[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
405.95 -11.50 (-2.75%)
L: 402.8 H: 416.2

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Historical option data for DELHIVERY

09 Jan 2026 04:13 PM IST
DELHIVERY 27-JAN-2026 410 CE
Delta: 0.45
Vega: 0.36
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 405.95 8.8 -7.15 29.62 480 22 235
8 Jan 417.45 15.05 -4.75 23.20 157 -11 214
7 Jan 422.25 19.35 4.95 29.54 586 -69 228
6 Jan 414.25 13.55 0.05 27.16 719 18 304
5 Jan 411.95 13.5 3.9 28.59 1,086 25 309
2 Jan 404.50 9.45 1.3 25.65 351 2 286
1 Jan 400.60 8.45 -1.35 26.12 201 26 288
31 Dec 403.85 9.25 -0.7 25.43 290 53 263
30 Dec 402.30 10 -1.6 28.00 293 65 208
29 Dec 405.20 11.65 -1.3 26.59 106 21 139
26 Dec 407.25 12.85 0.1 25.05 90 32 119
24 Dec 406.10 13.15 -3.15 25.48 183 47 87
23 Dec 412.10 16.3 0.5 26.00 31 8 40
22 Dec 409.35 15.65 0.8 27.60 44 8 32
19 Dec 405.95 14.85 2.05 27.88 2 0 23
18 Dec 402.35 12.8 -0.5 - 0 0 23
17 Dec 399.80 12.8 -0.5 30.08 3 2 22
16 Dec 401.80 13.3 -5.7 27.32 9 3 19
15 Dec 407.25 19 0 - 0 0 0
12 Dec 412.30 19 0 26.23 1 0 17
11 Dec 410.70 19 4.6 27.86 5 3 17
10 Dec 404.65 14.4 -2.6 - 0 0 14
9 Dec 415.30 14.4 -2.6 - 0 0 0
8 Dec 398.05 14.4 -2.6 27.74 1 0 14
5 Dec 404.60 17 1.9 26.34 7 5 13
4 Dec 401.60 15.1 -0.4 26.04 1 0 7
3 Dec 401.95 15.5 -15.5 27.12 7 0 3
2 Dec 409.10 31 -51.2 - 0 0 0
1 Dec 417.60 31 -51.2 - 0 0 0
28 Nov 426.20 31 -51.2 - 0 3 0
27 Nov 425.25 31 -51.2 26.98 3 2 2
26 Nov 419.40 82.2 0 - 0 0 0
24 Nov 405.85 82.2 0 - 0 0 0
21 Nov 418.40 82.2 0 - 0 0 0
20 Nov 426.00 82.2 0 - 0 0 0
18 Nov 435.85 82.2 0 - 0 0 0
17 Nov 440.10 82.2 0 - 0 0 0
14 Nov 436.40 82.2 0 - 0 0 0
10 Nov 427.60 82.2 0 - 0 0 0


For Delhivery Limited - strike price 410 expiring on 27JAN2026

Delta for 410 CE is 0.45

Historical price for 410 CE is as follows

On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 8.8, which was -7.15 lower than the previous day. The implied volatity was 29.62, the open interest changed by 22 which increased total open position to 235


On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 15.05, which was -4.75 lower than the previous day. The implied volatity was 23.20, the open interest changed by -11 which decreased total open position to 214


On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 19.35, which was 4.95 higher than the previous day. The implied volatity was 29.54, the open interest changed by -69 which decreased total open position to 228


On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 13.55, which was 0.05 higher than the previous day. The implied volatity was 27.16, the open interest changed by 18 which increased total open position to 304


On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 13.5, which was 3.9 higher than the previous day. The implied volatity was 28.59, the open interest changed by 25 which increased total open position to 309


On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 9.45, which was 1.3 higher than the previous day. The implied volatity was 25.65, the open interest changed by 2 which increased total open position to 286


