DELHIVERY

Delhivery Limited

404.65 -10.65 (-2.56%)

L: 400.1 H: 415.95

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Historical option data for DELHIVERY
10 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 400 CE
Delta: 0.65 Vega: 0.35 Theta: -0.27 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
10 Dec	404.65	13.3 ₹ 27,597.5	-6.95 -14421.25	23.37	253 5,24,975	21 43,575	203 4,21,225
9 Dec	415.30	20 ₹ 41,500	9.3 19297.50	22.70	1,927 39,98,525	5 10,375	181 3,75,575
8 Dec	398.05	10.7 ₹ 22,202.5	-4.2 -8715.00	24.05	376 7,80,200	24 49,800	179 3,71,425
5 Dec	404.60	14.85 ₹ 30,813.75	1.3 2697.50	24.13	411 8,52,825	-28 -58,100	155 3,21,625
4 Dec	401.60	13.65 ₹ 28,323.75	-0.65 -1348.75	24.59	379 7,86,425	40 83,000	182 3,77,650
3 Dec	401.95	14.45 ₹ 29,983.75	-5 -10375.00	28.59	243 5,04,225	40 83,000	138 2,86,350
2 Dec	409.10	20.3 ₹ 42,122.5	-5.15 -10686.25	30.69	53 1,09,975	-4 -8,300	99 2,05,425
1 Dec	417.60	25.45 ₹ 52,808.75	-5.95 -12346.25	24.09	25 51,875	7 14,525	102 2,11,650
28 Nov	426.20	31.3 ₹ 64,947.5	-0.2 -415.00	21.91	42 87,150	12 24,900	94 1,95,050
27 Nov	425.25	31.9 ₹ 66,192.5	4.8 9960.00	26.57	58 1,20,350	-27 -56,025	81 1,68,075
26 Nov	419.40	26.7 ₹ 55,402.5	3.95 8196.25	24.40	36 74,700	-4 -8,300	107 2,22,025
25 Nov	410.65	23.95 ₹ 49,696.25	3.5 7262.50	26.32	118 2,44,850	45 93,375	112 2,32,400
24 Nov	405.85	20.1 ₹ 41,707.5	-8.45 -17533.75	29.08	99 2,05,425	47 97,525	66 1,36,950

21 Nov	418.40	28.55 ₹ 59,241.25	-6.15 -12761.25	28.17	11 22,825	10 20,750	19 39,425
20 Nov	426.00	35.15 ₹ 72,936.25	-33.6 -69720.00	24.04	12 24,900	9 18,675	9 18,675
19 Nov	436.00	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
18 Nov	435.85	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
11 Nov	430.10	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	68.75 ₹ 1,42,656.25	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	68.75 ₹ 1,42,656.25	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 400 expiring on 30DEC2025

Delta for 400 CE is 0.65

Historical price for 400 CE is as follows

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 13.3, which was -6.95 lower than the previous day. The implied volatity was 23.37, the open interest changed by 21 which increased total open position to 203

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 20, which was 9.3 higher than the previous day. The implied volatity was 22.70, the open interest changed by 5 which increased total open position to 181

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 10.7, which was -4.2 lower than the previous day. The implied volatity was 24.05, the open interest changed by 24 which increased total open position to 179

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 14.85, which was 1.3 higher than the previous day. The implied volatity was 24.13, the open interest changed by -28 which decreased total open position to 155

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 13.65, which was -0.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 40 which increased total open position to 182

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 14.45, which was -5 lower than the previous day. The implied volatity was 28.59, the open interest changed by 40 which increased total open position to 138

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 20.3, which was -5.15 lower than the previous day. The implied volatity was 30.69, the open interest changed by -4 which decreased total open position to 99

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 25.45, which was -5.95 lower than the previous day. The implied volatity was 24.09, the open interest changed by 7 which increased total open position to 102

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 31.3, which was -0.2 lower than the previous day. The implied volatity was 21.91, the open interest changed by 12 which increased total open position to 94

