DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
20 Mar 2026 09:47 AM IST
| DELHIVERY 30-MAR-2026 405 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 421.00 | 12.95 | -8.1 | - | 0 | 0 | 35 | |||||||||
| 19 Mar | 413.40 | 12.95 | -8.1 | 23.24 | 58 | -13 | 37 | |||||||||
| 18 Mar | 422.55 | 21 | 12.3 | 20.52 | 107 | -45 | 51 | |||||||||
| 17 Mar | 402.30 | 8.9 | -0.85 | 29.4 | 121 | 46 | 96 | |||||||||
| 16 Mar | 401.25 | 8.75 | -1.8 | 30.91 | 127 | 14 | 54 | |||||||||
| 13 Mar | 403.25 | 10.4 | -4.75 | 27.42 | 110 | 27 | 40 | |||||||||
| 12 Mar | 408.20 | 14.8 | -10.8 | 33.89 | 20 | 6 | 13 | |||||||||
| 11 Mar | 417.95 | 25.6 | 0.8 | 46.81 | 3 | 0 | 6 | |||||||||
| 10 Mar | 425.85 | 24.8 | 3.75 | 20.25 | 5 | 2 | 5 | |||||||||
| 9 Mar | 415.65 | 21.05 | -2.75 | 33.52 | 11 | 1 | 3 | |||||||||
| 6 Mar | 422.60 | 23.8 | -2.2 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 428.10 | 23.8 | -2.2 | - | 5 | 2 | 0 | |||||||||
| 4 Mar | 416.70 | 23.8 | -2.2 | 34 | 5 | 3 | 3 | |||||||||
| 2 Mar | 427.90 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 433.40 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 442.35 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
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| 25 Feb | 439.65 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 436.75 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 433.95 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 430.95 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 427.90 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 432.20 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 434.85 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 418.10 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 420.55 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 429.55 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 429.50 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 435.95 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 433.75 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 436.10 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 444.10 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 448.30 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 443.25 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 439.90 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 436.80 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 422.95 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 411.80 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 407.75 | 26 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 405 expiring on 30MAR2026
Delta for 405 CE is -
Historical price for 405 CE is as follows
On 20 Mar DELHIVERY was trading at 421.00. The strike last trading price was 12.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 19 Mar DELHIVERY was trading at 413.40. The strike last trading price was 12.95, which was -8.1 lower than the previous day. The implied volatity was 23.24, the open interest changed by -13 which decreased total open position to 37
On 18 Mar DELHIVERY was trading at 422.55. The strike last trading price was 21, which was 12.3 higher than the previous day. The implied volatity was 20.52, the open interest changed by -45 which decreased total open position to 51
On 17 Mar DELHIVERY was trading at 402.30. The strike last trading price was 8.9, which was -0.85 lower than the previous day. The implied volatity was 29.4, the open interest changed by 46 which increased total open position to 96
On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 8.75, which was -1.8 lower than the previous day. The implied volatity was 30.91, the open interest changed by 14 which increased total open position to 54
On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 10.4, which was -4.75 lower than the previous day. The implied volatity was 27.42, the open interest changed by 27 which increased total open position to 40
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 14.8, which was -10.8 lower than the previous day. The implied volatity was 33.89, the open interest changed by 6 which increased total open position to 13
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 25.6, which was 0.8 higher than the previous day. The implied volatity was 46.81, the open interest changed by 0 which decreased total open position to 6
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 24.8, which was 3.75 higher than the previous day. The implied volatity was 20.25, the open interest changed by 2 which increased total open position to 5
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 21.05, which was -2.75 lower than the previous day. The implied volatity was 33.52, the open interest changed by 1 which increased total open position to 3
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 23.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 23.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 23.8, which was -2.2 lower than the previous day. The implied volatity was 34, the open interest changed by 3 which increased total open position to 3
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 433.40. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 442.35. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 439.65. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 436.75. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 433.95. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 430.95. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 427.90. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 432.20. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 434.85. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 418.10. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 420.55. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 429.55. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 429.50. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 435.95. The strike last trading price was 26, 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 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 26, 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 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 26, 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 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 448.30. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 443.25. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 439.90. The strike last trading price was 26, 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 Feb DELHIVERY was trading at 436.80. The strike last trading price was 26, 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 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 26, 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 Jan DELHIVERY was trading at 411.80. The strike last trading price was 26, 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 Jan DELHIVERY was trading at 407.75. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30MAR2026 405 PE | |||||||
