DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
05 Dec 2025 04:13 PM IST
| DELHIVERY 30-DEC-2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.39
Theta: -0.22
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 404.60 | 5.45 | 0.15 | 23.70 | 474 | -7 | 438 | |||||||||
| 4 Dec | 401.60 | 5.4 | -0.45 | 25.25 | 416 | 4 | 446 | |||||||||
| 3 Dec | 401.95 | 5.85 | -2.85 | 27.47 | 447 | 36 | 444 | |||||||||
| 2 Dec | 409.10 | 9.15 | -4.3 | 28.10 | 627 | 148 | 407 | |||||||||
| 1 Dec | 417.60 | 13.55 | -4.1 | 26.36 | 309 | 8 | 260 | |||||||||
| 28 Nov | 426.20 | 17.15 | -0.15 | 23.50 | 425 | -2 | 252 | |||||||||
| 27 Nov | 425.25 | 17.8 | 3.5 | 25.91 | 1,379 | 10 | 254 | |||||||||
| 26 Nov | 419.40 | 14.2 | 2.65 | 24.99 | 575 | 44 | 244 | |||||||||
| 25 Nov | 410.65 | 12.5 | 1.95 | 26.29 | 373 | 26 | 203 | |||||||||
| 24 Nov | 405.85 | 10.1 | -7.25 | 28.19 | 294 | 86 | 162 | |||||||||
| 21 Nov | 418.40 | 16.1 | -4.85 | 27.41 | 174 | 71 | 74 | |||||||||
| 20 Nov | 426.00 | 20.5 | -35 | 23.84 | 3 | 2 | 2 | |||||||||
| 19 Nov | 436.00 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 435.85 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 440.10 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 436.40 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 434.05 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 431.40 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 430.10 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 427.60 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 429.55 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 6 Nov | 442.60 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 484.85 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 472.25 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 465.95 | 55.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 466.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 446.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 460.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 469.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 464.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 468.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 467.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 468.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 462.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 437.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 420 expiring on 30DEC2025
Delta for 420 CE is 0.34
Historical price for 420 CE is as follows
On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 5.45, which was 0.15 higher than the previous day. The implied volatity was 23.70, the open interest changed by -7 which decreased total open position to 438
On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 5.4, which was -0.45 lower than the previous day. The implied volatity was 25.25, the open interest changed by 4 which increased total open position to 446
On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 5.85, which was -2.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 36 which increased total open position to 444
On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 9.15, which was -4.3 lower than the previous day. The implied volatity was 28.10, the open interest changed by 148 which increased total open position to 407
On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 13.55, which was -4.1 lower than the previous day. The implied volatity was 26.36, the open interest changed by 8 which increased total open position to 260
On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 17.15, which was -0.15 lower than the previous day. The implied volatity was 23.50, the open interest changed by -2 which decreased total open position to 252
On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 17.8, which was 3.5 higher than the previous day. The implied volatity was 25.91, the open interest changed by 10 which increased total open position to 254
On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 14.2, which was 2.65 higher than the previous day. The implied volatity was 24.99, the open interest changed by 44 which increased total open position to 244
On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 12.5, which was 1.95 higher than the previous day. The implied volatity was 26.29, the open interest changed by 26 which increased total open position to 203
On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 10.1, which was -7.25 lower than the previous day. The implied volatity was 28.19, the open interest changed by 86 which increased total open position to 162
On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 16.1, which was -4.85 lower than the previous day. The implied volatity was 27.41, the open interest changed by 71 which increased total open position to 74
On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 20.5, which was -35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 2 which increased total open position to 2
