DELHIVERY

Delhivery Limited

412.3 +1.60 (0.39%)

L: 409.05 H: 413.4

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Historical option data for DELHIVERY
12 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 415 CE
Delta: 0.49 Vega: 0.36 Theta: -0.30 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	8.5 ₹ 17,637.5	0.05 103.75	24.55	249 5,16,675	-4 -8,300	175 3,63,125
11 Dec	410.70	8.1 ₹ 16,807.5	1.9 3942.50	25.25	276 5,72,700	-4 -8,300	177 3,67,275
10 Dec	404.65	6.45 ₹ 13,383.75	-4.9 -10167.50	24.96	491 10,18,825	-16 -33,200	181 3,75,575
9 Dec	415.30	11.1 ₹ 23,032.5	6.05 12553.75	24.98	1,243 25,79,225	20 41,500	193 4,00,475
8 Dec	398.05	5 ₹ 10,375	-2.35 -4876.25	25.14	258 5,35,350	30 62,250	175 3,63,125
5 Dec	404.60	7.2 ₹ 14,940	0.35 726.25	23.72	167 3,46,525	-10 -20,750	145 3,00,875
4 Dec	401.60	7.05 ₹ 14,628.75	-0.3 -622.50	25.33	74 1,53,550	-1 -2,075	155 3,21,625
3 Dec	401.95	7.65 ₹ 15,873.75	-3.2 -6640.00	28.03	231 4,79,325	31 64,325	158 3,27,850
2 Dec	409.10	11.4 ₹ 23,655	-4.75 -9856.25	26.81	346 7,17,950	54 1,12,050	124 2,57,300
1 Dec	417.60	16.3 ₹ 33,822.5	-4.05 -8403.75	26.44	40 83,000	2 4,150	72 1,49,400
28 Nov	426.20	20.2 ₹ 41,915	-0.3 -622.50	23.12	61 1,26,575	1 2,075	69 1,43,175
27 Nov	425.25	20.75 ₹ 43,056.25	3.8 7885.00	25.67	190 3,94,250	2 4,150	68 1,41,100
26 Nov	419.40	16.9 ₹ 35,067.5	2.8 5810.00	24.92	166 3,44,450	13 26,975	67 1,39,025
25 Nov	410.65	15.15 ₹ 31,436.25	2.85 5913.75	26.73	134 2,78,050	30 62,250	55 1,14,125
24 Nov	405.85	12.3 ₹ 25,522.5	-7.65 -15873.75	28.60	58 1,20,350	22 45,650	24 49,800
21 Nov	418.40	19.95 ₹ 41,396.25	-52.85 -109663.75	29.69	2 4,150	1 2,075	1 2,075

20 Nov	426.00	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
18 Nov	435.85	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
11 Nov	430.10	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	72.8 ₹ 1,51,060	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 415 expiring on 30DEC2025

Delta for 415 CE is 0.49

Historical price for 415 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 8.5, which was 0.05 higher than the previous day. The implied volatity was 24.55, the open interest changed by -4 which decreased total open position to 175

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 8.1, which was 1.9 higher than the previous day. The implied volatity was 25.25, the open interest changed by -4 which decreased total open position to 177

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 6.45, which was -4.9 lower than the previous day. The implied volatity was 24.96, the open interest changed by -16 which decreased total open position to 181

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 11.1, which was 6.05 higher than the previous day. The implied volatity was 24.98, the open interest changed by 20 which increased total open position to 193

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 5, which was -2.35 lower than the previous day. The implied volatity was 25.14, the open interest changed by 30 which increased total open position to 175

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 7.2, which was 0.35 higher than the previous day. The implied volatity was 23.72, the open interest changed by -10 which decreased total open position to 145

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 7.05, which was -0.3 lower than the previous day. The implied volatity was 25.33, the open interest changed by -1 which decreased total open position to 155

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 7.65, which was -3.2 lower than the previous day. The implied volatity was 28.03, the open interest changed by 31 which increased total open position to 158

