DELHIVERY

Delhivery Limited

405.95 -11.50 (-2.75%)

L: 402.8 H: 416.2

Back to Option Chain

Historical option data for DELHIVERY
09 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 27-JAN-2026 415 CE
Delta: 0.38 Vega: 0.34 Theta: -0.32 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Jan	405.95	6.65 ₹ 13,798.75	-6 -12450.00	29.05	426 8,83,950	22 45,650	176 3,65,200
8 Jan	417.45	13.35 ₹ 27,701.25	-3.2 -6640.00	27.17	355 7,36,625	23 47,725	163 3,38,225
7 Jan	422.25	16.35 ₹ 33,926.25	4.4 9130.00	29.96	844 17,51,300	-53 -1,09,975	139 2,88,425
6 Jan	414.25	11 ₹ 22,825	0 0.00	27.37	603 12,51,225	37 76,775	187 3,88,025
5 Jan	411.95	10.9 ₹ 22,617.5	3.35 6951.25	28.37	513 10,64,475	79 1,63,925	157 3,25,775
2 Jan	404.50	7.45 ₹ 15,458.75	1.05 2178.75	25.71	145 3,00,875	-2 -4,150	79 1,63,925
1 Jan	400.60	6.3 ₹ 13,072.5	-1.45 -3008.75	25.97	82 1,70,150	27 56,025	80 1,66,000
31 Dec	403.85	7.25 ₹ 15,043.75	-0.7 -1452.50	25.33	163 3,38,225	21 43,575	53 1,09,975
30 Dec	402.30	8.1 ₹ 16,807.5	-1.5 -3112.50	28.04	59 1,22,425	4 8,300	32 66,400
29 Dec	405.20	9.6 ₹ 19,920	-1.5 -3112.50	26.89	25 51,875	10 20,750	29 60,175
26 Dec	407.25	11.1 ₹ 23,032.5	-0.4 -830.00	26.29	12 24,900	2 4,150	19 39,425
24 Dec	406.10	11.5 ₹ 23,862.5	-2.25 -4668.75	26.82	18 37,350	2 4,150	18 37,350
23 Dec	412.10	13.75 ₹ 28,531.25	-0.2 -415.00	26.10	11 22,825	1 2,075	12 24,900
22 Dec	409.35	13.95 ₹ 28,946.25	1.55 3216.25	28.81	4 8,300	2 4,150	11 22,825
19 Dec	405.95	12.4 ₹ 25,730	1.25 2593.75	27.53	2 4,150	1 2,075	9 18,675
18 Dec	402.35	11.15 ₹ 23,136.25	1.95 4046.25	28.03	3 6,225	0 0	7 14,525
17 Dec	399.80	9.2 ₹ 19,090	-2.75 -5706.25	26.79	7 14,525	2 4,150	3 6,225
16 Dec	401.80	11.95 ₹ 24,796.25	-16.05 -33303.75	28.68	1 2,075	0 0	0 0
15 Dec	407.25	28 ₹ 58,100	0 0.00	0.89	0 0	0 0	0 0
12 Dec	412.30	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0
11 Dec	410.70	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0
10 Dec	404.65	28 ₹ 58,100	0 0.00	1.05	0 0	0 0	0 0
9 Dec	415.30	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0
8 Dec	398.05	28 ₹ 58,100	0 0.00	1.91	0 0	0 0	0 0
5 Dec	404.60	28 ₹ 58,100	0 0.00	0.89	0 0	0 0	0 0
4 Dec	401.60	28 ₹ 58,100	0 0.00	1.43	0 0	0 0	0 0
3 Dec	401.95	28 ₹ 58,100	0 0.00	1.54	0 0	0 0	0 0
2 Dec	409.10	28 ₹ 58,100	0 0.00	0.01	0 0	0 0	0 0
1 Dec	417.60	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	28 ₹ 58,100	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 415 expiring on 27JAN2026