On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 Nov DELHIVERY was trading at 442.60. The strike last trading price was 55.5, 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 Nov DELHIVERY was trading at 484.85. The strike last trading price was 55.5, 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 Nov DELHIVERY was trading at 472.25. The strike last trading price was 55.5, 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 Oct DELHIVERY was trading at 465.95. The strike last trading price was 55.5, 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 Oct DELHIVERY was trading at 466.90. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 446.80. The strike last trading price was 0, 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 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 469.35. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 464.85. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 468.00. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 467.30. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 468.95. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 462.60. The strike last trading price was 0, 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 Oct DELHIVERY was trading at 437.30. The strike last trading price was 0, 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 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.40
Theta: -0.14
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 404.60 | 18.15 | -2.65 | 26.80 | 71 | -15 | 300 |
| 4 Dec | 401.60 | 20.8 | -0.95 | 28.79 | 30 | -10 | 316 |
| 3 Dec | 401.95 | 21.25 | 4.55 | 26.16 | 96 | -15 | 325 |
| 2 Dec | 409.10 | 16.6 | 3.5 | 26.53 | 470 | -45 | 340 |
| 1 Dec | 417.60 | 13 | 3.6 | 30.04 | 544 | 28 | 392 |
| 28 Nov | 426.20 | 9.35 | -0.5 | 27.43 | 419 | 9 | 363 |
| 27 Nov | 425.25 | 9.65 | -3.15 | 26.79 | 524 | 63 | 353 |
| 26 Nov | 419.40 | 12.75 | -4.75 | 27.84 | 256 | 26 | 290 |
| 25 Nov | 410.65 | 16.4 | -4.75 | 30.02 | 95 | 9 | 265 |
| 24 Nov | 405.85 | 22.05 | 6.7 | 32.35 | 177 | 9 | 256 |
| 21 Nov | 418.40 | 16 | 4.7 | 31.58 | 469 | 149 | 246 |
| 20 Nov | 426.00 | 11 | 2.4 | 29.70 | 70 | 20 | 98 |
| 19 Nov | 436.00 | 8.6 | -0.45 | 29.85 | 54 | 17 | 78 |
| 18 Nov | 435.85 | 8.95 | 1.35 | 30.42 | 65 | 18 | 61 |
| 17 Nov | 440.10 | 7.6 | -1.45 | 29.64 | 26 | 14 | 43 |
| 14 Nov | 436.40 | 9.05 | -1.35 | 30.15 | 1 | 0 | 30 |
| 13 Nov | 434.05 | 10 | -0.4 | 30.09 | 50 | 2 | 60 |
| 12 Nov | 431.40 | 10.6 | -0.6 | 29.43 | 17 | -11 | 59 |
| 11 Nov | 430.10 | 11.25 | -1.2 | 29.54 | 28 | 13 | 71 |
| 10 Nov | 427.60 | 12.45 | -0.6 | 29.84 | 25 | 12 | 59 |
| 7 Nov | 429.55 | 13 | 2.95 | 32.11 | 33 | -13 | 46 |
| 6 Nov | 442.60 | 11 | 7.55 | 31.18 | 122 | 22 | 59 |
| 4 Nov | 484.85 | 3.45 | -1.55 | 34.53 | 14 | 13 | 38 |
| 3 Nov | 472.25 | 5 | 0 | 33.81 | 1 | 0 | 26 |
| 31 Oct | 465.95 | 5 | -1.8 | - | 26 | 20 | 24 |
| 24 Oct | 466.90 | 6.8 | -3.45 | 33.85 | 1 | 0 | 3 |
| 16 Oct | 446.80 | 10.25 | -8.85 | 30.88 | 3 | 1 | 1 |
| 15 Oct | 460.75 | 19.1 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 469.35 | 19.1 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 464.85 | 19.1 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 468.00 | 19.1 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 467.30 | 19.1 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 468.95 | 19.1 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 462.60 | 19.1 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 437.30 | 19.1 | 0 | 2.96 | 0 | 0 | 0 |
For Delhivery Limited - strike price 420 expiring on 30DEC2025
Delta for 420 PE is -0.64
Historical price for 420 PE is as follows
On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 18.15, which was -2.65 lower than the previous day. The implied volatity was 26.80, the open interest changed by -15 which decreased total open position to 300
On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 20.8, which was -0.95 lower than the previous day. The implied volatity was 28.79, the open interest changed by -10 which decreased total open position to 316
On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 21.25, which was 4.55 higher than the previous day. The implied volatity was 26.16, the open interest changed by -15 which decreased total open position to 325
On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 16.6, which was 3.5 higher than the previous day. The implied volatity was 26.53, the open interest changed by -45 which decreased total open position to 340
On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 13, which was 3.6 higher than the previous day. The implied volatity was 30.04, the open interest changed by 28 which increased total open position to 392
On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 9.35, which was -0.5 lower than the previous day. The implied volatity was 27.43, the open interest changed by 9 which increased total open position to 363
On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 9.65, which was -3.15 lower than the previous day. The implied volatity was 26.79, the open interest changed by 63 which increased total open position to 353
