DELHIVERY

Delhivery Limited

406.1 -6.00 (-1.46%)

L: 404.85 H: 415.9

Back to Option Chain

Historical option data for DELHIVERY
24 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 27-JAN-2026 420 CE
Delta: 0.41 Vega: 0.48 Theta: -0.23 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	406.10	8.95 ₹ 18,571.25	-2.65 -5498.75	25.74	34 70,550	15 31,125	55 1,14,125
23 Dec	412.10	11.6 ₹ 24,070	-0.1 -207.50	26.41	38 78,850	19 39,425	41 85,075
22 Dec	409.35	11.7 ₹ 24,277.5	3.1 6432.50	28.82	10 20,750	1 2,075	21 43,575
19 Dec	405.95	8.6 ₹ 17,845	0.2 415.00	-	0 0	0 0	20 41,500
18 Dec	402.35	8.6 ₹ 17,845	0.2 415.00	26.91	6 12,450	1 2,075	19 39,425
17 Dec	399.80	8.4 ₹ 17,430	-1.35 -2801.25	28.47	14 29,050	1 2,075	18 37,350
16 Dec	401.80	9.4 ₹ 19,505	-6.6 -13695.00	27.34	15 31,125	5 10,375	17 35,275
15 Dec	407.25	16 ₹ 33,200	3.05 6328.75	-	0 0	0 0	0 0
12 Dec	412.30	16 ₹ 33,200	3.05 6328.75	29.63	2 4,150	0 0	12 24,900
11 Dec	410.70	12.95 ₹ 26,871.25	2.1 4357.50	25.68	4 8,300	1 2,075	10 20,750
10 Dec	404.65	10.85 ₹ 22,513.75	-6.15 -12761.25	24.99	2 4,150	0 0	7 14,525
9 Dec	415.30	17 ₹ 35,275	5 10375.00	27.60	1 2,075	0 0	7 14,525
8 Dec	398.05	12 ₹ 24,900	-0.5 -1037.50	-	0 0	0 0	7 14,525
5 Dec	404.60	12 ₹ 24,900	-0.5 -1037.50	-	0 0	0 0	0 0
4 Dec	401.60	12 ₹ 24,900	-0.5 -1037.50	27.75	1 2,075	0 0	7 14,525
3 Dec	401.95	12.5 ₹ 25,937.5	-3.85 -7988.75	28.80	9 18,675	-4 -8,300	7 14,525
2 Dec	409.10	16.5 ₹ 34,237.5	-4.45 -9233.75	29.40	23 47,725	10 20,750	12 24,900
1 Dec	417.60	20.9 ₹ 43,367.5	-1.95 -4046.25	27.51	2 4,150	1 2,075	2 4,150
28 Nov	426.20	22.85 ₹ 47,413.75	-52 -107900.00	-	0 0	1 2,075	0 0
27 Nov	425.25	22.85 ₹ 47,413.75	-52 -107900.00	23.87	2 4,150	1 2,075	1 2,075

26 Nov	419.40	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
18 Nov	435.85	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	74.85 ₹ 1,55,313.75	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 420 expiring on 27JAN2026

Delta for 420 CE is 0.41

Historical price for 420 CE is as follows

On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 8.95, which was -2.65 lower than the previous day. The implied volatity was 25.74, the open interest changed by 15 which increased total open position to 55

On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 11.6, which was -0.1 lower than the previous day. The implied volatity was 26.41, the open interest changed by 19 which increased total open position to 41

On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 11.7, which was 3.1 higher than the previous day. The implied volatity was 28.82, the open interest changed by 1 which increased total open position to 21

On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 8.6, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 8.6, which was 0.2 higher than the previous day. The implied volatity was 26.91, the open interest changed by 1 which increased total open position to 19

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 8.4, which was -1.35 lower than the previous day. The implied volatity was 28.47, the open interest changed by 1 which increased total open position to 18

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 9.4, which was -6.6 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 17

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 16, which was 3.05 higher 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 16, which was 3.05 higher than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 12

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 12.95, which was 2.1 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 10

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 10.85, which was -6.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 7

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 17, which was 5 higher than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 7

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 12, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 12, which was -0.5 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 12, which was -0.5 lower than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 7

