DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
20 Feb 2026 04:13 PM IST
| DELHIVERY 24-FEB-2026 415 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.09
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 430.95 | 17.7 | 3.7 | 31.88 | 31 | -4 | 76 | |||||||||
| 19 Feb | 427.90 | 14 | -5.05 | 20.65 | 8 | 3 | 80 | |||||||||
| 18 Feb | 432.20 | 18.55 | -3.15 | 27.56 | 23 | -1 | 78 | |||||||||
| 17 Feb | 434.85 | 22.1 | 11.55 | 32.22 | 61 | -2 | 80 | |||||||||
| 16 Feb | 418.10 | 11.55 | -1.55 | 34.2 | 175 | -9 | 84 | |||||||||
| 13 Feb | 420.55 | 12.5 | -7.25 | 31.3 | 134 | -8 | 94 | |||||||||
| 12 Feb | 429.55 | 19.2 | -1.7 | 33.36 | 15 | 0 | 101 | |||||||||
| 11 Feb | 429.50 | 20.85 | -12.2 | 33.53 | 3 | 1 | 101 | |||||||||
| 10 Feb | 435.95 | 33.05 | 0.45 | - | 0 | 0 | 100 | |||||||||
| 9 Feb | 433.75 | 33.05 | 0.45 | - | 0 | 0 | 100 | |||||||||
| 6 Feb | 436.10 | 33.05 | 0.45 | - | 0 | 0 | 100 | |||||||||
| 5 Feb | 444.10 | 33.05 | 0.45 | 30.72 | 5 | -2 | 101 | |||||||||
| 4 Feb | 448.30 | 32.6 | 0.75 | - | 0 | 0 | 103 | |||||||||
| 3 Feb | 443.25 | 32.6 | 0.75 | 23.93 | 11 | -2 | 102 | |||||||||
| 2 Feb | 439.90 | 32.3 | 2.2 | 35.3 | 38 | -5 | 106 | |||||||||
| 1 Feb | 436.80 | 30.1 | 4.9 | 40.56 | 94 | 6 | 111 | |||||||||
| 30 Jan | 422.95 | 26.2 | 8.1 | 41.69 | 576 | -7 | 104 | |||||||||
| 29 Jan | 411.80 | 17.85 | 2.9 | 41.95 | 262 | 65 | 111 | |||||||||
| 28 Jan | 407.75 | 14.35 | 2.75 | 37.67 | 66 | 25 | 46 | |||||||||
| 27 Jan | 400.35 | 11.5 | -9.75 | 37.94 | 52 | 19 | 19 | |||||||||
| 23 Jan | 387.10 | 21.25 | 0 | 5.82 | 0 | 0 | 0 | |||||||||
| 22 Jan | 389.85 | 21.25 | 0 | 5.04 | 0 | 0 | 0 | |||||||||
| 21 Jan | 378.50 | 21.25 | 0 | 7.45 | 0 | 0 | 0 | |||||||||
| 20 Jan | 384.85 | 21.25 | 0 | 5.97 | 0 | 0 | 0 | |||||||||
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| 19 Jan | 401.50 | 21.25 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
| 16 Jan | 401.45 | 21.25 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 14 Jan | 403.65 | 21.25 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
| 13 Jan | 396.85 | 21.25 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
| 12 Jan | 395.40 | 21.25 | 0 | 2.91 | 0 | 0 | 0 | |||||||||
| 9 Jan | 405.95 | 21.25 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
| 8 Jan | 417.45 | 21.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 422.25 | 21.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 414.25 | 21.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 411.95 | 21.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 404.50 | 21.25 | 0 | 1.1 | 0 | 0 | 0 | |||||||||
| 1 Jan | 400.60 | 21.25 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 31 Dec | 403.85 | 21.25 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 415 expiring on 24FEB2026
Delta for 415 CE is 0.89
Historical price for 415 CE is as follows
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 17.7, which was 3.7 higher than the previous day. The implied volatity was 31.88, the open interest changed by -4 which decreased total open position to 76
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 14, which was -5.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by 3 which increased total open position to 80
On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 18.55, which was -3.15 lower than the previous day. The implied volatity was 27.56, the open interest changed by -1 which decreased total open position to 78
On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 22.1, which was 11.55 higher than the previous day. The implied volatity was 32.22, the open interest changed by -2 which decreased total open position to 80
On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 11.55, which was -1.55 lower than the previous day. The implied volatity was 34.2, the open interest changed by -9 which decreased total open position to 84
On 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 12.5, which was -7.25 lower than the previous day. The implied volatity was 31.3, the open interest changed by -8 which decreased total open position to 94
On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 19.2, which was -1.7 lower than the previous day. The implied volatity was 33.36, the open interest changed by 0 which decreased total open position to 101
On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 20.85, which was -12.2 lower than the previous day. The implied volatity was 33.53, the open interest changed by 1 which increased total open position to 101
On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 33.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 33.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 33.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 33.05, which was 0.45 higher than the previous day. The implied volatity was 30.72, the open interest changed by -2 which decreased total open position to 101
