DELHIVERY

Delhivery Limited

401.8 -5.45 (-1.34%)

L: 399.1 H: 410.85

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Historical option data for DELHIVERY
16 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 380 CE
Delta: 0.96 Vega: 0.07 Theta: -0.14 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	401.80	23.65 ₹ 49,073.75	-13.1 -27182.50	17.93	9 18,675	0 0	17 35,275
15 Dec	407.25	36.75 ₹ 76,256.25	12.55 26041.25	-	0 0	0 0	0 0
12 Dec	412.30	36.75 ₹ 76,256.25	12.55 26041.25	-	0 0	0 0	17 35,275
11 Dec	410.70	36.75 ₹ 76,256.25	12.55 26041.25	-	0 0	0 0	17 35,275
10 Dec	404.65	36.75 ₹ 76,256.25	12.55 26041.25	-	0 0	0 0	17 35,275
9 Dec	415.30	36.75 ₹ 76,256.25	12.55 26041.25	-	35 72,625	6 12,450	17 35,275
8 Dec	398.05	24.2 ₹ 50,215	-2.8 -5810.00	23.24	13 26,975	5 10,375	11 22,825
5 Dec	404.60	27 ₹ 56,025	-6.9 -14317.50	-	0 0	0 0	0 0
4 Dec	401.60	27 ₹ 56,025	-6.9 -14317.50	21.07	4 8,300	0 0	6 12,450
3 Dec	401.95	33.9 ₹ 70,342.5	-49.75 -103231.25	-	0 0	6 12,450	0 0
2 Dec	409.10	33.9 ₹ 70,342.5	-49.75 -103231.25	27.92	7 14,525	5 10,375	5 10,375

1 Dec	417.60	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
25 Nov	410.65	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	83.65 ₹ 1,73,573.75	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 380 expiring on 30DEC2025

Delta for 380 CE is 0.96

Historical price for 380 CE is as follows

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 23.65, which was -13.1 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 17

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 36.75, which was 12.55 higher 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 36.75, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 36.75, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 36.75, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 36.75, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 17

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 24.2, which was -2.8 lower than the previous day. The implied volatity was 23.24, the open interest changed by 5 which increased total open position to 11

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 27, which was -6.9 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 27, which was -6.9 lower than the previous day. The implied volatity was 21.07, the open interest changed by 0 which decreased total open position to 6

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 33.9, which was -49.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 33.9, which was -49.75 lower than the previous day. The implied volatity was 27.92, the open interest changed by 5 which increased total open position to 5