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 31.9, which was 4.8 higher than the previous day. The implied volatity was 26.57, the open interest changed by -27 which decreased total open position to 81

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 26.7, which was 3.95 higher than the previous day. The implied volatity was 24.40, the open interest changed by -4 which decreased total open position to 107

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 23.95, which was 3.5 higher than the previous day. The implied volatity was 26.32, the open interest changed by 45 which increased total open position to 112

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 20.1, which was -8.45 lower than the previous day. The implied volatity was 29.08, the open interest changed by 47 which increased total open position to 66

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 28.55, which was -6.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 10 which increased total open position to 19

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 35.15, which was -33.6 lower than the previous day. The implied volatity was 24.04, the open interest changed by 9 which increased total open position to 9

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 68.75, 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 Nov DELHIVERY was trading at 435.85. The strike last trading price was 68.75, 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 Nov DELHIVERY was trading at 440.10. The strike last trading price was 68.75, 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 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 68.75, 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 68.75, 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 Nov DELHIVERY was trading at 431.40. The strike last trading price was 68.75, 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 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 68.75, 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 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 68.75, 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 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 68.75, 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 400 PE
Delta: -0.37 Vega: 0.36 Theta: -0.22 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
10 Dec	404.65	7.5 ₹ 15,562.5	3.15 6536.25	29.37	1,059 21,97,425	61 1,26,575	640 13,28,000
9 Dec	415.30	4.4 ₹ 9,130	-7 -14525.00	28.11	1,562 32,41,150	232 4,81,400	579 12,01,425
8 Dec	398.05	11.6 ₹ 24,070	4.1 8507.50	32.81	580 12,03,500	-41 -85,075	345 7,15,875
5 Dec	404.60	7.5 ₹ 15,562.5	-2.7 -5602.50	26.71	428 8,88,100	-1 -2,075	383 7,94,725
4 Dec	401.60	9.85 ₹ 20,438.75	-0.5 -1037.50	29.48	451 9,35,825	4 8,300	385 7,98,875
3 Dec	401.95	10.25 ₹ 21,268.75	2.7 5602.50	28.01	628 13,03,100	39 80,925	382 7,92,650
2 Dec	409.10	7.25 ₹ 15,043.75	1.9 3942.50	27.47	448 9,29,600	10 20,750	346 7,17,950
1 Dec	417.60	5.35 ₹ 11,101.25	1.85 3838.75	29.78	285 5,91,375	-1 -2,075	336 6,97,200
28 Nov	426.20	3.5 ₹ 7,262.5	-0.4 -830.00	27.57	252 5,22,900	-63 -1,30,725	339 7,03,425
27 Nov	425.25	3.7 ₹ 7,677.5	-1.75 -3631.25	27.16	400 8,30,000	-79 -1,63,925	409 8,48,675
26 Nov	419.40	5.55 ₹ 11,516.25	-2.75 -5706.25	28.40	427 8,86,025	26 53,950	487 10,10,525
25 Nov	410.65	7.55 ₹ 15,666.25	-3.8 -7885.00	29.55	371 7,69,825	13 26,975	459 9,52,425
24 Nov	405.85	11.5 ₹ 23,862.5	3.7 7677.50	31.81	604 12,53,300	170 3,52,750	442 9,17,150
21 Nov	418.40	8.05 ₹ 16,703.75	2.65 5498.75	31.81	511 10,60,325	49 1,01,675	271 5,62,325
20 Nov	426.00	5.4 ₹ 11,205	1.1 2282.50	31.04	104 2,15,800	7 14,525	221 4,58,575
19 Nov	436.00	4.15 ₹ 8,611.25	-0.45 -933.75	31.31	214 4,44,050	46 95,450	216 4,48,200
18 Nov	435.85	4.45 ₹ 9,233.75	0.75 1556.25	31.94	304 6,30,800	113 2,34,475	169 3,50,675
17 Nov	440.10	3.65 ₹ 7,573.75	-0.7 -1452.50	31.09	36 74,700	18 37,350	56 1,16,200
14 Nov	436.40	4.35 ₹ 9,026.25	-0.85 -1763.75	30.95	26 53,950	9 18,675	38 78,850
13 Nov	434.05	5.2 ₹ 10,790	-1.2 -2490.00	31.59	34 70,550	3 6,225	27 56,025
12 Nov	431.40	6.4 ₹ 13,280	-0.15 -311.25	32.91	8 16,600	6 12,450	24 49,800
11 Nov	430.10	6.55 ₹ 13,591.25	0 0.00	32.33	1 2,075	0 0	17 35,275
10 Nov	427.60	6.55 ₹ 13,591.25	0.45 933.75	30.88	8 16,600	5 10,375	17 35,275
7 Nov	429.55	6.4 ₹ 13,280	-6.25 -12968.75	31.40	19 39,425	11 22,825	11 22,825
3 Oct	437.30	0 ₹ 0	0 0.00	6.34	0 0	0 0	0 0

