[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
411.8 +4.05 (0.99%)
L: 399.5 H: 413.7

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Historical option data for DELHIVERY

29 Jan 2026 04:13 PM IST
DELHIVERY 24-FEB-2026 400 CE
Delta: 0.64
Vega: 0.41
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 411.80 26.7 3.75 44.15 580 16 370
28 Jan 407.75 21.3 2.65 36.38 725 99 353
27 Jan 400.35 18.8 7 39.9 1,003 27 255
23 Jan 387.10 12.35 0.6 35.09 859 146 230
22 Jan 389.85 12.15 4.55 32.06 216 -8 85
21 Jan 378.50 7.6 -2.55 30.34 145 31 93
20 Jan 384.85 10.6 -5.15 31.37 73 27 64
19 Jan 401.50 15.75 -1.1 - 0 0 37
16 Jan 401.45 15.75 -1.1 - 0 0 37
14 Jan 403.65 15.75 -1.1 - 0 0 37
13 Jan 396.85 15.75 -1.1 28.09 12 6 35
12 Jan 395.40 16.7 -3.3 29.27 27 9 30
9 Jan 405.95 20 -3.45 - 0 0 21
8 Jan 417.45 20 -3.45 - 0 0 21
7 Jan 422.25 20 -3.45 - 0 0 21
6 Jan 414.25 20 -3.45 - 0 0 21
5 Jan 411.95 20 -3.45 - 0 0 21
2 Jan 404.50 20 -3.45 - 0 0 21
1 Jan 400.60 20 -3.45 27.51 7 5 19
31 Dec 403.85 23.45 -18.5 30.28 14 13 13
30 Dec 402.30 41.95 0 - 0 0 0
29 Dec 405.20 41.95 0 - 0 0 0
26 Dec 407.25 41.95 0 - 0 0 0
24 Dec 406.10 41.95 0 - 0 0 0
23 Dec 412.10 41.95 0 - 0 0 0
22 Dec 409.35 41.95 0 - 0 0 0
19 Dec 405.95 41.95 0 - 0 0 0
18 Dec 402.35 41.95 0 - 0 0 0
17 Dec 399.80 41.95 0 - 0 0 0
16 Dec 401.80 41.95 - - 0 0 0
15 Dec 407.25 41.95 0 - 0 0 0
12 Dec 412.30 - - - 0 0 0
11 Dec 410.70 - - - 0 0 0
10 Dec 404.65 41.95 - - 0 0 0
9 Dec 415.30 41.95 0 - 0 0 0
8 Dec 398.05 41.95 - - 0 0 0
5 Dec 404.60 41.95 0 - 0 0 0
4 Dec 401.60 41.95 0 - 0 0 0
3 Dec 401.95 41.95 0 - 0 0 0
2 Dec 409.10 41.95 0 - 0 0 0
1 Dec 417.60 41.95 0 - 0 0 0
28 Nov 426.20 41.95 0 - 0 0 0
27 Nov 425.25 41.95 0 - 0 0 0


For Delhivery Limited - strike price 400 expiring on 24FEB2026

Delta for 400 CE is 0.64

Historical price for 400 CE is as follows

On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 26.7, which was 3.75 higher than the previous day. The implied volatity was 44.15, the open interest changed by 16 which increased total open position to 370


On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 21.3, which was 2.65 higher than the previous day. The implied volatity was 36.38, the open interest changed by 99 which increased total open position to 353


On 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 18.8, which was 7 higher than the previous day. The implied volatity was 39.9, the open interest changed by 27 which increased total open position to 255


On 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 12.35, which was 0.6 higher than the previous day. The implied volatity was 35.09, the open interest changed by 146 which increased total open position to 230


On 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 12.15, which was 4.55 higher than the previous day. The implied volatity was 32.06, the open interest changed by -8 which decreased total open position to 85


On 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 7.6, which was -2.55 lower than the previous day. The implied volatity was 30.34, the open interest changed by 31 which increased total open position to 93


