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 405 CE
Delta: 0.66 Vega: 0.34 Theta: -0.31 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	14.55 ₹ 30,191.25	0.95 1971.25	25.97	110 2,28,250	-8 -16,600	113 2,34,475
11 Dec	410.70	13.25 ₹ 27,493.75	2.85 5913.75	25.06	232 4,81,400	16 33,200	122 2,53,150
10 Dec	404.65	10.65 ₹ 22,098.75	-6.35 -13176.25	24.09	367 7,61,525	-22 -45,650	107 2,22,025
9 Dec	415.30	16.85 ₹ 34,963.75	8.25 17118.75	24.23	908 18,84,100	13 26,975	130 2,69,750
8 Dec	398.05	9.25 ₹ 19,193.75	-2.6 -5395.00	26.56	430 8,92,250	38 78,850	119 2,46,925
5 Dec	404.60	11.95 ₹ 24,796.25	1.05 2178.75	24.07	394 8,17,550	17 35,275	80 1,66,000

4 Dec	401.60	11.05 ₹ 22,928.75	-0.8 -1660.00	24.75	175 3,63,125	5 10,375	63 1,30,725
3 Dec	401.95	12 ₹ 24,900	-4 -8300.00	28.70	227 4,71,025	25 51,875	59 1,22,425
2 Dec	409.10	17.1 ₹ 35,482.5	-10.55 -21891.25	27.84	74 1,53,550	14 29,050	35 72,625
1 Dec	417.60	27.85 ₹ 57,788.75	4.75 9856.25	-	0 0	0 0	0 0
28 Nov	426.20	27.85 ₹ 57,788.75	4.75 9856.25	-	0 0	-3 -6,225	0 0
27 Nov	425.25	27.85 ₹ 57,788.75	4.75 9856.25	25.99	7 14,525	-1 -2,075	23 47,725
26 Nov	419.40	23.1 ₹ 47,932.5	3.8 7885.00	24.49	10 20,750	0 0	23 47,725
25 Nov	410.65	20.25 ₹ 42,018.75	3 6225.00	25.44	70 1,45,250	1 2,075	25 51,875
24 Nov	405.85	17 ₹ 35,275	-63.8 -132385.00	28.45	63 1,30,725	19 39,425	19 39,425
21 Nov	418.40	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
18 Nov	435.85	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
11 Nov	430.10	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	80.8 ₹ 1,67,660	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 405 expiring on 30DEC2025

Delta for 405 CE is 0.66

Historical price for 405 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 14.55, which was 0.95 higher than the previous day. The implied volatity was 25.97, the open interest changed by -8 which decreased total open position to 113

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 13.25, which was 2.85 higher than the previous day. The implied volatity was 25.06, the open interest changed by 16 which increased total open position to 122

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 10.65, which was -6.35 lower than the previous day. The implied volatity was 24.09, the open interest changed by -22 which decreased total open position to 107

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 16.85, which was 8.25 higher than the previous day. The implied volatity was 24.23, the open interest changed by 13 which increased total open position to 130

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 9.25, which was -2.6 lower than the previous day. The implied volatity was 26.56, the open interest changed by 38 which increased total open position to 119

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 11.95, which was 1.05 higher than the previous day. The implied volatity was 24.07, the open interest changed by 17 which increased total open position to 80

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 11.05, which was -0.8 lower than the previous day. The implied volatity was 24.75, the open interest changed by 5 which increased total open position to 63

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 28.70, the open interest changed by 25 which increased total open position to 59

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 17.1, which was -10.55 lower than the previous day. The implied volatity was 27.84, the open interest changed by 14 which increased total open position to 35

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 27.85, which was 4.75 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 27.85, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 27.85, which was 4.75 higher than the previous day. The implied volatity was 25.99, the open interest changed by -1 which decreased total open position to 23

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 23.1, which was 3.8 higher than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 23

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 20.25, which was 3 higher than the previous day. The implied volatity was 25.44, the open interest changed by 1 which increased total open position to 25

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 17, which was -63.8 lower than the previous day. The implied volatity was 28.45, the open interest changed by 19 which increased total open position to 19

