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 390 CE
Delta: 0.89 Vega: 0.17 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	25 ₹ 51,875	0 0.00	22.23	1 2,075	0 0	22 45,650
11 Dec	410.70	25 ₹ 51,875	7.5 15562.50	28.97	10 20,750	-9 -18,675	23 47,725
10 Dec	404.65	17.5 ₹ 36,312.5	-10.95 -22721.25	-	7 14,525	5 10,375	31 64,325
9 Dec	415.30	27.75 ₹ 57,581.25	10.85 22513.75	19.09	74 1,53,550	-16 -33,200	27 56,025
8 Dec	398.05	17.75 ₹ 36,831.25	-3.85 -7988.75	26.87	118 2,44,850	16 33,200	44 91,300
5 Dec	404.60	21.6 ₹ 44,820	1.95 4046.25	23.81	67 1,39,025	12 24,900	28 58,100
4 Dec	401.60	19.9 ₹ 41,292.5	0.05 103.75	24.07	39 80,925	7 14,525	17 35,275
3 Dec	401.95	19.85 ₹ 41,188.75	-17.2 -35690.00	27.18	9 18,675	1 2,075	9 18,675
2 Dec	409.10	37.05 ₹ 76,878.75	2.55 5291.25	-	0 0	0 0	0 0
1 Dec	417.60	37.05 ₹ 76,878.75	2.55 5291.25	-	0 0	0 0	0 0
28 Nov	426.20	37.05 ₹ 76,878.75	2.55 5291.25	-	0 0	0 0	0 0
27 Nov	425.25	37.05 ₹ 76,878.75	2.55 5291.25	-	12 24,900	1 2,075	9 18,675
26 Nov	419.40	34.5 ₹ 71,587.5	6.25 12968.75	23.57	10 20,750	4 8,300	5 10,375
25 Nov	410.65	28.25 ₹ 58,618.75	-47.75 -99081.25	14.84	3 6,225	2 4,150	2 4,150
24 Nov	405.85	76 ₹ 1,57,700	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	76 ₹ 1,57,700	0 0.00	-	0 0	0 0	0 0

20 Nov	426.00	76 ₹ 1,57,700	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	76 ₹ 1,57,700	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	76 ₹ 1,57,700	0 0.00	-	0 0	0 0	0 0
3 Oct	437.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 390 expiring on 30DEC2025

Delta for 390 CE is 0.89

Historical price for 390 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 22

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 25, which was 7.5 higher than the previous day. The implied volatity was 28.97, the open interest changed by -9 which decreased total open position to 23

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 17.5, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 31

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 27.75, which was 10.85 higher than the previous day. The implied volatity was 19.09, the open interest changed by -16 which decreased total open position to 27

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 17.75, which was -3.85 lower than the previous day. The implied volatity was 26.87, the open interest changed by 16 which increased total open position to 44

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 21.6, which was 1.95 higher than the previous day. The implied volatity was 23.81, the open interest changed by 12 which increased total open position to 28

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 19.9, which was 0.05 higher than the previous day. The implied volatity was 24.07, the open interest changed by 7 which increased total open position to 17

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 19.85, which was -17.2 lower than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 9

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 37.05, which was 2.55 higher 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 37.05, which was 2.55 higher 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 37.05, which was 2.55 higher 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 37.05, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 34.5, which was 6.25 higher than the previous day. The implied volatity was 23.57, the open interest changed by 4 which increased total open position to 5

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 28.25, which was -47.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by 2 which increased total open position to 2