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 83.65, 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 83.65, 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 83.65, 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 83.65, 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 83.65, 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 83.65, 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 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 83.65, 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 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 83.65, 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 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 83.65, 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 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 83.65, 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 380 PE
Delta: -0.14 Vega: 0.18 Theta: -0.17 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	401.80	1.75 ₹ 3,631.25	0.6 1245.00	29.54	84 1,74,300	21 43,575	407 8,44,525
15 Dec	407.25	1.15 ₹ 2,386.25	0.1 207.50	29.02	51 1,05,825	6 12,450	386 8,00,950
12 Dec	412.30	1.05 ₹ 2,178.75	-0.4 -830.00	28.97	26 53,950	-4 -8,300	380 7,88,500
11 Dec	410.70	1.45 ₹ 3,008.75	-1.05 -2178.75	29.40	55 1,14,125	-9 -18,675	383 7,94,725
10 Dec	404.65	2.1 ₹ 4,357.5	0.9 1867.50	28.62	218 4,52,350	-11 -22,825	392 8,13,400
9 Dec	415.30	1.15 ₹ 2,386.25	-3.1 -6432.50	29.12	534 11,08,050	142 2,94,650	403 8,36,225
8 Dec	398.05	4.2 ₹ 8,715	1.8 3735.00	32.26	195 4,04,625	-6 -12,450	259 5,37,425
5 Dec	404.60	2.3 ₹ 4,772.5	-1.4 -2905.00	27.37	254 5,27,050	93 1,92,975	266 5,51,950
4 Dec	401.60	3.7 ₹ 7,677.5	-0.25 -518.75	30.33	203 4,21,225	-47 -97,525	178 3,69,350
3 Dec	401.95	3.9 ₹ 8,092.5	1.25 2593.75	29.17	162 3,36,150	-12 -24,900	225 4,66,875
2 Dec	409.10	2.8 ₹ 5,810	1.05 2178.75	29.67	122 2,53,150	14 29,050	237 4,91,775
1 Dec	417.60	1.75 ₹ 3,631.25	0.65 1348.75	30.21	201 4,17,075	83 1,72,225	222 4,60,650
28 Nov	426.20	1.1 ₹ 2,282.5	-0.25 -518.75	28.57	70 1,45,250	1 2,075	143 2,96,725
27 Nov	425.25	1.3 ₹ 2,697.5	-0.75 -1556.25	28.84	151 3,13,325	-8 -16,600	142 2,94,650
26 Nov	419.40	1.9 ₹ 3,942.5	-1.45 -3008.75	28.85	108 2,24,100	-6 -12,450	151 3,13,325
25 Nov	410.65	3.1 ₹ 6,432.5	-2 -4150.00	30.66	102 2,11,650	32 66,400	160 3,32,000
24 Nov	405.85	5.3 ₹ 10,997.5	2.1 4357.50	32.57	153 3,17,475	26 53,950	129 2,67,675
21 Nov	418.40	3.2 ₹ 6,640	0.95 1971.25	31.42	173 3,58,975	76 1,57,700	103 2,13,725
20 Nov	426.00	2.25 ₹ 4,668.75	-0.2 -415.00	31.98	30 62,250	25 51,875	27 56,025
19 Nov	436.00	2.45 ₹ 5,083.75	-0.05 -103.75	35.56	1 2,075	0 0	1 2,075
13 Nov	434.05	7.85 ₹ 16,288.75	0 0.00	11.10	0 0	0 0	0 0

For Delhivery Limited - strike price 380 expiring on 30DEC2025

Delta for 380 PE is -0.14

Historical price for 380 PE is as follows

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 1.75, which was 0.6 higher than the previous day. The implied volatity was 29.54, the open interest changed by 21 which increased total open position to 407

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 29.02, the open interest changed by 6 which increased total open position to 386

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 28.97, the open interest changed by -4 which decreased total open position to 380

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 1.45, which was -1.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by -9 which decreased total open position to 383

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 2.1, which was 0.9 higher than the previous day. The implied volatity was 28.62, the open interest changed by -11 which decreased total open position to 392

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 1.15, which was -3.1 lower than the previous day. The implied volatity was 29.12, the open interest changed by 142 which increased total open position to 403

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 4.2, which was 1.8 higher than the previous day. The implied volatity was 32.26, the open interest changed by -6 which decreased total open position to 259

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 2.3, which was -1.4 lower than the previous day. The implied volatity was 27.37, the open interest changed by 93 which increased total open position to 266

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 30.33, the open interest changed by -47 which decreased total open position to 178

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 3.9, which was 1.25 higher than the previous day. The implied volatity was 29.17, the open interest changed by -12 which decreased total open position to 225

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 2.8, which was 1.05 higher than the previous day. The implied volatity was 29.67, the open interest changed by 14 which increased total open position to 237

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 1.75, which was 0.65 higher than the previous day. The implied volatity was 30.21, the open interest changed by 83 which increased total open position to 222

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by 1 which increased total open position to 143

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 28.84, the open interest changed by -8 which decreased total open position to 142

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 1.9, which was -1.45 lower than the previous day. The implied volatity was 28.85, the open interest changed by -6 which decreased total open position to 151

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 3.1, which was -2 lower than the previous day. The implied volatity was 30.66, the open interest changed by 32 which increased total open position to 160

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 5.3, which was 2.1 higher than the previous day. The implied volatity was 32.57, the open interest changed by 26 which increased total open position to 129

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 3.2, which was 0.95 higher than the previous day. The implied volatity was 31.42, the open interest changed by 76 which increased total open position to 103

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 2.25, which was -0.2 lower than the previous day. The implied volatity was 31.98, the open interest changed by 25 which increased total open position to 27

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 1

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 7.85, which was 0 lower than the previous day. The implied volatity was 11.10, the open interest changed by 0 which decreased total open position to 0

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