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 395 CE
Delta: 0.79 Vega: 0.26 Theta: -0.28 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	21.95 ₹ 45,546.25	5.45 11308.75	27.11	3 6,225	-1 -2,075	36 74,700
11 Dec	410.70	16.45 ₹ 34,133.75	-7.65 -15873.75	-	0 0	0 0	37 76,775
10 Dec	404.65	16.45 ₹ 34,133.75	-7.65 -15873.75	22.74	46 95,450	4 8,300	38 78,850
9 Dec	415.30	23.8 ₹ 49,385	10.65 22098.75	21.77	138 2,86,350	-2 -4,150	35 72,625
8 Dec	398.05	13.55 ₹ 28,116.25	-75.6 -156870.00	24.07	105 2,17,875	37 76,775	37 76,775
5 Dec	404.60	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
4 Dec	401.60	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
3 Dec	401.95	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
2 Dec	409.10	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
1 Dec	417.60	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
25 Nov	410.65	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0

13 Nov	434.05	89.15 ₹ 1,84,986.25	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 395 expiring on 30DEC2025

Delta for 395 CE is 0.79

Historical price for 395 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 21.95, which was 5.45 higher than the previous day. The implied volatity was 27.11, the open interest changed by -1 which decreased total open position to 36

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 16.45, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 16.45, which was -7.65 lower than the previous day. The implied volatity was 22.74, the open interest changed by 4 which increased total open position to 38

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 23.8, which was 10.65 higher than the previous day. The implied volatity was 21.77, the open interest changed by -2 which decreased total open position to 35

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 13.55, which was -75.6 lower than the previous day. The implied volatity was 24.07, the open interest changed by 37 which increased total open position to 37

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 89.15, 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 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 89.15, 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 Dec DELHIVERY was trading at 401.95. The strike last trading price was 89.15, 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 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 89.15, 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 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 89.15, 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 89.15, 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 89.15, 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 89.15, 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 89.15, 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 89.15, 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 89.15, 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 89.15, 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 89.15, 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 89.15, 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 395 PE
Delta: -0.21 Vega: 0.26 Theta: -0.17 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	2.9 ₹ 6,017.5	-1 -2075.00	26.71	122 2,53,150	16 33,200	125 2,59,375
11 Dec	410.70	3.9 ₹ 8,092.5	-2.45 -5083.75	28.05	239 4,95,925	-9 -18,675	107 2,22,025
10 Dec	404.65	5.8 ₹ 12,035	2.65 5498.75	28.69	381 7,90,575	-109 -2,26,175	117 2,42,775
9 Dec	415.30	3 ₹ 6,225	-6.2 -12865.00	27.46	614 12,74,050	117 2,42,775	228 4,73,100
8 Dec	398.05	9.05 ₹ 18,778.75	3.2 6640.00	32.03	247 5,12,525	-2 -4,150	113 2,34,475
5 Dec	404.60	5.65 ₹ 11,723.75	-2.5 -5187.50	26.57	201 4,17,075	1 2,075	116 2,40,700
4 Dec	401.60	8 ₹ 16,600	-0.4 -830.00	29.95	103 2,13,725	-12 -24,900	116 2,40,700
3 Dec	401.95	8.05 ₹ 16,703.75	2 4150.00	27.86	139 2,88,425	-1 -2,075	129 2,67,675
2 Dec	409.10	6 ₹ 12,450	1.95 4046.25	29.72	84 1,74,300	5 10,375	129 2,67,675
1 Dec	417.60	4.05 ₹ 8,403.75	1.4 2905.00	29.58	81 1,68,075	4 8,300	124 2,57,300
28 Nov	426.20	2.65 ₹ 5,498.75	-0.4 -830.00	27.72	51 1,05,825	25 51,875	119 2,46,925
27 Nov	425.25	3 ₹ 6,225	-1.25 -2593.75	27.94	85 1,76,375	13 26,975	93 1,92,975
26 Nov	419.40	4.15 ₹ 8,611.25	-2.5 -5187.50	27.96	51 1,05,825	14 29,050	80 1,66,000
25 Nov	410.65	6.3 ₹ 13,072.5	-3.05 -6328.75	30.21	55 1,14,125	6 12,450	67 1,39,025
24 Nov	405.85	9.35 ₹ 19,401.25	4.3 8922.50	31.41	77 1,59,775	60 1,24,500	60 1,24,500
21 Nov	418.40	5.05 ₹ 10,478.75	0.6 1245.00	28.13	1 2,075	0 0	1 2,075
20 Nov	426.00	4.45 ₹ 9,233.75	0.25 518.75	31.41	1 2,075	0 0	0 0
19 Nov	436.00	4.2 ₹ 8,715	0 0.00	9.18	0 0	0 0	0 0
13 Nov	434.05	4.2 ₹ 8,715	0 0.00	8.54	0 0	0 0	0 0

For Delhivery Limited - strike price 395 expiring on 30DEC2025

Delta for 395 PE is -0.21

Historical price for 395 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 2.9, which was -1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 16 which increased total open position to 125

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 3.9, which was -2.45 lower than the previous day. The implied volatity was 28.05, the open interest changed by -9 which decreased total open position to 107

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 5.8, which was 2.65 higher than the previous day. The implied volatity was 28.69, the open interest changed by -109 which decreased total open position to 117

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 3, which was -6.2 lower than the previous day. The implied volatity was 27.46, the open interest changed by 117 which increased total open position to 228

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 9.05, which was 3.2 higher than the previous day. The implied volatity was 32.03, the open interest changed by -2 which decreased total open position to 113

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 5.65, which was -2.5 lower than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 116

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 8, which was -0.4 lower than the previous day. The implied volatity was 29.95, the open interest changed by -12 which decreased total open position to 116

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 8.05, which was 2 higher than the previous day. The implied volatity was 27.86, the open interest changed by -1 which decreased total open position to 129

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 6, which was 1.95 higher than the previous day. The implied volatity was 29.72, the open interest changed by 5 which increased total open position to 129

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 4.05, which was 1.4 higher than the previous day. The implied volatity was 29.58, the open interest changed by 4 which increased total open position to 124

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was 27.72, the open interest changed by 25 which increased total open position to 119

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by 13 which increased total open position to 93

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 4.15, which was -2.5 lower than the previous day. The implied volatity was 27.96, the open interest changed by 14 which increased total open position to 80

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 6.3, which was -3.05 lower than the previous day. The implied volatity was 30.21, the open interest changed by 6 which increased total open position to 67

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 9.35, which was 4.3 higher than the previous day. The implied volatity was 31.41, the open interest changed by 60 which increased total open position to 60

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 5.05, which was 0.6 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 1

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 31.41, 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 4.2, which was 0 lower than the previous day. The implied volatity was 9.18, 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 4.2, which was 0 lower than the previous day. The implied volatity was 8.54, the open interest changed by 0 which decreased total open position to 0

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