On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 8.45, which was -1.35 lower than the previous day. The implied volatity was 26.12, the open interest changed by 26 which increased total open position to 288


On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 9.25, which was -0.7 lower than the previous day. The implied volatity was 25.43, the open interest changed by 53 which increased total open position to 263


On 30 Dec DELHIVERY was trading at 402.30. The strike last trading price was 10, which was -1.6 lower than the previous day. The implied volatity was 28.00, the open interest changed by 65 which increased total open position to 208


On 29 Dec DELHIVERY was trading at 405.20. The strike last trading price was 11.65, which was -1.3 lower than the previous day. The implied volatity was 26.59, the open interest changed by 21 which increased total open position to 139


On 26 Dec DELHIVERY was trading at 407.25. The strike last trading price was 12.85, which was 0.1 higher than the previous day. The implied volatity was 25.05, the open interest changed by 32 which increased total open position to 119


On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 13.15, which was -3.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 47 which increased total open position to 87


On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 16.3, which was 0.5 higher than the previous day. The implied volatity was 26.00, the open interest changed by 8 which increased total open position to 40


On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 15.65, which was 0.8 higher than the previous day. The implied volatity was 27.60, the open interest changed by 8 which increased total open position to 32


On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 14.85, which was 2.05 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 23


On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 22


On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 13.3, which was -5.7 lower than the previous day. The implied volatity was 27.32, the open interest changed by 3 which increased total open position to 19


On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 19, 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 19, which was 0 lower than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 17


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 19, which was 4.6 higher than the previous day. The implied volatity was 27.86, the open interest changed by 3 which increased total open position to 17


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 14.4, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 14.4, which was -2.6 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 14.4, which was -2.6 lower than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 14


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 17, which was 1.9 higher than the previous day. The implied volatity was 26.34, the open interest changed by 5 which increased total open position to 13


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 15.1, which was -0.4 lower than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 7


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 15.5, which was -15.5 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 3


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 31, which was -51.2 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 31, which was -51.2 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 31, which was -51.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 31, which was -51.2 lower than the previous day. The implied volatity was 26.98, the open interest changed by 2 which increased total open position to 2


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 82.2, 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 Nov DELHIVERY was trading at 405.85. The strike last trading price was 82.2, 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 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 27JAN2026 410 PE
Delta: -0.55
Vega: 0.36
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 405.95 12.3 4.85 28.40 795 -99 188
8 Jan 417.45 7.05 1.75 30.85 399 -9 288
7 Jan 422.25 5.65 -2.9 28.64 600 49 298
6 Jan 414.25 9.1 0.15 29.50 219 2 249
5 Jan 411.95 9.15 -3.5 27.37 270 40 245
2 Jan 404.50 12.65 -1.9 26.24 75 25 205
1 Jan 400.60 14.65 1.3 26.38 17 4 180
31 Dec 403.85 14.15 -0.4 27.32 91 5 175
30 Dec 402.30 14.25 0.8 25.45 133 69 171
29 Dec 405.20 13 -0.35 27.35 62 17 97
26 Dec 407.25 13.4 -0.5 29.48 51 17 81
24 Dec 406.10 13.2 0.95 27.71 85 33 64
23 Dec 412.10 12.25 -0.2 29.74 35 22 30
22 Dec 409.35 12.65 -9.4 27.65 7 4 7
19 Dec 405.95 22.05 9.05 - 0 0 3
18 Dec 402.35 22.05 9.05 - 0 0 3
17 Dec 399.80 22.05 9.05 - 0 0 3
16 Dec 401.80 22.05 9.05 - 0 0 3
15 Dec 407.25 22.05 9.05 - 0 0 0
12 Dec 412.30 22.05 9.05 - 0 0 3
11 Dec 410.70 22.05 9.05 - 0 0 3
10 Dec 404.65 22.05 9.05 - 0 0 3
9 Dec 415.30 22.05 9.05 - 0 -1 0
8 Dec 398.05 22.05 9.05 33.38 2 0 4
5 Dec 404.60 13 -7 - 0 0 0
4 Dec 401.60 13 -7 - 0 0 0
3 Dec 401.95 13 -7 - 0 0 0
2 Dec 409.10 13 -7 - 0 1 0
1 Dec 417.60 13 -7 29.76 1 0 3
28 Nov 426.20 20 9.8 - 0 0 0
27 Nov 425.25 20 9.8 - 0 0 0
26 Nov 419.40 20 9.8 - 0 0 0
24 Nov 405.85 20 9.8 31.82 3 2 2
21 Nov 418.40 10.2 0 2.68 0 0 0
20 Nov 426.00 10.2 0 - 0 0 0
18 Nov 435.85 10.2 0 - 0 0 0
17 Nov 440.10 10.2 0 6.03 0 0 0
14 Nov 436.40 10.2 0 5.33 0 0 0
10 Nov 427.60 10.2 0 4.12 0 0 0


