DELHIVERY

Delhivery Limited

407.25 -5.05 (-1.22%)

L: 406.5 H: 415.4

Back to Option Chain

Historical option data for DELHIVERY
15 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 410 CE
Delta: 0.50 Vega: 0.33 Theta: -0.35 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	407.25	8.45 ₹ 17,533.75	-3.1 -6432.50	26.84	797 16,53,775	84 1,74,300	424 8,79,800
12 Dec	412.30	11.05 ₹ 22,928.75	0.15 311.25	24.50	752 15,60,400	-46 -95,450	342 7,09,650
11 Dec	410.70	10.3 ₹ 21,372.5	2.2 4565.00	24.71	963 19,98,225	26 53,950	392 8,13,400
10 Dec	404.65	8.5 ₹ 17,637.5	-5.4 -11205.00	24.94	890 18,46,750	-1 -2,075	368 7,63,600
9 Dec	415.30	13.55 ₹ 28,116.25	6.9 14317.50	24.02	2,468 51,21,100	-142 -2,94,650	375 7,78,125

8 Dec	398.05	6.5 ₹ 13,487.5	-2.9 -6017.50	24.71	913 18,94,475	149 3,09,175	518 10,74,850
5 Dec	404.60	9.35 ₹ 19,401.25	0.5 1037.50	23.82	887 18,40,525	-17 -35,275	367 7,61,525
4 Dec	401.60	8.9 ₹ 18,467.5	-0.65 -1348.75	25.10	677 14,04,775	63 1,30,725	385 7,98,875
3 Dec	401.95	9.5 ₹ 19,712.5	-4.15 -8611.25	27.97	525 10,89,375	51 1,05,825	322 6,68,150
2 Dec	409.10	14.15 ₹ 29,361.25	-4.9 -10167.50	29.39	260 5,39,500	38 78,850	271 5,62,325
1 Dec	417.60	19.25 ₹ 39,943.75	-5.05 -10478.75	26.28	64 1,32,800	-13 -26,975	236 4,89,700
28 Nov	426.20	24.25 ₹ 50,318.75	0.4 830.00	24.43	55 1,14,125	1 2,075	250 5,18,750
27 Nov	425.25	23.65 ₹ 49,073.75	3.65 7573.75	24.58	177 3,67,275	-8 -16,600	245 5,08,375
26 Nov	419.40	19.65 ₹ 40,773.75	3.35 6951.25	24.28	185 3,83,875	-8 -16,600	253 5,24,975
25 Nov	410.65	17.45 ₹ 36,208.75	2.2 4565.00	25.90	602 12,49,150	129 2,67,675	263 5,45,725
24 Nov	405.85	14.6 ₹ 30,295	-8.65 -17948.75	28.69	389 8,07,175	120 2,49,000	130 2,69,750
21 Nov	418.40	23.25 ₹ 48,243.75	-5.35 -11101.25	30.55	15 31,125	3 6,225	9 18,675
20 Nov	426.00	28.6 ₹ 59,345	-1.25 -2593.75	26.75	2 4,150	1 2,075	6 12,450
19 Nov	436.00	29.85 ₹ 61,938.75	0 0.00	-	0 0	1 2,075	0 0
18 Nov	435.85	29.85 ₹ 61,938.75	0 0.00	-	1 2,075	0 0	4 8,300
17 Nov	440.10	30.95 ₹ 64,221.25	-2.1 -4357.50	-	0 0	0 0	0 0
14 Nov	436.40	30.95 ₹ 64,221.25	-2.1 -4357.50	-	0 0	0 0	0 0
13 Nov	434.05	30.95 ₹ 64,221.25	-2.1 -4357.50	-	0 0	0 0	0 0
12 Nov	431.40	30.95 ₹ 64,221.25	-2.1 -4357.50	-	0 0	0 0	0 0
11 Nov	430.10	30.95 ₹ 64,221.25	-2.1 -4357.50	-	0 0	0 0	0 0
10 Nov	427.60	30.95 ₹ 64,221.25	-2.1 -4357.50	26.82	4 8,300	0 0	4 8,300
7 Nov	429.55	33.05 ₹ 68,578.75	-37.4 -77605.00	25.69	6 12,450	-2 -4,150	0 0
3 Oct	437.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 410 expiring on 30DEC2025

Delta for 410 CE is 0.50

Historical price for 410 CE is as follows

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 8.45, which was -3.1 lower than the previous day. The implied volatity was 26.84, the open interest changed by 84 which increased total open position to 424

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 11.05, which was 0.15 higher than the previous day. The implied volatity was 24.50, the open interest changed by -46 which decreased total open position to 342

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 10.3, which was 2.2 higher than the previous day. The implied volatity was 24.71, the open interest changed by 26 which increased total open position to 392