Delta for 415 CE is 0.38

Historical price for 415 CE is as follows

On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 6.65, which was -6 lower than the previous day. The implied volatity was 29.05, the open interest changed by 22 which increased total open position to 176

On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 13.35, which was -3.2 lower than the previous day. The implied volatity was 27.17, the open interest changed by 23 which increased total open position to 163

On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 16.35, which was 4.4 higher than the previous day. The implied volatity was 29.96, the open interest changed by -53 which decreased total open position to 139

On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 27.37, the open interest changed by 37 which increased total open position to 187

On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 10.9, which was 3.35 higher than the previous day. The implied volatity was 28.37, the open interest changed by 79 which increased total open position to 157

On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 7.45, which was 1.05 higher than the previous day. The implied volatity was 25.71, the open interest changed by -2 which decreased total open position to 79

On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 6.3, which was -1.45 lower than the previous day. The implied volatity was 25.97, the open interest changed by 27 which increased total open position to 80

On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 7.25, which was -0.7 lower than the previous day. The implied volatity was 25.33, the open interest changed by 21 which increased total open position to 53

On 30 Dec DELHIVERY was trading at 402.30. The strike last trading price was 8.1, which was -1.5 lower than the previous day. The implied volatity was 28.04, the open interest changed by 4 which increased total open position to 32

On 29 Dec DELHIVERY was trading at 405.20. The strike last trading price was 9.6, which was -1.5 lower than the previous day. The implied volatity was 26.89, the open interest changed by 10 which increased total open position to 29

On 26 Dec DELHIVERY was trading at 407.25. The strike last trading price was 11.1, which was -0.4 lower than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 19

On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 11.5, which was -2.25 lower than the previous day. The implied volatity was 26.82, the open interest changed by 2 which increased total open position to 18

On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 13.75, which was -0.2 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 12

On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 13.95, which was 1.55 higher than the previous day. The implied volatity was 28.81, the open interest changed by 2 which increased total open position to 11

On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 12.4, which was 1.25 higher than the previous day. The implied volatity was 27.53, the open interest changed by 1 which increased total open position to 9

On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 11.15, which was 1.95 higher than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 7

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 9.2, which was -2.75 lower than the previous day. The implied volatity was 26.79, the open interest changed by 2 which increased total open position to 3

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 11.95, which was -16.05 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 0