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 11.4, which was -4.75 lower than the previous day. The implied volatity was 26.81, the open interest changed by 54 which increased total open position to 124

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 16.3, which was -4.05 lower than the previous day. The implied volatity was 26.44, the open interest changed by 2 which increased total open position to 72

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 20.2, which was -0.3 lower than the previous day. The implied volatity was 23.12, the open interest changed by 1 which increased total open position to 69

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 20.75, which was 3.8 higher than the previous day. The implied volatity was 25.67, the open interest changed by 2 which increased total open position to 68

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 16.9, which was 2.8 higher than the previous day. The implied volatity was 24.92, the open interest changed by 13 which increased total open position to 67

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 15.15, which was 2.85 higher than the previous day. The implied volatity was 26.73, the open interest changed by 30 which increased total open position to 55

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 12.3, which was -7.65 lower than the previous day. The implied volatity was 28.60, the open interest changed by 22 which increased total open position to 24

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 19.95, which was -52.85 lower than the previous day. The implied volatity was 29.69, the open interest changed by 1 which increased total open position to 1

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 72.8, 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 Nov DELHIVERY was trading at 436.00. The strike last trading price was 72.8, 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 72.8, 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 72.8, 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 72.8, 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 Nov DELHIVERY was trading at 434.05. The strike last trading price was 72.8, 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 Nov DELHIVERY was trading at 431.40. The strike last trading price was 72.8, 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 Nov DELHIVERY was trading at 430.10. The strike last trading price was 72.8, 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 72.8, 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 Nov DELHIVERY was trading at 429.55. The strike last trading price was 72.8, 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 415 PE
Delta: -0.50 Vega: 0.36 Theta: -0.21 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	10.1 ₹ 20,957.5	-1.6 -3320.00	26.31	123 2,55,225	14 29,050	150 3,11,250
11 Dec	410.70	11.85 ₹ 24,588.75	-5.5 -11412.50	27.68	53 1,09,975	4 8,300	135 2,80,125
10 Dec	404.65	15.6 ₹ 32,370	5.65 11723.75	30.84	377 7,82,275	-38 -78,850	137 2,84,275
9 Dec	415.30	10.1 ₹ 20,957.5	-10.7 -22202.50	28.36	364 7,55,300	38 78,850	158 3,27,850
8 Dec	398.05	20.1 ₹ 41,707.5	5.35 11101.25	32.59	53 1,09,975	-5 -10,375	122 2,53,150
5 Dec	404.60	15 ₹ 31,125	-3.6 -7470.00	26.82	94 1,95,050	-11 -22,825	128 2,65,600
4 Dec	401.60	18.6 ₹ 38,595	0.3 622.50	31.35	39 80,925	-7 -14,525	140 2,90,500
3 Dec	401.95	17.95 ₹ 37,246.25	3.8 7885.00	26.47	111 2,30,325	-12 -24,900	147 3,05,025
2 Dec	409.10	13.85 ₹ 28,738.75	3.15 6536.25	26.91	417 8,65,275	42 87,150	159 3,29,925
1 Dec	417.60	10.75 ₹ 22,306.25	3.25 6743.75	30.14	245 5,08,375	12 24,900	116 2,40,700
28 Nov	426.20	7.5 ₹ 15,562.5	-0.45 -933.75	27.46	189 3,92,175	20 41,500	102 2,11,650
27 Nov	425.25	7.65 ₹ 15,873.75	-2.8 -5810.00	26.61	217 4,50,275	28 58,100	79 1,63,925
26 Nov	419.40	10.4 ₹ 21,580	-4.25 -8818.75	27.66	121 2,51,075	17 35,275	53 1,09,975
25 Nov	410.65	13.8 ₹ 28,635	-4.2 -8715.00	29.90	53 1,09,975	14 29,050	36 74,700
24 Nov	405.85	18 ₹ 37,350	5.15 10686.25	30.13	17 35,275	6 12,450	22 45,650
21 Nov	418.40	13.2 ₹ 27,390	5.05 10478.75	30.74	52 1,07,900	17 35,275	17 35,275
20 Nov	426.00	8.15 ₹ 16,911.25	0.5 1037.50	27.73	2 4,150	0 0	0 0
19 Nov	436.00	7.65 ₹ 15,873.75	0 0.00	5.36	0 0	0 0	0 0
18 Nov	435.85	7.65 ₹ 15,873.75	0 0.00	5.38	0 0	0 0	0 0
17 Nov	440.10	7.65 ₹ 15,873.75	0 0.00	6.05	0 0	0 0	0 0
14 Nov	436.40	7.65 ₹ 15,873.75	0 0.00	5.44	0 0	0 0	0 0
13 Nov	434.05	7.65 ₹ 15,873.75	0 0.00	4.91	0 0	0 0	0 0
12 Nov	431.40	7.65 ₹ 15,873.75	0 0.00	4.41	0 0	0 0	0 0
11 Nov	430.10	7.65 ₹ 15,873.75	0 0.00	4.15	0 0	0 0	0 0
10 Nov	427.60	7.65 ₹ 15,873.75	0 0.00	3.66	0 0	0 0	0 0
7 Nov	429.55	7.65 ₹ 15,873.75	0 0.00	4.23	0 0	0 0	0 0