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 8.5, which was -5.4 lower than the previous day. The implied volatity was 24.94, the open interest changed by -1 which decreased total open position to 368

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 13.55, which was 6.9 higher than the previous day. The implied volatity was 24.02, the open interest changed by -142 which decreased total open position to 375

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 6.5, which was -2.9 lower than the previous day. The implied volatity was 24.71, the open interest changed by 149 which increased total open position to 518

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 9.35, which was 0.5 higher than the previous day. The implied volatity was 23.82, the open interest changed by -17 which decreased total open position to 367

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 8.9, which was -0.65 lower than the previous day. The implied volatity was 25.10, the open interest changed by 63 which increased total open position to 385

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 9.5, which was -4.15 lower than the previous day. The implied volatity was 27.97, the open interest changed by 51 which increased total open position to 322

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 14.15, which was -4.9 lower than the previous day. The implied volatity was 29.39, the open interest changed by 38 which increased total open position to 271

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 19.25, which was -5.05 lower than the previous day. The implied volatity was 26.28, the open interest changed by -13 which decreased total open position to 236

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 24.25, which was 0.4 higher than the previous day. The implied volatity was 24.43, the open interest changed by 1 which increased total open position to 250

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 23.65, which was 3.65 higher than the previous day. The implied volatity was 24.58, the open interest changed by -8 which decreased total open position to 245

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 19.65, which was 3.35 higher than the previous day. The implied volatity was 24.28, the open interest changed by -8 which decreased total open position to 253

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 17.45, which was 2.2 higher than the previous day. The implied volatity was 25.90, the open interest changed by 129 which increased total open position to 263

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 14.6, which was -8.65 lower than the previous day. The implied volatity was 28.69, the open interest changed by 120 which increased total open position to 130

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 23.25, which was -5.35 lower than the previous day. The implied volatity was 30.55, the open interest changed by 3 which increased total open position to 9

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 28.6, which was -1.25 lower than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 6

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 29.85, which was 0 lower 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 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 30.95, which was -2.1 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 30.95, which was -2.1 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 30.95, which was -2.1 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 30.95, which was -2.1 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 30.95, which was -2.1 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 30.95, which was -2.1 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 4

On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 33.05, which was -37.4 lower than the previous day. The implied volatity was 25.69, the open interest changed by -2 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 410 PE
Delta: -0.50 Vega: 0.33 Theta: -0.25 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	407.25	9.7 ₹ 20,127.5	2.2 4565.00	28.15	471 9,77,325	-3 -6,225	238 4,93,850
12 Dec	412.30	7.5 ₹ 15,562.5	-1.65 -3423.75	25.81	248 5,14,600	1 2,075	241 5,00,075
11 Dec	410.70	9.4 ₹ 19,505	-3.65 -7573.75	28.03	161 3,34,075	17 35,275	237 4,91,775
10 Dec	404.65	12.35 ₹ 25,626.25	4.85 10063.75	29.80	989 20,52,175	-34 -70,550	220 4,56,500
9 Dec	415.30	7.55 ₹ 15,666.25	-9.15 -18986.25	27.47	699 14,50,425	8 16,600	256 5,31,200
8 Dec	398.05	17.05 ₹ 35,378.75	5.05 10478.75	32.87	166 3,44,450	-26 -53,950	247 5,12,525
5 Dec	404.60	12.05 ₹ 25,003.75	-3.25 -6743.75	26.53	106 2,19,950	-3 -6,225	273 5,66,475
4 Dec	401.60	15.1 ₹ 31,332.5	-0.25 -518.75	30.04	78 1,61,850	-17 -35,275	277 5,74,775
3 Dec	401.95	15.2 ₹ 31,540	3.55 7366.25	27.32	343 7,11,725	-26 -53,950	295 6,12,125
2 Dec	409.10	11.45 ₹ 23,758.75	2.9 6017.50	27.35	771 15,99,825	-58 -1,20,350	318 6,59,850
1 Dec	417.60	8.55 ₹ 17,741.25	2.7 5602.50	29.73	343 7,11,725	52 1,07,900	376 7,80,200
28 Nov	426.20	5.85 ₹ 12,138.75	-0.45 -933.75	27.33	260 5,39,500	15 31,125	324 6,72,300
27 Nov	425.25	5.85 ₹ 12,138.75	-2.6 -5395.00	26.22	321 6,66,075	35 72,625	308 6,39,100
26 Nov	419.40	8.35 ₹ 17,326.25	-3.8 -7885.00	27.51	220 4,56,500	22 45,650	273 5,66,475
25 Nov	410.65	11.5 ₹ 23,862.5	-4.35 -9026.25	29.88	270 5,60,250	58 1,20,350	254 5,27,050
24 Nov	405.85	16.1 ₹ 33,407.5	4.95 10271.25	31.69	399 8,27,925	119 2,46,925	182 3,77,650
21 Nov	418.40	11.3 ₹ 23,447.5	3.5 7262.50	31.15	125 2,59,375	33 68,475	61 1,26,575
20 Nov	426.00	7.65 ₹ 15,873.75	1.3 2697.50	30.01	26 53,950	13 26,975	27 56,025
19 Nov	436.00	6.35 ₹ 13,176.25	-0.05 -103.75	31.26	17 35,275	5 10,375	13 26,975
18 Nov	435.85	6.4 ₹ 13,280	-9.25 -19193.75	31.21	10 20,750	7 14,525	7 14,525
17 Nov	440.10	15.65 ₹ 32,473.75	0 0.00	7.00	0 0	0 0	0 0
14 Nov	436.40	15.65 ₹ 32,473.75	0 0.00	6.37	0 0	0 0	0 0
13 Nov	434.05	15.65 ₹ 32,473.75	0 0.00	5.84	0 0	0 0	0 0
12 Nov	431.40	15.65 ₹ 32,473.75	0 0.00	5.35	0 0	0 0	0 0
11 Nov	430.10	15.65 ₹ 32,473.75	0 0.00	5.08	0 0	0 0	0 0
10 Nov	427.60	15.65 ₹ 32,473.75	0 0.00	4.60	0 0	0 0	0 0
7 Nov	429.55	15.65 ₹ 32,473.75	0 0.00	5.13	0 0	0 0	0 0
3 Oct	437.30	0 ₹ 0	0 0.00	5.06	0 0	0 0	0 0