On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 12.75, which was -4.75 lower than the previous day. The implied volatity was 27.84, the open interest changed by 26 which increased total open position to 290
On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 16.4, which was -4.75 lower than the previous day. The implied volatity was 30.02, the open interest changed by 9 which increased total open position to 265
On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 22.05, which was 6.7 higher than the previous day. The implied volatity was 32.35, the open interest changed by 9 which increased total open position to 256
On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 16, which was 4.7 higher than the previous day. The implied volatity was 31.58, the open interest changed by 149 which increased total open position to 246
On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 11, which was 2.4 higher than the previous day. The implied volatity was 29.70, the open interest changed by 20 which increased total open position to 98
On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 8.6, which was -0.45 lower than the previous day. The implied volatity was 29.85, the open interest changed by 17 which increased total open position to 78
On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 8.95, which was 1.35 higher than the previous day. The implied volatity was 30.42, the open interest changed by 18 which increased total open position to 61
On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 7.6, which was -1.45 lower than the previous day. The implied volatity was 29.64, the open interest changed by 14 which increased total open position to 43
On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 9.05, which was -1.35 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 30
On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 10, which was -0.4 lower than the previous day. The implied volatity was 30.09, the open interest changed by 2 which increased total open position to 60
On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 10.6, which was -0.6 lower than the previous day. The implied volatity was 29.43, the open interest changed by -11 which decreased total open position to 59
On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 11.25, which was -1.2 lower than the previous day. The implied volatity was 29.54, the open interest changed by 13 which increased total open position to 71
On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 12.45, which was -0.6 lower than the previous day. The implied volatity was 29.84, the open interest changed by 12 which increased total open position to 59
On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 13, which was 2.95 higher than the previous day. The implied volatity was 32.11, the open interest changed by -13 which decreased total open position to 46
On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 11, which was 7.55 higher than the previous day. The implied volatity was 31.18, the open interest changed by 22 which increased total open position to 59
On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was 34.53, the open interest changed by 13 which increased total open position to 38
On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 33.81, the open interest changed by 0 which decreased total open position to 26
On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 5, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 24
On 24 Oct DELHIVERY was trading at 466.90. The strike last trading price was 6.8, which was -3.45 lower than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 3
On 16 Oct DELHIVERY was trading at 446.80. The strike last trading price was 10.25, which was -8.85 lower than the previous day. The implied volatity was 30.88, the open interest changed by 1 which increased total open position to 1
On 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 19.1, 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 Oct DELHIVERY was trading at 469.35. The strike last trading price was 19.1, 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 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 19.1, 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 Oct DELHIVERY was trading at 468.00. The strike last trading price was 19.1, 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 Oct DELHIVERY was trading at 467.30. The strike last trading price was 19.1, 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 7 Oct DELHIVERY was trading at 468.95. The strike last trading price was 19.1, 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 6 Oct DELHIVERY was trading at 462.60. The strike last trading price was 19.1, 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 3 Oct DELHIVERY was trading at 437.30. The strike last trading price was 19.1, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0































































































































































































































