DELHIVERY

Delhivery Limited

422.95 +11.15 (2.71%)

L: 405 H: 426.5

Back to Option Chain

Historical option data for DELHIVERY
30 Jan 2026 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 24-FEB-2026 415 CE
Delta: 0.64 Vega: 0.42 Theta: -0.42 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	422.95	26.2 ₹ 54,365	8.1 16807.50	41.69	576 11,95,200	-7 -14,525	104 2,15,800
29 Jan	411.80	17.85 ₹ 37,038.75	2.9 6017.50	41.95	262 5,43,650	65 1,34,875	111 2,30,325
28 Jan	407.75	14.35 ₹ 29,776.25	2.75 5706.25	37.67	66 1,36,950	25 51,875	46 95,450
27 Jan	400.35	11.5 ₹ 23,862.5	-9.75 -20231.25	37.94	52 1,07,900	19 39,425	19 39,425
23 Jan	387.10	21.25 ₹ 44,093.75	0 0.00	5.82	0 0	0 0	0 0

22 Jan	389.85	21.25 ₹ 44,093.75	0 0.00	5.04	0 0	0 0	0 0
21 Jan	378.50	21.25 ₹ 44,093.75	0 0.00	7.45	0 0	0 0	0 0
20 Jan	384.85	21.25 ₹ 44,093.75	0 0.00	5.97	0 0	0 0	0 0
19 Jan	401.50	21.25 ₹ 44,093.75	0 0.00	2.39	0 0	0 0	0 0
16 Jan	401.45	21.25 ₹ 44,093.75	0 0.00	2.25	0 0	0 0	0 0
14 Jan	403.65	21.25 ₹ 44,093.75	0 0.00	1.74	0 0	0 0	0 0
13 Jan	396.85	21.25 ₹ 44,093.75	0 0.00	3.37	0 0	0 0	0 0
12 Jan	395.40	21.25 ₹ 44,093.75	0 0.00	2.91	0 0	0 0	0 0
9 Jan	405.95	21.25 ₹ 44,093.75	0 0.00	1.36	0 0	0 0	0 0
8 Jan	417.45	21.25 ₹ 44,093.75	0 0.00	-	0 0	0 0	0 0
7 Jan	422.25	21.25 ₹ 44,093.75	0 0.00	-	0 0	0 0	0 0
6 Jan	414.25	21.25 ₹ 44,093.75	0 0.00	-	0 0	0 0	0 0
5 Jan	411.95	21.25 ₹ 44,093.75	0 0.00	-	0 0	0 0	0 0
2 Jan	404.50	21.25 ₹ 44,093.75	0 0.00	1.1	0 0	0 0	0 0
1 Jan	400.60	21.25 ₹ 44,093.75	0 0.00	1.57	0 0	0 0	0 0
31 Dec	403.85	21.25 ₹ 44,093.75	0 0.00	1.28	0 0	0 0	0 0

For Delhivery Limited - strike price 415 expiring on 24FEB2026

Delta for 415 CE is 0.64

Historical price for 415 CE is as follows

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
Delta: -0.37 Vega: 0.42 Theta: -0.34 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	422.95	13.65 ₹ 28,323.75	-5.2 -10790.00	45.59	301 6,24,575	122 2,53,150	133 2,75,975
29 Jan	411.80	18.75 ₹ 38,906.25	-0.9 -1867.50	41.6	25 51,875	3 6,225	10 20,750
28 Jan	407.75	20.3 ₹ 42,122.5	0.3 622.50	39.84	7 14,525	4 8,300	7 14,525
27 Jan	400.35	20 ₹ 41,500	-10.1 -20957.50	-	0 0	0 0	3 6,225
23 Jan	387.10	20 ₹ 41,500	-10.1 -20957.50	-	0 0	0 0	3 6,225
22 Jan	389.85	20 ₹ 41,500	-10.1 -20957.50	-	0 0	0 0	3 6,225
21 Jan	378.50	20 ₹ 41,500	-10.1 -20957.50	-	0 0	0 0	3 6,225
20 Jan	384.85	20 ₹ 41,500	-10.1 -20957.50	-	0 0	0 0	3 6,225
19 Jan	401.50	20 ₹ 41,500	-10.1 -20957.50	28.52	3 6,225	0 0	0 0
16 Jan	401.45	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
14 Jan	403.65	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
13 Jan	396.85	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
12 Jan	395.40	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
9 Jan	405.95	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
8 Jan	417.45	30.1 ₹ 62,457.5	0 0.00	1.83	0 0	0 0	0 0
7 Jan	422.25	30.1 ₹ 62,457.5	0 0.00	2.43	0 0	0 0	0 0
6 Jan	414.25	30.1 ₹ 62,457.5	0 0.00	0.81	0 0	0 0	0 0
5 Jan	411.95	30.1 ₹ 62,457.5	0 0.00	0.61	0 0	0 0	0 0
2 Jan	404.50	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
1 Jan	400.60	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0
31 Dec	403.85	30.1 ₹ 62,457.5	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 415 expiring on 24FEB2026

Delta for 415 PE is -0.37

Historical price for 415 PE is as follows

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

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