For Delhivery Limited - strike price 400 expiring on 30DEC2025

Delta for 400 PE is -0.37

Historical price for 400 PE is as follows

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 7.5, which was 3.15 higher than the previous day. The implied volatity was 29.37, the open interest changed by 61 which increased total open position to 640

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 4.4, which was -7 lower than the previous day. The implied volatity was 28.11, the open interest changed by 232 which increased total open position to 579

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 11.6, which was 4.1 higher than the previous day. The implied volatity was 32.81, the open interest changed by -41 which decreased total open position to 345

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 7.5, which was -2.7 lower than the previous day. The implied volatity was 26.71, the open interest changed by -1 which decreased total open position to 383

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 9.85, which was -0.5 lower than the previous day. The implied volatity was 29.48, the open interest changed by 4 which increased total open position to 385

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 10.25, which was 2.7 higher than the previous day. The implied volatity was 28.01, the open interest changed by 39 which increased total open position to 382

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 7.25, which was 1.9 higher than the previous day. The implied volatity was 27.47, the open interest changed by 10 which increased total open position to 346

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 5.35, which was 1.85 higher than the previous day. The implied volatity was 29.78, the open interest changed by -1 which decreased total open position to 336

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 27.57, the open interest changed by -63 which decreased total open position to 339

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 3.7, which was -1.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by -79 which decreased total open position to 409

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 5.55, which was -2.75 lower than the previous day. The implied volatity was 28.40, the open interest changed by 26 which increased total open position to 487

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 7.55, which was -3.8 lower than the previous day. The implied volatity was 29.55, the open interest changed by 13 which increased total open position to 459

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 11.5, which was 3.7 higher than the previous day. The implied volatity was 31.81, the open interest changed by 170 which increased total open position to 442

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 8.05, which was 2.65 higher than the previous day. The implied volatity was 31.81, the open interest changed by 49 which increased total open position to 271

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 5.4, which was 1.1 higher than the previous day. The implied volatity was 31.04, the open interest changed by 7 which increased total open position to 221

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 31.31, the open interest changed by 46 which increased total open position to 216

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 4.45, which was 0.75 higher than the previous day. The implied volatity was 31.94, the open interest changed by 113 which increased total open position to 169

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 3.65, which was -0.7 lower than the previous day. The implied volatity was 31.09, the open interest changed by 18 which increased total open position to 56

On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 4.35, which was -0.85 lower than the previous day. The implied volatity was 30.95, the open interest changed by 9 which increased total open position to 38

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 5.2, which was -1.2 lower than the previous day. The implied volatity was 31.59, the open interest changed by 3 which increased total open position to 27

On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 32.91, the open interest changed by 6 which increased total open position to 24

On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 17

On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 6.55, which was 0.45 higher than the previous day. The implied volatity was 30.88, the open interest changed by 5 which increased total open position to 17

On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 6.4, which was -6.25 lower than the previous day. The implied volatity was 31.40, the open interest changed by 11 which increased total open position to 11

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 6.34, the open interest changed by 0 which decreased total open position to 0

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