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 405 PE
Delta: -0.34 Vega: 0.34 Theta: -0.21 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	5.75 ₹ 11,931.25	-1.35 -2801.25	26.55	140 2,90,500	-6 -12,450	148 3,07,100
11 Dec	410.70	7.15 ₹ 14,836.25	-3.2 -6640.00	27.89	164 3,40,300	21 43,575	155 3,21,625
10 Dec	404.65	9.7 ₹ 20,127.5	3.95 8196.25	29.46	624 12,94,800	-103 -2,13,725	136 2,82,200
9 Dec	415.30	5.95 ₹ 12,346.25	-7.85 -16288.75	28.17	751 15,58,325	124 2,57,300	240 4,98,000
8 Dec	398.05	13.55 ₹ 28,116.25	4.05 8403.75	31.24	157 3,25,775	-14 -29,050	116 2,40,700
5 Dec	404.60	9.6 ₹ 19,920	-2.9 -6017.50	26.62	303 6,28,725	-16 -33,200	132 2,73,900
4 Dec	401.60	12.4 ₹ 25,730	-0.2 -415.00	29.95	138 2,86,350	6 12,450	150 3,11,250
3 Dec	401.95	12.5 ₹ 25,937.5	3.1 6432.50	27.52	407 8,44,525	3 6,225	146 3,02,950
2 Dec	409.10	9.3 ₹ 19,297.5	2.45 5083.75	27.66	216 4,48,200	6 12,450	143 2,96,725
1 Dec	417.60	6.95 ₹ 14,421.25	2.4 4980.00	30.08	129 2,67,675	-9 -18,675	138 2,86,350
28 Nov	426.20	4.55 ₹ 9,441.25	-0.4 -830.00	27.42	140 2,90,500	30 62,250	149 3,09,175
27 Nov	425.25	4.75 ₹ 9,856.25	-2.05 -4253.75	26.89	179 3,71,425	14 29,050	116 2,40,700
26 Nov	419.40	6.75 ₹ 14,006.25	-3.3 -6847.50	27.76	94 1,95,050	18 37,350	103 2,13,725
25 Nov	410.65	9.5 ₹ 19,712.5	-3.95 -8196.25	29.94	180 3,73,500	5 10,375	89 1,84,675
24 Nov	405.85	14 ₹ 29,050	5.2 10790.00	32.39	228 4,73,100	33 68,475	75 1,55,625
21 Nov	418.40	8.8 ₹ 18,260	3.2 6640.00	29.89	82 1,70,150	35 72,625	41 85,075
20 Nov	426.00	5.6 ₹ 11,620	1.3 2697.50	-	0 0	0 0	0 0
19 Nov	436.00	5.6 ₹ 11,620	1.3 2697.50	-	0 0	1 2,075	0 0
18 Nov	435.85	5.6 ₹ 11,620	1.3 2697.50	32.17	4 8,300	2 4,150	7 14,525
17 Nov	440.10	4.3 ₹ 8,922.5	-3.35 -6951.25	30.40	1 2,075	0 0	6 12,450
14 Nov	436.40	7.65 ₹ 15,873.75	0.55 1141.25	-	0 0	0 0	0 0
13 Nov	434.05	7.65 ₹ 15,873.75	0.55 1141.25	-	0 0	0 0	0 0
12 Nov	431.40	7.65 ₹ 15,873.75	0.55 1141.25	-	0 0	0 0	0 0
11 Nov	430.10	7.65 ₹ 15,873.75	0.55 1141.25	-	0 0	5 10,375	0 0
10 Nov	427.60	7.65 ₹ 15,873.75	0.55 1141.25	30.39	12 24,900	5 10,375	6 12,450
7 Nov	429.55	7.1 ₹ 14,732.5	1.35 2801.25	30.25	1 2,075	0 0	0 0

For Delhivery Limited - strike price 405 expiring on 30DEC2025

Delta for 405 PE is -0.34

Historical price for 405 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 26.55, the open interest changed by -6 which decreased total open position to 148

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 7.15, which was -3.2 lower than the previous day. The implied volatity was 27.89, the open interest changed by 21 which increased total open position to 155

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 9.7, which was 3.95 higher than the previous day. The implied volatity was 29.46, the open interest changed by -103 which decreased total open position to 136

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 5.95, which was -7.85 lower than the previous day. The implied volatity was 28.17, the open interest changed by 124 which increased total open position to 240

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 13.55, which was 4.05 higher than the previous day. The implied volatity was 31.24, the open interest changed by -14 which decreased total open position to 116

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 9.6, which was -2.9 lower than the previous day. The implied volatity was 26.62, the open interest changed by -16 which decreased total open position to 132

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 12.4, which was -0.2 lower than the previous day. The implied volatity was 29.95, the open interest changed by 6 which increased total open position to 150

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 12.5, which was 3.1 higher than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 146

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 9.3, which was 2.45 higher than the previous day. The implied volatity was 27.66, the open interest changed by 6 which increased total open position to 143

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 6.95, which was 2.4 higher than the previous day. The implied volatity was 30.08, the open interest changed by -9 which decreased total open position to 138

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 4.55, which was -0.4 lower than the previous day. The implied volatity was 27.42, the open interest changed by 30 which increased total open position to 149

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 4.75, which was -2.05 lower than the previous day. The implied volatity was 26.89, the open interest changed by 14 which increased total open position to 116

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 6.75, which was -3.3 lower than the previous day. The implied volatity was 27.76, the open interest changed by 18 which increased total open position to 103

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 9.5, which was -3.95 lower than the previous day. The implied volatity was 29.94, the open interest changed by 5 which increased total open position to 89

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 14, which was 5.2 higher than the previous day. The implied volatity was 32.39, the open interest changed by 33 which increased total open position to 75

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 8.8, which was 3.2 higher than the previous day. The implied volatity was 29.89, the open interest changed by 35 which increased total open position to 41

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 5.6, which was 1.3 higher 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 5.6, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 5.6, which was 1.3 higher than the previous day. The implied volatity was 32.17, the open interest changed by 2 which increased total open position to 7

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 4.3, which was -3.35 lower than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 6

On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 7.65, which was 0.55 higher 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 7.65, which was 0.55 higher 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 7.65, which was 0.55 higher 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 7.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 7.65, which was 0.55 higher than the previous day. The implied volatity was 30.39, the open interest changed by 5 which increased total open position to 6

On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 7.1, which was 1.35 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 0

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