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 76, 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 76, 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 76, 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 76, 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 76, 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 Oct DELHIVERY was trading at 437.30. 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 390 PE
Delta: -0.15 Vega: 0.22 Theta: -0.15 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	2.05 ₹ 4,253.75	-0.85 -1763.75	27.20	64 1,32,800	-6 -12,450	358 7,42,850
11 Dec	410.70	2.85 ₹ 5,913.75	-1.9 -3942.50	28.48	191 3,96,325	-11 -22,825	363 7,53,225
10 Dec	404.65	4.2 ₹ 8,715	1.85 3838.75	28.47	426 8,83,950	22 45,650	375 7,78,125
9 Dec	415.30	2.2 ₹ 4,565	-5.05 -10478.75	27.98	1,323 27,45,225	-84 -1,74,300	356 7,38,700
8 Dec	398.05	6.75 ₹ 14,006.25	2.35 4876.25	31.00	682 14,15,150	226 4,68,950	439 9,10,925
5 Dec	404.60	4.4 ₹ 9,130	-2.05 -4253.75	27.23	209 4,33,675	9 18,675	215 4,46,125
4 Dec	401.60	6.3 ₹ 13,072.5	-0.35 -726.25	30.08	238 4,93,850	14 29,050	210 4,35,750
3 Dec	401.95	6.45 ₹ 13,383.75	1.85 3838.75	28.42	412 8,54,900	-17 -35,275	193 4,00,475
2 Dec	409.10	4.45 ₹ 9,233.75	1.3 2697.50	28.16	181 3,75,575	-6 -12,450	211 4,37,825
1 Dec	417.60	3.15 ₹ 6,536.25	1.2 2490.00	29.93	103 2,13,725	28 58,100	216 4,48,200
28 Nov	426.20	1.9 ₹ 3,942.5	-0.45 -933.75	27.57	73 1,51,475	26 53,950	200 4,15,000
27 Nov	425.25	2.25 ₹ 4,668.75	-1 -2075.00	28.05	84 1,74,300	25 51,875	175 3,63,125
26 Nov	419.40	3.3 ₹ 6,847.5	-2.05 -4253.75	28.46	91 1,88,825	-7 -14,525	149 3,09,175
25 Nov	410.65	4.85 ₹ 10,063.75	-2.95 -6121.25	29.86	218 4,52,350	16 33,200	156 3,23,700
24 Nov	405.85	8 ₹ 16,600	2.9 6017.50	32.26	226 4,68,950	52 1,07,900	137 2,84,275
21 Nov	418.40	5.15 ₹ 10,686.25	1.65 3423.75	31.40	114 2,36,550	35 72,625	85 1,76,375
20 Nov	426.00	3.45 ₹ 7,158.75	-6.6 -13695.00	31.19	63 1,30,725	50 1,03,750	50 1,03,750
19 Nov	436.00	10.05 ₹ 20,853.75	0 0.00	10.08	0 0	0 0	0 0
13 Nov	434.05	10.05 ₹ 20,853.75	0 0.00	9.43	0 0	0 0	0 0
3 Oct	437.30	0 ₹ 0	0 0.00	8.13	0 0	0 0	0 0

For Delhivery Limited - strike price 390 expiring on 30DEC2025

Delta for 390 PE is -0.15

Historical price for 390 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 2.05, which was -0.85 lower than the previous day. The implied volatity was 27.20, the open interest changed by -6 which decreased total open position to 358

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 2.85, which was -1.9 lower than the previous day. The implied volatity was 28.48, the open interest changed by -11 which decreased total open position to 363

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 4.2, which was 1.85 higher than the previous day. The implied volatity was 28.47, the open interest changed by 22 which increased total open position to 375

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 2.2, which was -5.05 lower than the previous day. The implied volatity was 27.98, the open interest changed by -84 which decreased total open position to 356

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 6.75, which was 2.35 higher than the previous day. The implied volatity was 31.00, the open interest changed by 226 which increased total open position to 439

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 4.4, which was -2.05 lower than the previous day. The implied volatity was 27.23, the open interest changed by 9 which increased total open position to 215

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 6.3, which was -0.35 lower than the previous day. The implied volatity was 30.08, the open interest changed by 14 which increased total open position to 210

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 6.45, which was 1.85 higher than the previous day. The implied volatity was 28.42, the open interest changed by -17 which decreased total open position to 193

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 4.45, which was 1.3 higher than the previous day. The implied volatity was 28.16, the open interest changed by -6 which decreased total open position to 211

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 3.15, which was 1.2 higher than the previous day. The implied volatity was 29.93, the open interest changed by 28 which increased total open position to 216

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 27.57, the open interest changed by 26 which increased total open position to 200

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 2.25, which was -1 lower than the previous day. The implied volatity was 28.05, the open interest changed by 25 which increased total open position to 175

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 3.3, which was -2.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by -7 which decreased total open position to 149

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 4.85, which was -2.95 lower than the previous day. The implied volatity was 29.86, the open interest changed by 16 which increased total open position to 156

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 8, which was 2.9 higher than the previous day. The implied volatity was 32.26, the open interest changed by 52 which increased total open position to 137

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 5.15, which was 1.65 higher than the previous day. The implied volatity was 31.40, the open interest changed by 35 which increased total open position to 85

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 3.45, which was -6.6 lower than the previous day. The implied volatity was 31.19, the open interest changed by 50 which increased total open position to 50

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 10.08, 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 10.05, which was 0 lower than the previous day. The implied volatity was 9.43, the open interest changed by 0 which decreased total open position to 0

On 3 Oct DELHIVERY was trading at 437.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.13, the open interest changed by 0 which decreased total open position to 0

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