For Delhivery Limited - strike price 410 expiring on 30DEC2025

Delta for 410 PE is -0.50

Historical price for 410 PE is as follows

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 9.7, which was 2.2 higher than the previous day. The implied volatity was 28.15, the open interest changed by -3 which decreased total open position to 238

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 7.5, which was -1.65 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 241

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 9.4, which was -3.65 lower than the previous day. The implied volatity was 28.03, the open interest changed by 17 which increased total open position to 237

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 12.35, which was 4.85 higher than the previous day. The implied volatity was 29.80, the open interest changed by -34 which decreased total open position to 220

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 7.55, which was -9.15 lower than the previous day. The implied volatity was 27.47, the open interest changed by 8 which increased total open position to 256

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 17.05, which was 5.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by -26 which decreased total open position to 247

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 12.05, which was -3.25 lower than the previous day. The implied volatity was 26.53, the open interest changed by -3 which decreased total open position to 273

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 15.1, which was -0.25 lower than the previous day. The implied volatity was 30.04, the open interest changed by -17 which decreased total open position to 277

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 15.2, which was 3.55 higher than the previous day. The implied volatity was 27.32, the open interest changed by -26 which decreased total open position to 295

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 11.45, which was 2.9 higher than the previous day. The implied volatity was 27.35, the open interest changed by -58 which decreased total open position to 318

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 8.55, which was 2.7 higher than the previous day. The implied volatity was 29.73, the open interest changed by 52 which increased total open position to 376

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 5.85, which was -0.45 lower than the previous day. The implied volatity was 27.33, the open interest changed by 15 which increased total open position to 324

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 5.85, which was -2.6 lower than the previous day. The implied volatity was 26.22, the open interest changed by 35 which increased total open position to 308

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 8.35, which was -3.8 lower than the previous day. The implied volatity was 27.51, the open interest changed by 22 which increased total open position to 273

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 11.5, which was -4.35 lower than the previous day. The implied volatity was 29.88, the open interest changed by 58 which increased total open position to 254

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 16.1, which was 4.95 higher than the previous day. The implied volatity was 31.69, the open interest changed by 119 which increased total open position to 182

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 11.3, which was 3.5 higher than the previous day. The implied volatity was 31.15, the open interest changed by 33 which increased total open position to 61

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 7.65, which was 1.3 higher than the previous day. The implied volatity was 30.01, the open interest changed by 13 which increased total open position to 27

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 6.35, which was -0.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by 5 which increased total open position to 13

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 6.4, which was -9.25 lower than the previous day. The implied volatity was 31.21, the open interest changed by 7 which increased total open position to 7

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 15.65, which was 0 lower than the previous day. The implied volatity was 7.00, 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 15.65, which was 0 lower than the previous day. The implied volatity was 6.37, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.84, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.35, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.08, 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 15.65, which was 0 lower than the previous day. The implied volatity was 4.60, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.13, 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 5.06, the open interest changed by 0 which decreased total open position to 0

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