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Delta: -0.22
Vega: 0.21
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 421.00 | 3.05 | -3.7 | 33.66 | 4 | 1 | 94 |
| 19 Mar | 413.40 | 6.65 | 3.9 | 38.97 | 102 | -11 | 95 |
| 18 Mar | 422.55 | 2.6 | -7.65 | 31.74 | 461 | 33 | 106 |
| 17 Mar | 402.30 | 10.45 | -1.05 | 34.3 | 73 | 23 | 73 |
| 16 Mar | 401.25 | 12 | -1.55 | 34.9 | 41 | 10 | 51 |
| 13 Mar | 403.25 | 12.75 | 2.25 | 39.04 | 66 | -6 | 41 |
| 12 Mar | 408.20 | 10.4 | 2.6 | 35.42 | 76 | 8 | 48 |
| 11 Mar | 417.95 | 7.7 | 2.5 | 36.76 | 16 | 1 | 42 |
| 10 Mar | 425.85 | 5 | -4.5 | 35.45 | 21 | -2 | 41 |
| 9 Mar | 415.65 | 9.2 | 4.05 | 38.4 | 115 | 14 | 44 |
| 6 Mar | 422.60 | 5.15 | 0.1 | 31.17 | 4 | -1 | 29 |
| 5 Mar | 428.10 | 5 | -6.15 | 33.5 | 31 | 17 | 31 |
| 4 Mar | 416.70 | 11.15 | 5.85 | 40.84 | 11 | 5 | 14 |
| 2 Mar | 427.90 | 5.25 | 1 | 32.88 | 26 | -3 | 8 |
| 27 Feb | 433.40 | 4.25 | 1.5 | 31.3 | 14 | 5 | 14 |
| 26 Feb | 442.35 | 2.75 | -0.4 | 29.68 | 4 | 0 | 9 |
| 25 Feb | 439.65 | 3.1 | -4.8 | 29.12 | 12 | 2 | 10 |
| 24 Feb | 436.75 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 23 Feb | 433.95 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 20 Feb | 430.95 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 19 Feb | 427.90 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 18 Feb | 432.20 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 17 Feb | 434.85 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 16 Feb | 418.10 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 13 Feb | 420.55 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 12 Feb | 429.55 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 11 Feb | 429.50 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 10 Feb | 435.95 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 9 Feb | 433.75 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 6 Feb | 436.10 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 5 Feb | 444.10 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 4 Feb | 448.30 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 3 Feb | 443.25 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 2 Feb | 439.90 | 7.9 | -18.5 | - | 0 | 0 | 8 |
| 1 Feb | 436.80 | 7.9 | -18.5 | 32.02 | 8 | 0 | 0 |
| 30 Jan | 422.95 | 26.4 | 0 | 5.01 | 0 | 0 | 0 |
| 29 Jan | 411.80 | 26.4 | 0 | 1.24 | 0 | 0 | 0 |
| 28 Jan | 407.75 | 26.4 | 0 | 1.37 | 0 | 0 | 0 |
For Delhivery Limited - strike price 405 expiring on 30MAR2026
Delta for 405 PE is -0.22
Historical price for 405 PE is as follows
On 20 Mar DELHIVERY was trading at 421.00. The strike last trading price was 3.05, which was -3.7 lower than the previous day. The implied volatity was 33.66, the open interest changed by 1 which increased total open position to 94
On 19 Mar DELHIVERY was trading at 413.40. The strike last trading price was 6.65, which was 3.9 higher than the previous day. The implied volatity was 38.97, the open interest changed by -11 which decreased total open position to 95
On 18 Mar DELHIVERY was trading at 422.55. The strike last trading price was 2.6, which was -7.65 lower than the previous day. The implied volatity was 31.74, the open interest changed by 33 which increased total open position to 106
On 17 Mar DELHIVERY was trading at 402.30. The strike last trading price was 10.45, which was -1.05 lower than the previous day. The implied volatity was 34.3, the open interest changed by 23 which increased total open position to 73
On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 12, which was -1.55 lower than the previous day. The implied volatity was 34.9, the open interest changed by 10 which increased total open position to 51
On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 12.75, which was 2.25 higher than the previous day. The implied volatity was 39.04, the open interest changed by -6 which decreased total open position to 41
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 10.4, which was 2.6 higher than the previous day. The implied volatity was 35.42, the open interest changed by 8 which increased total open position to 48
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 7.7, which was 2.5 higher than the previous day. The implied volatity was 36.76, the open interest changed by 1 which increased total open position to 42
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 5, which was -4.5 lower than the previous day. The implied volatity was 35.45, the open interest changed by -2 which decreased total open position to 41
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 9.2, which was 4.05 higher than the previous day. The implied volatity was 38.4, the open interest changed by 14 which increased total open position to 44
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 5.15, which was 0.1 higher than the previous day. The implied volatity was 31.17, the open interest changed by -1 which decreased total open position to 29
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 5, which was -6.15 lower than the previous day. The implied volatity was 33.5, the open interest changed by 17 which increased total open position to 31
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 11.15, which was 5.85 higher than the previous day. The implied volatity was 40.84, the open interest changed by 5 which increased total open position to 14
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 5.25, which was 1 higher than the previous day. The implied volatity was 32.88, the open interest changed by -3 which decreased total open position to 8
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 4.25, which was 1.5 higher than the previous day. The implied volatity was 31.3, the open interest changed by 5 which increased total open position to 14
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 2.75, which was -0.4 lower than the previous day. The implied volatity was 29.68, the open interest changed by 0 which decreased total open position to 9
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 3.1, which was -4.8 lower than the previous day. The implied volatity was 29.12, the open interest changed by 2 which increased total open position to 10
On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 7.9, which was -18.5 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 0
On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