For Delhivery Limited - strike price 415 expiring on 30DEC2025

Delta for 415 PE is -0.50

Historical price for 415 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 10.1, which was -1.6 lower than the previous day. The implied volatity was 26.31, the open interest changed by 14 which increased total open position to 150

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 11.85, which was -5.5 lower than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 135

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 15.6, which was 5.65 higher than the previous day. The implied volatity was 30.84, the open interest changed by -38 which decreased total open position to 137

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 10.1, which was -10.7 lower than the previous day. The implied volatity was 28.36, the open interest changed by 38 which increased total open position to 158

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 20.1, which was 5.35 higher than the previous day. The implied volatity was 32.59, the open interest changed by -5 which decreased total open position to 122

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 15, which was -3.6 lower than the previous day. The implied volatity was 26.82, the open interest changed by -11 which decreased total open position to 128

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 18.6, which was 0.3 higher than the previous day. The implied volatity was 31.35, the open interest changed by -7 which decreased total open position to 140

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 17.95, which was 3.8 higher than the previous day. The implied volatity was 26.47, the open interest changed by -12 which decreased total open position to 147

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 13.85, which was 3.15 higher than the previous day. The implied volatity was 26.91, the open interest changed by 42 which increased total open position to 159

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 10.75, which was 3.25 higher than the previous day. The implied volatity was 30.14, the open interest changed by 12 which increased total open position to 116

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 7.5, which was -0.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by 20 which increased total open position to 102

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 7.65, which was -2.8 lower than the previous day. The implied volatity was 26.61, the open interest changed by 28 which increased total open position to 79

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 10.4, which was -4.25 lower than the previous day. The implied volatity was 27.66, the open interest changed by 17 which increased total open position to 53

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 13.8, which was -4.2 lower than the previous day. The implied volatity was 29.90, the open interest changed by 14 which increased total open position to 36

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 18, which was 5.15 higher than the previous day. The implied volatity was 30.13, the open interest changed by 6 which increased total open position to 22

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 13.2, which was 5.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 17 which increased total open position to 17

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 8.15, which was 0.5 higher than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 0

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 5.36, 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 7.65, which was 0 lower than the previous day. The implied volatity was 5.38, 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 7.65, which was 0 lower than the previous day. The implied volatity was 6.05, 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 7.65, which was 0 lower than the previous day. The implied volatity was 5.44, 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 7.65, which was 0 lower than the previous day. The implied volatity was 4.91, 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 7.65, which was 0 lower than the previous day. The implied volatity was 4.41, 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 7.65, which was 0 lower than the previous day. The implied volatity was 4.15, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.66, 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 7.65, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0

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