On 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 10.6, which was -5.15 lower than the previous day. The implied volatity was 31.37, the open interest changed by 27 which increased total open position to 64


On 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 15.75, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 15.75, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 15.75, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 15.75, which was -1.1 lower than the previous day. The implied volatity was 28.09, the open interest changed by 6 which increased total open position to 35


On 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 16.7, which was -3.3 lower than the previous day. The implied volatity was 29.27, the open interest changed by 9 which increased total open position to 30


On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was 27.51, the open interest changed by 5 which increased total open position to 19


On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 23.45, which was -18.5 lower than the previous day. The implied volatity was 30.28, the open interest changed by 13 which increased total open position to 13


On 30 Dec DELHIVERY was trading at 402.30. The strike last trading price was 41.95, 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 29 Dec DELHIVERY was trading at 405.20. The strike last trading price was 41.95, 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 Dec DELHIVERY was trading at 407.25. The strike last trading price was 41.95, 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 Dec DELHIVERY was trading at 406.10. The strike last trading price was 41.95, 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 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 41.95, 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 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 41.95, 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 Dec DELHIVERY was trading at 405.95. The strike last trading price was 41.95, 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 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 41.95, 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 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 41.95, 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 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 41.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 41.95, 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 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 41.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 41.95, 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 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 41.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 41.95, 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 41.95, 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 41.95, 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 41.95, 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 41.95, 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 41.95, 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 41.95, 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 24FEB2026 400 PE
Delta: -0.36
Vega: 0.41
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 411.80 13 0.7 44.49 559 34 296
28 Jan 407.75 13.45 -2.05 41.21 447 65 264
27 Jan 400.35 15.3 -7.4 37.52 300 54 198
23 Jan 387.10 21.4 2.75 36.29 261 73 148
22 Jan 389.85 18.8 -7.55 32.7 107 -26 76
21 Jan 378.50 26.35 4.3 35.8 5 -1 101
20 Jan 384.85 22.05 9.6 34.09 73 31 102
19 Jan 401.50 12.8 1.9 30.32 24 13 70
16 Jan 401.45 10.9 -2.9 25.65 3 -1 57
14 Jan 403.65 13.8 -2.15 32.15 1 0 57
13 Jan 396.85 15.95 -1.05 29.53 12 3 55
12 Jan 395.40 17 4 32.84 21 0 55
9 Jan 405.95 13 3.95 30.33 21 9 55
8 Jan 417.45 9.05 1.6 31.82 18 7 45
7 Jan 422.25 7.45 -2.55 29.81 21 -1 37
6 Jan 414.25 10 0.1 29.96 15 6 37
5 Jan 411.95 9.85 -2.65 28.52 5 0 31
2 Jan 404.50 12.5 -1.7 28.06 1 0 31
1 Jan 400.60 14.2 1.7 28.57 5 1 31
31 Dec 403.85 12.5 -1.45 26.86 4 1 30
30 Dec 402.30 13.95 0.75 28.15 5 4 28
29 Dec 405.20 13.2 -12.05 29.26 24 23 23
26 Dec 407.25 25.25 0 - 0 0 0
24 Dec 406.10 25.25 0 2.39 0 0 0
23 Dec 412.10 25.25 0 3.42 0 0 0
22 Dec 409.35 25.25 0 2.92 0 0 0
19 Dec 405.95 25.25 0 2.28 0 0 0
18 Dec 402.35 25.25 0 - 0 0 0
17 Dec 399.80 25.25 0 1.13 0 0 0
16 Dec 401.80 25.25 - - 0 0 0
15 Dec 407.25 25.25 0 - 0 0 0
12 Dec 412.30 - - - 0 0 0
11 Dec 410.70 - - - 0 0 0
10 Dec 404.65 25.25 - - 0 0 0
9 Dec 415.30 25.25 0 3.74 0 0 0
8 Dec 398.05 25.25 - - 0 0 0
5 Dec 404.60 25.25 0 2.3 0 0 0
4 Dec 401.60 25.25 0 1.85 0 0 0
3 Dec 401.95 25.25 0 - 0 0 0
2 Dec 409.10 25.25 0 - 0 0 0
1 Dec 417.60 25.25 0 4.17 0 0 0
28 Nov 426.20 25.25 0 4.89 0 0 0
27 Nov 425.25 25.25 0 4.87 0 0 0


