DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
16 Mar 2026 04:13 PM IST
| DELHIVERY 30-MAR-2026 415 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.28
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 401.25 | 5 | -2 | 30.94 | 78 | 12 | 50 | |||||||||
| 13 Mar | 403.25 | 7.4 | -2.6 | 31.39 | 36 | 13 | 37 | |||||||||
| 12 Mar | 408.20 | 9.6 | -5.1 | 32.84 | 63 | 1 | 24 | |||||||||
| 11 Mar | 417.95 | 14.9 | -5.3 | 33.22 | 11 | 3 | 21 | |||||||||
| 10 Mar | 425.85 | 20.2 | 5.25 | 30.86 | 39 | -4 | 18 | |||||||||
| 9 Mar | 415.65 | 15.05 | -6.65 | 33.11 | 57 | 23 | 23 | |||||||||
| 6 Mar | 422.60 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 428.10 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 416.70 | 21.7 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
| 2 Mar | 427.90 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 433.40 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 442.35 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 439.65 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 436.75 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 433.95 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 430.95 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 427.90 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 432.20 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 434.85 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 418.10 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 420.55 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 429.55 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 429.50 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 435.95 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 433.75 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Feb | 436.10 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 444.10 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 448.30 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 443.25 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 439.90 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 436.80 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 422.95 | 21.7 | 0 | 0.39 | 0 | 0 | 0 | |||||||||
| 29 Jan | 411.80 | 21.7 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 28 Jan | 407.75 | 21.7 | 0 | 0.64 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 415 expiring on 30MAR2026
Delta for 415 CE is 0.32
Historical price for 415 CE is as follows
On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 30.94, the open interest changed by 12 which increased total open position to 50
On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 7.4, which was -2.6 lower than the previous day. The implied volatity was 31.39, the open interest changed by 13 which increased total open position to 37
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 9.6, which was -5.1 lower than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 24
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 14.9, which was -5.3 lower than the previous day. The implied volatity was 33.22, the open interest changed by 3 which increased total open position to 21
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 20.2, which was 5.25 higher than the previous day. The implied volatity was 30.86, the open interest changed by -4 which decreased total open position to 18
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 15.05, which was -6.65 lower than the previous day. The implied volatity was 33.11, the open interest changed by 23 which increased total open position to 23
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 21.7, 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 Mar DELHIVERY was trading at 428.10. The strike last trading price was 21.7, 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 Mar DELHIVERY was trading at 416.70. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, 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 21.7, which was 0 lower than the previous day. The implied volatity was 0.39, 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 21.7, which was 0 lower than the previous day. The implied volatity was 0.68, 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 21.7, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30MAR2026 415 PE | |||||||
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Delta: -0.64
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 401.25 | 18.75 | -0.95 | 37.14 | 1 | 0 | 61 |
| 13 Mar | 403.25 | 19.7 | 4.55 | 43.21 | 28 | -9 | 63 |
| 12 Mar | 408.20 | 15.15 | 3.8 | 34.35 | 40 | 10 | 69 |
| 11 Mar | 417.95 | 11.3 | 3.95 | 35.5 | 60 | -3 | 57 |
| 10 Mar | 425.85 | 6.95 | -6.55 | 32.32 | 45 | 15 | 60 |
| 9 Mar | 415.65 | 13 | 3.35 | 37.25 | 65 | -5 | 44 |
| 6 Mar | 422.60 | 9.2 | 1.35 | 33.18 | 59 | -8 | 54 |
| 5 Mar | 428.10 | 7.85 | -5.75 | 33.29 | 77 | 23 | 63 |
| 4 Mar | 416.70 | 13.55 | 5.3 | 36.58 | 85 | 24 | 38 |
| 2 Mar | 427.90 | 7.85 | 2.6 | 32.06 | 38 | 7 | 14 |
| 27 Feb | 433.40 | 5.25 | -2.05 | - | 0 | 0 | 7 |
| 26 Feb | 442.35 | 5.25 | -2.05 | - | 0 | 0 | 7 |
| 25 Feb | 439.65 | 5.25 | -2.05 | 29.3 | 2 | -1 | 6 |
| 24 Feb | 436.75 | 7.3 | -0.2 | 34.46 | 3 | 1 | 6 |
| 23 Feb | 433.95 | 7.5 | -0.3 | 30.96 | 3 | 0 | 2 |
| 20 Feb | 430.95 | 7.8 | -24.2 | 29.7 | 2 | 1 | 1 |
| 19 Feb | 427.90 | 32 | 0 | 4.03 | 0 | 0 | 0 |
| 18 Feb | 432.20 | 32 | 0 | 4.62 | 0 | 0 | 0 |
| 17 Feb | 434.85 | 32 | 0 | 5.25 | 0 | 0 | 0 |
| 16 Feb | 418.10 | 32 | 0 | 2.22 | 0 | 0 | 0 |
| 13 Feb | 420.55 | 32 | 0 | 2.35 | 0 | 0 | 0 |
| 12 Feb | 429.55 | 32 | 0 | 3.78 | 0 | 0 | 0 |
