DELHIVERY

Delhivery Limited

407.25 -5.05 (-1.22%)

L: 406.5 H: 415.4

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Historical option data for DELHIVERY
15 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 375 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	407.25	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	0 0
12 Dec	412.30	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	2 4,150
11 Dec	410.70	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	2 4,150
10 Dec	404.65	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	2 4,150
9 Dec	415.30	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	0 0
8 Dec	398.05	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	2 4,150
5 Dec	404.60	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	0 0
4 Dec	401.60	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	0 0	0 0
3 Dec	401.95	39.6 ₹ 82,170	-1.5 -3112.50	-	0 0	1 2,075	0 0
2 Dec	409.10	39.6 ₹ 82,170	-1.5 -3112.50	33.97	1 2,075	0 0	1 2,075
1 Dec	417.60	41.1 ₹ 85,282.5	-65.75 -136431.25	-	0 0	0 0	0 0
28 Nov	426.20	41.1 ₹ 85,282.5	-65.75 -136431.25	-	0 0	0 0	0 0
27 Nov	425.25	41.1 ₹ 85,282.5	-65.75 -136431.25	-	0 0	0 0	0 0
26 Nov	419.40	41.1 ₹ 85,282.5	-65.75 -136431.25	-	0 0	1 2,075	0 0
25 Nov	410.65	41.1 ₹ 85,282.5	-65.75 -136431.25	-	1 2,075	0 0	0 0
24 Nov	405.85	106.85 ₹ 2,21,713.75	0 0.00	-	0 0	0 0	0 0

21 Nov	418.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 375 expiring on 30DEC2025

Delta for 375 CE is -

Historical price for 375 CE is as follows

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 39.6, which was -1.5 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 39.6, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 39.6, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 39.6, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 39.6, which was -1.5 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 39.6, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 39.6, which was -1.5 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 39.6, which was -1.5 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 39.6, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 39.6, which was -1.5 lower than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 1

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 41.1, which was -65.75 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 41.1, which was -65.75 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 41.1, which was -65.75 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 41.1, which was -65.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 41.1, which was -65.75 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 106.85, 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

On 20 Nov DELHIVERY was trading at 426.00. 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 13 Nov DELHIVERY was trading at 434.05. 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 375 PE
Delta: -0.07 Vega: 0.11 Theta: -0.10 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	407.25	0.8 ₹ 1,660	0.1 207.50	29.95	16 33,200	-2 -4,150	141 2,92,575
12 Dec	412.30	0.65 ₹ 1,348.75	-0.45 -933.75	28.73	50 1,03,750	-13 -26,975	143 2,96,725
11 Dec	410.70	1.1 ₹ 2,282.5	-0.65 -1348.75	30.53	3 6,225	-1 -2,075	157 3,25,775
10 Dec	404.65	1.6 ₹ 3,320	0.7 1452.50	29.71	47 97,525	-12 -24,900	158 3,27,850
9 Dec	415.30	0.8 ₹ 1,660	-2.45 -5083.75	29.56	421 8,73,575	66 1,36,950	170 3,52,750
8 Dec	398.05	3.15 ₹ 6,536.25	1.45 3008.75	32.44	107 2,22,025	12 24,900	105 2,17,875
5 Dec	404.60	1.7 ₹ 3,527.5	-1 -2075.00	27.94	91 1,88,825	29 60,175	93 1,92,975
4 Dec	401.60	2.65 ₹ 5,498.75	-0.4 -830.00	29.19	19 39,425	5 10,375	65 1,34,875
3 Dec	401.95	2.85 ₹ 5,913.75	0.8 1660.00	29.68	63 1,30,725	13 26,975	60 1,24,500
2 Dec	409.10	2.1 ₹ 4,357.5	0.8 1660.00	30.81	46 95,450	7 14,525	48 99,600
1 Dec	417.60	1.3 ₹ 2,697.5	0.5 1037.50	30.53	20 41,500	7 14,525	40 83,000
28 Nov	426.20	0.8 ₹ 1,660	-0.25 -518.75	28.86	3 6,225	0 0	34 70,550
27 Nov	425.25	1 ₹ 2,075	-0.5 -1037.50	29.41	7 14,525	-4 -8,300	33 68,475
26 Nov	419.40	1.55 ₹ 3,216.25	-1.1 -2282.50	29.77	44 91,300	32 66,400	36 74,700
25 Nov	410.65	2.5 ₹ 5,187.5	-1.3 -2697.50	31.28	6 12,450	1 2,075	3 6,225
24 Nov	405.85	3.8 ₹ 7,885	1.7 3527.50	30.86	3 6,225	2 4,150	2 4,150
21 Nov	418.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 375 expiring on 30DEC2025

Delta for 375 PE is -0.07

Historical price for 375 PE is as follows

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 29.95, the open interest changed by -2 which decreased total open position to 141

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 28.73, the open interest changed by -13 which decreased total open position to 143

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 30.53, the open interest changed by -1 which decreased total open position to 157

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 1.6, which was 0.7 higher than the previous day. The implied volatity was 29.71, the open interest changed by -12 which decreased total open position to 158

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.8, which was -2.45 lower than the previous day. The implied volatity was 29.56, the open interest changed by 66 which increased total open position to 170

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 3.15, which was 1.45 higher than the previous day. The implied volatity was 32.44, the open interest changed by 12 which increased total open position to 105

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 1.7, which was -1 lower than the previous day. The implied volatity was 27.94, the open interest changed by 29 which increased total open position to 93

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was 29.19, the open interest changed by 5 which increased total open position to 65

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 2.85, which was 0.8 higher than the previous day. The implied volatity was 29.68, the open interest changed by 13 which increased total open position to 60

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 2.1, which was 0.8 higher than the previous day. The implied volatity was 30.81, the open interest changed by 7 which increased total open position to 48

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 1.3, which was 0.5 higher than the previous day. The implied volatity was 30.53, the open interest changed by 7 which increased total open position to 40

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 34

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 29.41, the open interest changed by -4 which decreased total open position to 33

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 1.55, which was -1.1 lower than the previous day. The implied volatity was 29.77, the open interest changed by 32 which increased total open position to 36

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 2.5, which was -1.3 lower than the previous day. The implied volatity was 31.28, the open interest changed by 1 which increased total open position to 3

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 3.8, which was 1.7 higher than the previous day. The implied volatity was 30.86, the open interest changed by 2 which increased total open position to 2

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