For Delhivery Limited - strike price 410 expiring on 27JAN2026

Delta for 410 PE is -0.55

Historical price for 410 PE is as follows

On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 12.3, which was 4.85 higher than the previous day. The implied volatity was 28.40, the open interest changed by -99 which decreased total open position to 188


On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 7.05, which was 1.75 higher than the previous day. The implied volatity was 30.85, the open interest changed by -9 which decreased total open position to 288


On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 5.65, which was -2.9 lower than the previous day. The implied volatity was 28.64, the open interest changed by 49 which increased total open position to 298


On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 9.1, which was 0.15 higher than the previous day. The implied volatity was 29.50, the open interest changed by 2 which increased total open position to 249


On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 9.15, which was -3.5 lower than the previous day. The implied volatity was 27.37, the open interest changed by 40 which increased total open position to 245


On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 12.65, which was -1.9 lower than the previous day. The implied volatity was 26.24, the open interest changed by 25 which increased total open position to 205


On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 14.65, which was 1.3 higher than the previous day. The implied volatity was 26.38, the open interest changed by 4 which increased total open position to 180


On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 14.15, which was -0.4 lower than the previous day. The implied volatity was 27.32, the open interest changed by 5 which increased total open position to 175


On 30 Dec DELHIVERY was trading at 402.30. The strike last trading price was 14.25, which was 0.8 higher than the previous day. The implied volatity was 25.45, the open interest changed by 69 which increased total open position to 171


On 29 Dec DELHIVERY was trading at 405.20. The strike last trading price was 13, which was -0.35 lower than the previous day. The implied volatity was 27.35, the open interest changed by 17 which increased total open position to 97


On 26 Dec DELHIVERY was trading at 407.25. The strike last trading price was 13.4, which was -0.5 lower than the previous day. The implied volatity was 29.48, the open interest changed by 17 which increased total open position to 81


On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 13.2, which was 0.95 higher than the previous day. The implied volatity was 27.71, the open interest changed by 33 which increased total open position to 64


On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 12.25, which was -0.2 lower than the previous day. The implied volatity was 29.74, the open interest changed by 22 which increased total open position to 30


On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 12.65, which was -9.4 lower than the previous day. The implied volatity was 27.65, the open interest changed by 4 which increased total open position to 7


On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 22.05, which was 9.05 higher 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 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 22.05, which was 9.05 higher than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 4


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 13, which was -7 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 13, which was -7 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 13, which was -7 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 13, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 13, which was -7 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 3


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 20, which was 9.8 higher 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 20, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 20, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 20, which was 9.8 higher than the previous day. The implied volatity was 31.82, the open interest changed by 2 which increased total open position to 2


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was 2.68, 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 10.2, 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 10.2, 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 10.2, which was 0 lower than the previous day. The implied volatity was 6.03, 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 10.2, which was 0 lower than the previous day. The implied volatity was 5.33, 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 10.2, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0