On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 32.6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 103
On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 32.6, which was 0.75 higher than the previous day. The implied volatity was 23.93, the open interest changed by -2 which decreased total open position to 102
On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 32.3, which was 2.2 higher than the previous day. The implied volatity was 35.3, the open interest changed by -5 which decreased total open position to 106
On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 30.1, which was 4.9 higher than the previous day. The implied volatity was 40.56, the open interest changed by 6 which increased total open position to 111
On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 26.2, which was 8.1 higher than the previous day. The implied volatity was 41.69, the open interest changed by -7 which decreased total open position to 104
On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 17.85, which was 2.9 higher than the previous day. The implied volatity was 41.95, the open interest changed by 65 which increased total open position to 111
On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 14.35, which was 2.75 higher than the previous day. The implied volatity was 37.67, the open interest changed by 25 which increased total open position to 46
On 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 11.5, which was -9.75 lower than the previous day. The implied volatity was 37.94, the open interest changed by 19 which increased total open position to 19
On 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
On 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 21.25, 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 Jan DELHIVERY was trading at 422.25. The strike last trading price was 21.25, 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 Jan DELHIVERY was trading at 414.25. The strike last trading price was 21.25, 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 Jan DELHIVERY was trading at 411.95. The strike last trading price was 21.25, 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 Jan DELHIVERY was trading at 404.50. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 24FEB2026 415 PE | |||||||
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Delta: -0.11
Vega: 0.09
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 430.95 | 0.8 | -0.45 | 31.93 | 246 | -10 | 511 |
| 19 Feb | 427.90 | 1.35 | 0.25 | 30.51 | 234 | 82 | 521 |
| 18 Feb | 432.20 | 1.1 | -0.45 | 29.61 | 122 | 6 | 439 |
| 17 Feb | 434.85 | 1.45 | -4.55 | 33.33 | 668 | 351 | 432 |
| 16 Feb | 418.10 | 5.35 | -0.8 | 31.91 | 144 | -8 | 80 |
| 13 Feb | 420.55 | 6.3 | 2.05 | 31.47 | 164 | 5 | 89 |
| 12 Feb | 429.55 | 4.5 | -0.45 | 33.6 | 52 | -12 | 84 |
| 11 Feb | 429.50 | 4.8 | 0.85 | 35.14 | 101 | -42 | 96 |
| 10 Feb | 435.95 | 3.95 | -0.3 | 34.52 | 177 | 7 | 138 |
| 9 Feb | 433.75 | 4.15 | -0.65 | 33.69 | 70 | -6 | 130 |
| 6 Feb | 436.10 | 4.9 | 0.95 | 34.13 | 31 | 1 | 135 |
| 5 Feb | 444.10 | 4 | -0.3 | 37.07 | 29 | 0 | 133 |
| 4 Feb | 448.30 | 4.3 | -0.4 | 40.28 | 61 | 5 | 133 |
| 3 Feb | 443.25 | 4.7 | -0.55 | 38.19 | 189 | -4 | 128 |
| 2 Feb | 439.90 | 4.9 | -3.2 | 35.28 | 67 | -10 | 134 |
| 1 Feb | 436.80 | 9.25 | -5.8 | 42.58 | 272 | 10 | 144 |
| 30 Jan | 422.95 | 13.65 | -5.2 | 45.59 | 301 | 122 | 133 |
| 29 Jan | 411.80 | 18.75 | -0.9 | 41.6 | 25 | 3 | 10 |
| 28 Jan | 407.75 | 20.3 | 0.3 | 39.84 | 7 | 4 | 7 |
| 27 Jan | 400.35 | 20 | -10.1 | - | 0 | 0 | 3 |
| 23 Jan | 387.10 | 20 | -10.1 | - | 0 | 0 | 3 |
| 22 Jan | 389.85 | 20 | -10.1 | - | 0 | 0 | 3 |
| 21 Jan | 378.50 | 20 | -10.1 | - | 0 | 0 | 3 |
| 20 Jan | 384.85 | 20 | -10.1 | - | 0 | 0 | 3 |
| 19 Jan | 401.50 | 20 | -10.1 | 28.52 | 3 | 0 | 0 |
| 16 Jan | 401.45 | 30.1 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 403.65 | 30.1 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 396.85 | 30.1 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 395.40 | 30.1 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 405.95 | 30.1 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 417.45 | 30.1 | 0 | 1.83 | 0 | 0 | 0 |
| 7 Jan | 422.25 | 30.1 | 0 | 2.43 | 0 | 0 | 0 |
| 6 Jan | 414.25 | 30.1 | 0 | 0.81 | 0 | 0 | 0 |
| 5 Jan | 411.95 | 30.1 | 0 | 0.61 | 0 | 0 | 0 |
| 2 Jan | 404.50 | 30.1 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 400.60 | 30.1 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 403.85 | 30.1 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 415 expiring on 24FEB2026
Delta for 415 PE is -0.11
Historical price for 415 PE is as follows
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 31.93, the open interest changed by -10 which decreased total open position to 511