| 11 Feb | 429.50 | 32 | 0 | 4.06 | 0 | 0 | 0 |
| 10 Feb | 435.95 | 32 | 0 | 4.94 | 0 | 0 | 0 |
| 9 Feb | 433.75 | 32 | 0 | 4.66 | 0 | 0 | 0 |
| 6 Feb | 436.10 | 32 | 0 | 4.7 | 0 | 0 | 0 |
| 5 Feb | 444.10 | 32 | 0 | 6.22 | 0 | 0 | 0 |
| 4 Feb | 448.30 | 32 | 0 | 6.89 | 0 | 0 | 0 |
| 3 Feb | 443.25 | 32 | 0 | 6.19 | 0 | 0 | 0 |
| 2 Feb | 439.90 | 32 | 0 | 5.56 | 0 | 0 | 0 |
| 1 Feb | 436.80 | 32 | 0 | 4.58 | 0 | 0 | 0 |
| 30 Jan | 422.95 | 32 | 0 | 3.27 | 0 | 0 | 0 |
| 29 Jan | 411.80 | 32 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 407.75 | 32 | 0 | 0 | 0 | 0 | 0 |
For Delhivery Limited - strike price 415 expiring on 30MAR2026
Delta for 415 PE is -0.64
Historical price for 415 PE is as follows
On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 18.75, which was -0.95 lower than the previous day. The implied volatity was 37.14, the open interest changed by 0 which decreased total open position to 61
On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 19.7, which was 4.55 higher than the previous day. The implied volatity was 43.21, the open interest changed by -9 which decreased total open position to 63
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 15.15, which was 3.8 higher than the previous day. The implied volatity was 34.35, the open interest changed by 10 which increased total open position to 69
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 11.3, which was 3.95 higher than the previous day. The implied volatity was 35.5, the open interest changed by -3 which decreased total open position to 57
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 6.95, which was -6.55 lower than the previous day. The implied volatity was 32.32, the open interest changed by 15 which increased total open position to 60
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 13, which was 3.35 higher than the previous day. The implied volatity was 37.25, the open interest changed by -5 which decreased total open position to 44
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 9.2, which was 1.35 higher than the previous day. The implied volatity was 33.18, the open interest changed by -8 which decreased total open position to 54
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 7.85, which was -5.75 lower than the previous day. The implied volatity was 33.29, the open interest changed by 23 which increased total open position to 63
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 13.55, which was 5.3 higher than the previous day. The implied volatity was 36.58, the open interest changed by 24 which increased total open position to 38
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 7.85, which was 2.6 higher than the previous day. The implied volatity was 32.06, the open interest changed by 7 which increased total open position to 14
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was 29.3, the open interest changed by -1 which decreased total open position to 6
On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 7.3, which was -0.2 lower than the previous day. The implied volatity was 34.46, the open interest changed by 1 which increased total open position to 6
On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 2
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 7.8, which was -24.2 lower than the previous day. The implied volatity was 29.7, the open interest changed by 1 which increased total open position to 1
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 4.03, 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 32, which was 0 lower than the previous day. The implied volatity was 4.62, 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 32, which was 0 lower than the previous day. The implied volatity was 5.25, 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 32, which was 0 lower than the previous day. The implied volatity was 2.22, 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 32, which was 0 lower than the previous day. The implied volatity was 2.35, 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 32, which was 0 lower than the previous day. The implied volatity was 3.78, 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 32, which was 0 lower than the previous day. The implied volatity was 4.06, 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 32, which was 0 lower than the previous day. The implied volatity was 4.94, 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 32, which was 0 lower than the previous day. The implied volatity was 4.66, 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 32, which was 0 lower than the previous day. The implied volatity was 4.7, 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 32, which was 0 lower than the previous day. The implied volatity was 6.22, 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 32, which was 0 lower than the previous day. The implied volatity was 6.89, 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 32, which was 0 lower than the previous day. The implied volatity was 6.19, 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 32, which was 0 lower than the previous day. The implied volatity was 5.56, 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 32, which was 0 lower than the previous day. The implied volatity was 4.58, 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 32, which was 0 lower than the previous day. The implied volatity was 3.27, 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 32, 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 32, 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