For Delhivery Limited - strike price 400 expiring on 24FEB2026

Delta for 400 PE is -0.36

Historical price for 400 PE is as follows

On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 13, which was 0.7 higher than the previous day. The implied volatity was 44.49, the open interest changed by 34 which increased total open position to 296


On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 13.45, which was -2.05 lower than the previous day. The implied volatity was 41.21, the open interest changed by 65 which increased total open position to 264


On 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 15.3, which was -7.4 lower than the previous day. The implied volatity was 37.52, the open interest changed by 54 which increased total open position to 198


On 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 21.4, which was 2.75 higher than the previous day. The implied volatity was 36.29, the open interest changed by 73 which increased total open position to 148


On 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 18.8, which was -7.55 lower than the previous day. The implied volatity was 32.7, the open interest changed by -26 which decreased total open position to 76


On 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 26.35, which was 4.3 higher than the previous day. The implied volatity was 35.8, the open interest changed by -1 which decreased total open position to 101


On 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 22.05, which was 9.6 higher than the previous day. The implied volatity was 34.09, the open interest changed by 31 which increased total open position to 102


On 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 12.8, which was 1.9 higher than the previous day. The implied volatity was 30.32, the open interest changed by 13 which increased total open position to 70


On 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 10.9, which was -2.9 lower than the previous day. The implied volatity was 25.65, the open interest changed by -1 which decreased total open position to 57


On 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 13.8, which was -2.15 lower than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 57


On 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 15.95, which was -1.05 lower than the previous day. The implied volatity was 29.53, the open interest changed by 3 which increased total open position to 55


On 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 17, which was 4 higher than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 55


On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 13, which was 3.95 higher than the previous day. The implied volatity was 30.33, the open interest changed by 9 which increased total open position to 55


On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 9.05, which was 1.6 higher than the previous day. The implied volatity was 31.82, the open interest changed by 7 which increased total open position to 45


On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 7.45, which was -2.55 lower than the previous day. The implied volatity was 29.81, the open interest changed by -1 which decreased total open position to 37


On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 10, which was 0.1 higher than the previous day. The implied volatity was 29.96, the open interest changed by 6 which increased total open position to 37


On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 9.85, which was -2.65 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 31


On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 12.5, which was -1.7 lower than the previous day. The implied volatity was 28.06, the open interest changed by 0 which decreased total open position to 31


On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 14.2, which was 1.7 higher than the previous day. The implied volatity was 28.57, the open interest changed by 1 which increased total open position to 31


On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 12.5, which was -1.45 lower than the previous day. The implied volatity was 26.86, the open interest changed by 1 which increased total open position to 30


On 30 Dec DELHIVERY was trading at 402.30. The strike last trading price was 13.95, which was 0.75 higher than the previous day. The implied volatity was 28.15, the open interest changed by 4 which increased total open position to 28


On 29 Dec DELHIVERY was trading at 405.20. The strike last trading price was 13.2, which was -12.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 23 which increased total open position to 23


On 26 Dec DELHIVERY was trading at 407.25. The strike last trading price was 25.25, 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 Dec DELHIVERY was trading at 406.10. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0


On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0


On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 25.25, 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 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 25.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 25.25, 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 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 25.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 3.74, 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 25.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was 2.3, 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 25.25, which was 0 lower than the previous day. The implied volatity was 1.85, 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 25.25, 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 25.25, 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 25.25, which was 0 lower than the previous day. The implied volatity was 4.17, 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 25.25, which was 0 lower than the previous day. The implied volatity was 4.89, 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 25.25, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0