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 30.51, the open interest changed by 82 which increased total open position to 521
On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 29.61, the open interest changed by 6 which increased total open position to 439
On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 1.45, which was -4.55 lower than the previous day. The implied volatity was 33.33, the open interest changed by 351 which increased total open position to 432
On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 5.35, which was -0.8 lower than the previous day. The implied volatity was 31.91, the open interest changed by -8 which decreased total open position to 80
On 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 6.3, which was 2.05 higher than the previous day. The implied volatity was 31.47, the open interest changed by 5 which increased total open position to 89
On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 33.6, the open interest changed by -12 which decreased total open position to 84
On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 4.8, which was 0.85 higher than the previous day. The implied volatity was 35.14, the open interest changed by -42 which decreased total open position to 96
On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 3.95, which was -0.3 lower than the previous day. The implied volatity was 34.52, the open interest changed by 7 which increased total open position to 138
On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 4.15, which was -0.65 lower than the previous day. The implied volatity was 33.69, the open interest changed by -6 which decreased total open position to 130
On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 4.9, which was 0.95 higher than the previous day. The implied volatity was 34.13, the open interest changed by 1 which increased total open position to 135
On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 4, which was -0.3 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 133
On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 4.3, which was -0.4 lower than the previous day. The implied volatity was 40.28, the open interest changed by 5 which increased total open position to 133
On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 4.7, which was -0.55 lower than the previous day. The implied volatity was 38.19, the open interest changed by -4 which decreased total open position to 128
On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 4.9, which was -3.2 lower than the previous day. The implied volatity was 35.28, the open interest changed by -10 which decreased total open position to 134
On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 9.25, which was -5.8 lower than the previous day. The implied volatity was 42.58, the open interest changed by 10 which increased total open position to 144
On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 13.65, which was -5.2 lower than the previous day. The implied volatity was 45.59, the open interest changed by 122 which increased total open position to 133
On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 18.75, which was -0.9 lower than the previous day. The implied volatity was 41.6, the open interest changed by 3 which increased total open position to 10
On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 20.3, which was 0.3 higher than the previous day. The implied volatity was 39.84, the open interest changed by 4 which increased total open position to 7
On 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 20, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 20, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 20, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 20, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 20, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 20, which was -10.1 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 0
On 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 30.1, 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 Jan DELHIVERY was trading at 403.65. The strike last trading price was 30.1, 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 Jan DELHIVERY was trading at 396.85. The strike last trading price was 30.1, 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 Jan DELHIVERY was trading at 395.40. The strike last trading price was 30.1, 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 Jan DELHIVERY was trading at 405.95. The strike last trading price was 30.1, 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 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 30.1, 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 Jan DELHIVERY was trading at 400.60. The strike last trading price was 30.1, 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 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 30.1, 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
