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 385 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	25.95 ₹ 53,846.25	1.45 3008.75	-	0 0	0 0	7 14,525
11 Dec	410.70	25.95 ₹ 53,846.25	1.45 3008.75	-	5 10,375	1 2,075	7 14,525
10 Dec	404.65	24.5 ₹ 50,837.5	4 8300.00	-	0 0	0 0	6 12,450

9 Dec	415.30	24.5 ₹ 50,837.5	4 8300.00	-	8 16,600	1 2,075	5 10,375
8 Dec	398.05	20.5 ₹ 42,537.5	-2.75 -5706.25	24.31	1 2,075	0 0	4 8,300
5 Dec	404.60	23.25 ₹ 48,243.75	-9.6 -19920.00	-	0 0	0 0	0 0
4 Dec	401.60	23.25 ₹ 48,243.75	-9.6 -19920.00	-	0 0	2 4,150	0 0
3 Dec	401.95	23.25 ₹ 48,243.75	-9.6 -19920.00	26.96	4 8,300	2 4,150	4 8,300
2 Dec	409.10	32.85 ₹ 68,163.75	-65 -134875.00	37.11	3 6,225	1 2,075	1 2,075
1 Dec	417.60	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
25 Nov	410.65	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	97.85 ₹ 2,03,038.75	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 385 expiring on 30DEC2025

Delta for 385 CE is -

Historical price for 385 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 25.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 25.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 24.5, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 24.5, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 20.5, which was -2.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 4

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 23.25, which was -9.6 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 23.25, which was -9.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 23.25, which was -9.6 lower than the previous day. The implied volatity was 26.96, the open interest changed by 2 which increased total open position to 4

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 32.85, which was -65 lower than the previous day. The implied volatity was 37.11, the open interest changed by 1 which increased total open position to 1

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 97.85, 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 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 97.85, 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 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 97.85, 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 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 97.85, 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 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 97.85, 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 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 97.85, 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 97.85, 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 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 97.85, 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 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 97.85, 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 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 97.85, 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

DELHIVERY 30DEC2025 385 PE
Delta: -0.14 Vega: 0.20 Theta: -0.15 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	2 ₹ 4,150	-0.05 -103.75	30.78	10 20,750	-4 -8,300	233 4,83,475
11 Dec	410.70	1.95 ₹ 4,046.25	-1.45 -3008.75	28.46	85 1,76,375	-5 -10,375	238 4,93,850
10 Dec	404.65	3.05 ₹ 6,328.75	1.35 2801.25	28.69	290 6,01,750	69 1,43,175	243 5,04,225
9 Dec	415.30	1.7 ₹ 3,527.5	-3.9 -8092.50	29.06	294 6,10,050	67 1,39,025	175 3,63,125
8 Dec	398.05	5.5 ₹ 11,412.5	2.3 4772.50	32.09	169 3,50,675	23 47,725	109 2,26,175
5 Dec	404.60	3.2 ₹ 6,640	-1.65 -3423.75	27.22	148 3,07,100	7 14,525	87 1,80,525
4 Dec	401.60	4.8 ₹ 9,960	-0.35 -726.25	29.99	114 2,36,550	-2 -4,150	81 1,68,075
3 Dec	401.95	5.05 ₹ 10,478.75	1.45 3008.75	28.80	103 2,13,725	-6 -12,450	84 1,74,300
2 Dec	409.10	3.6 ₹ 7,470	1.25 2593.75	30.09	58 1,20,350	3 6,225	90 1,86,750
1 Dec	417.60	2.35 ₹ 4,876.25	0.8 1660.00	30.00	90 1,86,750	19 39,425	86 1,78,450
28 Nov	426.20	1.6 ₹ 3,320	-0.15 -311.25	28.80	14 29,050	-1 -2,075	67 1,39,025
27 Nov	425.25	1.75 ₹ 3,631.25	-0.95 -1971.25	28.58	47 97,525	9 18,675	68 1,41,100
26 Nov	419.40	2.5 ₹ 5,187.5	-1.7 -3527.50	28.57	44 91,300	13 26,975	59 1,22,425
25 Nov	410.65	4.05 ₹ 8,403.75	-2.3 -4772.50	30.72	58 1,20,350	16 33,200	45 93,375
24 Nov	405.85	6.35 ₹ 13,176.25	3.35 6951.25	31.92	42 87,150	29 60,175	29 60,175
21 Nov	418.40	3 ₹ 6,225	0 0.00	8.08	0 0	0 0	0 0
20 Nov	426.00	3 ₹ 6,225	0 0.00	9.77	0 0	0 0	0 0
19 Nov	436.00	3 ₹ 6,225	0 0.00	10.96	0 0	0 0	0 0
13 Nov	434.05	3 ₹ 6,225	0 0.00	10.25	0 0	0 0	0 0

For Delhivery Limited - strike price 385 expiring on 30DEC2025

Delta for 385 PE is -0.14

Historical price for 385 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 30.78, the open interest changed by -4 which decreased total open position to 233

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 28.46, the open interest changed by -5 which decreased total open position to 238

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 3.05, which was 1.35 higher than the previous day. The implied volatity was 28.69, the open interest changed by 69 which increased total open position to 243

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 1.7, which was -3.9 lower than the previous day. The implied volatity was 29.06, the open interest changed by 67 which increased total open position to 175

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 5.5, which was 2.3 higher than the previous day. The implied volatity was 32.09, the open interest changed by 23 which increased total open position to 109

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 3.2, which was -1.65 lower than the previous day. The implied volatity was 27.22, the open interest changed by 7 which increased total open position to 87

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 4.8, which was -0.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by -2 which decreased total open position to 81

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 5.05, which was 1.45 higher than the previous day. The implied volatity was 28.80, the open interest changed by -6 which decreased total open position to 84

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 3.6, which was 1.25 higher than the previous day. The implied volatity was 30.09, the open interest changed by 3 which increased total open position to 90

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 2.35, which was 0.8 higher than the previous day. The implied volatity was 30.00, the open interest changed by 19 which increased total open position to 86

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 28.80, the open interest changed by -1 which decreased total open position to 67

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 28.58, the open interest changed by 9 which increased total open position to 68

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 2.5, which was -1.7 lower than the previous day. The implied volatity was 28.57, the open interest changed by 13 which increased total open position to 59

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 4.05, which was -2.3 lower than the previous day. The implied volatity was 30.72, the open interest changed by 16 which increased total open position to 45

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 6.35, which was 3.35 higher than the previous day. The implied volatity was 31.92, the open interest changed by 29 which increased total open position to 29

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 8.08, 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 3, which was 0 lower than the previous day. The implied volatity was 9.77, 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 3, which was 0 lower than the previous day. The implied volatity was 10.96, 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 3, which was 0 lower than the previous day. The implied volatity was 10.25, the open interest changed by 0 which decreased total open position to 0

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