 0
3 Dec	401.95	58.2 ₹ 1,20,765	-14.8 -30710.00	-	0 0	0 0	0 0
2 Dec	409.10	58.2 ₹ 1,20,765	-14.8 -30710.00	-	0 0	0 0	0 0
1 Dec	417.60	58.2 ₹ 1,20,765	-14.8 -30710.00	-	0 0	0 0	0 0
28 Nov	426.20	58.2 ₹ 1,20,765	-14.8 -30710.00	-	0 0	2 4,150	0 0
27 Nov	425.25	58.2 ₹ 1,20,765	-14.8 -30710.00	20.55	3 6,225	1 2,075	1 2,075
26 Nov	419.40	73 ₹ 1,51,475	7 14525.00	-	0 0	0 0	0 0
25 Nov	410.65	73 ₹ 1,51,475	7 14525.00	-	0 0	0 0	0 0
24 Nov	405.85	73 ₹ 1,51,475	7 14525.00	-	0 0	0 0	0 0
21 Nov	418.40	73 ₹ 1,51,475	7 14525.00	-	0 0	0 0	0 0
20 Nov	426.00	73 ₹ 1,51,475	7 14525.00	-	0 0	0 0	0 0
13 Nov	434.05	73 ₹ 1,51,475	7 14525.00	39.64	1 2,075	0 0	1 2,075

For Delhivery Limited - strike price 370 expiring on 30DEC2025

Delta for 370 CE is -

Historical price for 370 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 42, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 39, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 36.65, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 30.4, which was -27.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 30.4, which was -27.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 58.2, which was -14.8 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 -14.8 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 -14.8 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 -14.8 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 -14.8 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 -14.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 58.2, which was -14.8 lower than the previous day. The implied volatity was 20.55, the open interest changed by 1 which increased total open position to 1

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 73, which was 7 higher 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 73, which was 7 higher 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 73, which was 7 higher 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 73, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 73, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 73, which was 7 higher than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 1

DELHIVERY 30DEC2025 370 PE
Delta: -0.04 Vega: 0.08 Theta: -0.07 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	0.5 ₹ 1,037.5	-0.3 -622.50	30.30	145 3,00,875	-20 -41,500	197 4,08,775
11 Dec	410.70	0.8 ₹ 1,660	-0.5 -1037.50	31.36	108 2,24,100	23 47,725	217 4,50,275
10 Dec	404.65	1.2 ₹ 2,490	0.5 1037.50	30.67	174 3,61,050	-52 -1,07,900	192 3,98,400
9 Dec	415.30	0.7 ₹ 1,452.5	-1.65 -3423.75	31.54	438 9,08,850	-16 -33,200	254 5,27,050
8 Dec	398.05	2.45 ₹ 5,083.75	1.2 2490.00	33.24	189 3,92,175	26 53,950	268 5,56,100
5 Dec	404.60	1.2 ₹ 2,490	-0.8 -1660.00	28.25	60 1,24,500	2 4,150	241 5,00,075
4 Dec	401.60	2 ₹ 4,150	-0.3 -622.50	30.52	142 2,94,650	58 1,20,350	239 4,95,925
3 Dec	401.95	2.3 ₹ 4,772.5	0.8 1660.00	30.76	78 1,61,850	3 6,225	181 3,75,575
2 Dec	409.10	1.5 ₹ 3,112.5	0.55 1141.25	29.99	124 2,57,300	44 91,300	180 3,73,500
1 Dec	417.60	0.95 ₹ 1,971.25	0.3 622.50	30.82	52 1,07,900	-13 -26,975	136 2,82,200
28 Nov	426.20	0.65 ₹ 1,348.75	-0.2 -415.00	29.87	87 1,80,525	38 78,850	149 3,09,175
27 Nov	425.25	0.75 ₹ 1,556.25	-0.4 -830.00	29.86	126 2,61,450	31 64,325	113 2,34,475
26 Nov	419.40	1.1 ₹ 2,282.5	-1.05 -2178.75	29.69	108 2,24,100	-12 -24,900	82 1,70,150
25 Nov	410.65	1.95 ₹ 4,046.25	-1.4 -2905.00	31.64	81 1,68,075	7 14,525	93 1,92,975
24 Nov	405.85	3.35 ₹ 6,951.25	1.3 2697.50	32.88	163 3,38,225	53 1,09,975	80 1,66,000
21 Nov	418.40	2.2 ₹ 4,565	0.75 1556.25	32.86	66 1,36,950	10 20,750	26 53,950
20 Nov	426.00	1.45 ₹ 3,008.75	-0.2 -415.00	32.89	16 33,200	12 24,900	13 26,975
13 Nov	434.05	6 ₹ 12,450	0 0.00	13.54	0 0	0 0	0 0

For Delhivery Limited - strike price 370 expiring on 30DEC2025

Delta for 370 PE is -0.04

Historical price for 370 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 30.30, the open interest changed by -20 which decreased total open position to 197

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 31.36, the open interest changed by 23 which increased total open position to 217

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 1.2, which was 0.5 higher than the previous day. The implied volatity was 30.67, the open interest changed by -52 which decreased total open position to 192

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.7, which was -1.65 lower than the previous day. The implied volatity was 31.54, the open interest changed by -16 which decreased total open position to 254

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 2.45, which was 1.2 higher than the previous day. The implied volatity was 33.24, the open interest changed by 26 which increased total open position to 268

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 28.25, the open interest changed by 2 which increased total open position to 241

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 30.52, the open interest changed by 58 which increased total open position to 239

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 2.3, which was 0.8 higher than the previous day. The implied volatity was 30.76, the open interest changed by 3 which increased total open position to 181

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was 29.99, the open interest changed by 44 which increased total open position to 180

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 30.82, the open interest changed by -13 which decreased total open position to 136

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 29.87, the open interest changed by 38 which increased total open position to 149

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 29.86, the open interest changed by 31 which increased total open position to 113

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 29.69, the open interest changed by -12 which decreased total open position to 82

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 1.95, which was -1.4 lower than the previous day. The implied volatity was 31.64, the open interest changed by 7 which increased total open position to 93

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 3.35, which was 1.3 higher than the previous day. The implied volatity was 32.88, the open interest changed by 53 which increased total open position to 80

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 2.2, which was 0.75 higher than the previous day. The implied volatity was 32.86, the open interest changed by 10 which increased total open position to 26

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 32.89, the open interest changed by 12 which increased total open position to 13

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 0

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