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.89, 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 28, 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 Dec DELHIVERY was trading at 410.70. The strike last trading price was 28, 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 Dec DELHIVERY was trading at 404.65. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 28, 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 Dec DELHIVERY was trading at 398.05. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.89, 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 28, which was 0 lower than the previous day. The implied volatity was 1.43, 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 28, which was 0 lower than the previous day. The implied volatity was 1.54, 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 28, which was 0 lower than the previous day. The implied volatity was 0.01, 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 28, 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 Nov DELHIVERY was trading at 426.20. The strike last trading price was 28, 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 Nov DELHIVERY was trading at 425.25. The strike last trading price was 28, 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 Nov DELHIVERY was trading at 419.40. The strike last trading price was 28, 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 415 PE
Delta: -0.62 Vega: 0.34 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	405.95	15.35 ₹ 31,851.25	5.9 12242.50	28.43	310 6,43,250	-5 -10,375	109 2,26,175
8 Jan	417.45	9.1 ₹ 18,882.5	2.1 4357.50	30.96	319 6,61,925	-5 -10,375	114 2,36,550
7 Jan	422.25	7.25 ₹ 15,043.75	-3.5 -7262.50	28.12	361 7,49,075	-3 -6,225	118 2,44,850
6 Jan	414.25	11.25 ₹ 23,343.75	0 0.00	28.96	317 6,57,775	54 1,12,050	124 2,57,300
5 Jan	411.95	11.15 ₹ 23,136.25	-4 -8300.00	26.25	134 2,78,050	30 62,250	72 1,49,400
2 Jan	404.50	15.15 ₹ 31,436.25	-1.25 -2593.75	25.18	17 35,275	6 12,450	42 87,150
1 Jan	400.60	16.55 ₹ 34,341.25	-0.95 -1971.25	-	0 0	0 0	36 74,700
31 Dec	403.85	16.55 ₹ 34,341.25	-0.95 -1971.25	25.95	42 87,150	14 29,050	35 72,625
30 Dec	402.30	17.5 ₹ 36,312.5	2.8 5810.00	25.85	19 39,425	18 37,350	21 43,575
29 Dec	405.20	14.7 ₹ 30,502.5	-0.9 -1867.50	-	0 0	0 0	3 6,225
26 Dec	407.25	14.7 ₹ 30,502.5	-0.9 -1867.50	-	0 0	0 0	3 6,225
24 Dec	406.10	14.7 ₹ 30,502.5	-0.9 -1867.50	-	0 0	0 0	3 6,225
23 Dec	412.10	14.7 ₹ 30,502.5	-0.9 -1867.50	-	0 0	2 4,150	0 0
22 Dec	409.35	14.7 ₹ 30,502.5	-0.9 -1867.50	27.05	3 6,225	0 0	1 2,075
19 Dec	405.95	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
18 Dec	402.35	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
17 Dec	399.80	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
16 Dec	401.80	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
15 Dec	407.25	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
12 Dec	412.30	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
11 Dec	410.70	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
10 Dec	404.65	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
9 Dec	415.30	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
8 Dec	398.05	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	1 2,075
5 Dec	404.60	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
4 Dec	401.60	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
3 Dec	401.95	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
2 Dec	409.10	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
1 Dec	417.60	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	0 0	0 0
28 Nov	426.20	15.6 ₹ 32,370	-12.4 -25730.00	-	0 0	1 2,075	0 0
27 Nov	425.25	15.6 ₹ 32,370	-12.4 -25730.00	33.87	1 2,075	0 0	0 0
26 Nov	419.40	28 ₹ 58,100	0 0.00	2.02	0 0	0 0	0 0

For Delhivery Limited - strike price 415 expiring on 27JAN2026

Delta for 415 PE is -0.62

Historical price for 415 PE is as follows

On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 15.35, which was 5.9 higher than the previous day. The implied volatity was 28.43, the open interest changed by -5 which decreased total open position to 109

On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 9.1, which was 2.1 higher than the previous day. The implied volatity was 30.96, the open interest changed by -5 which decreased total open position to 114

On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 7.25, which was -3.5 lower than the previous day. The implied volatity was 28.12, the open interest changed by -3 which decreased total open position to 118

On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 11.25, which was 0 lower than the previous day. The implied volatity was 28.96, the open interest changed by 54 which increased total open position to 124

On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 11.15, which was -4 lower than the previous day. The implied volatity was 26.25, the open interest changed by 30 which increased total open position to 72

On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 15.15, which was -1.25 lower than the previous day. The implied volatity was 25.18, the open interest changed by 6 which increased total open position to 42

On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 16.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36

On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 16.55, which was -0.95 lower than the previous day. The implied volatity was 25.95, the open interest changed by 14 which increased total open position to 35

On 30 Dec DELHIVERY was trading at 402.30. The strike last trading price was 17.5, which was 2.8 higher than the previous day. The implied volatity was 25.85, the open interest changed by 18 which increased total open position to 21

On 29 Dec DELHIVERY was trading at 405.20. The strike last trading price was 14.7, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 26 Dec DELHIVERY was trading at 407.25. The strike last trading price was 14.7, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 14.7, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 14.7, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 14.7, which was -0.9 lower than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 1

On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 15.6, which was -12.4 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 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 15.6, which was -12.4 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 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 15.6, which was -12.4 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 15.6, which was -12.4 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 15.6, which was -12.4 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 15.6, which was -12.4 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 15.6, which was -12.4 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 15.6, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 15.6, which was -12.4 lower than the previous day. The implied volatity was 33.87, 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 28, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0

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