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 12.5, which was -3.85 lower than the previous day. The implied volatity was 28.80, the open interest changed by -4 which decreased total open position to 7

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 16.5, which was -4.45 lower than the previous day. The implied volatity was 29.40, the open interest changed by 10 which increased total open position to 12

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 20.9, which was -1.95 lower than the previous day. The implied volatity was 27.51, the open interest changed by 1 which increased total open position to 2

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 22.85, which was -52 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 22.85, which was -52 lower than the previous day. The implied volatity was 23.87, the open interest changed by 1 which increased total open position to 1

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 74.85, 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 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 74.85, 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 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 74.85, 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 74.85, 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 74.85, 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 74.85, 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 74.85, 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 74.85, 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 420 PE
Delta: -0.60 Vega: 0.48 Theta: -0.10 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	406.10	17.3 ₹ 35,897.5	1.25 2593.75	24.69	14 29,050	12 24,900	31 64,325
23 Dec	412.10	16.05 ₹ 33,303.75	-7.95 -16496.25	27.31	18 37,350	16 33,200	19 39,425
22 Dec	409.35	24 ₹ 49,800	6.8 14110.00	-	0 0	0 0	3 6,225
19 Dec	405.95	24 ₹ 49,800	6.8 14110.00	-	0 0	0 0	3 6,225
18 Dec	402.35	24 ₹ 49,800	6.8 14110.00	-	0 0	0 0	3 6,225
17 Dec	399.80	24 ₹ 49,800	6.8 14110.00	-	0 0	0 0	3 6,225
16 Dec	401.80	24 ₹ 49,800	6.8 14110.00	29.93	1 2,075	0 0	4 8,300
15 Dec	407.25	17.2 ₹ 35,690	-9.8 -20335.00	-	0 0	0 0	0 0
12 Dec	412.30	17.2 ₹ 35,690	-9.8 -20335.00	-	0 0	0 0	4 8,300
11 Dec	410.70	17.2 ₹ 35,690	-9.8 -20335.00	-	0 0	0 0	4 8,300
10 Dec	404.65	17.2 ₹ 35,690	-9.8 -20335.00	-	0 0	0 0	4 8,300
9 Dec	415.30	17.2 ₹ 35,690	-9.8 -20335.00	28.49	1 2,075	0 0	3 6,225
8 Dec	398.05	27 ₹ 56,025	8.4 17430.00	31.75	1 2,075	0 0	3 6,225
5 Dec	404.60	18.6 ₹ 38,595	4.85 10063.75	-	0 0	0 0	0 0
4 Dec	401.60	18.6 ₹ 38,595	4.85 10063.75	-	0 0	0 0	0 0
3 Dec	401.95	18.6 ₹ 38,595	4.85 10063.75	-	0 0	0 0	0 0
2 Dec	409.10	18.6 ₹ 38,595	4.85 10063.75	-	0 0	0 0	0 0
1 Dec	417.60	18.6 ₹ 38,595	4.85 10063.75	-	0 0	0 0	0 0
28 Nov	426.20	18.6 ₹ 38,595	4.85 10063.75	-	0 0	0 0	0 0
27 Nov	425.25	18.6 ₹ 38,595	4.85 10063.75	35.49	1 2,075	0 0	3 6,225
26 Nov	419.40	13.75 ₹ 28,531.25	1 2075.00	-	0 0	0 0	0 0
21 Nov	418.40	13.75 ₹ 28,531.25	1 2075.00	-	0 0	0 0	0 0
20 Nov	426.00	13.75 ₹ 28,531.25	1 2075.00	-	0 0	0 0	0 0
18 Nov	435.85	13.75 ₹ 28,531.25	1 2075.00	-	0 0	0 0	0 0
17 Nov	440.10	13.75 ₹ 28,531.25	1 2075.00	-	0 0	0 0	0 0
14 Nov	436.40	13.75 ₹ 28,531.25	1 2075.00	-	0 0	3 6,225	0 0
13 Nov	434.05	13.75 ₹ 28,531.25	1 2075.00	-	3 6,225	2 4,150	2 4,150
10 Nov	427.60	12.75 ₹ 26,456.25	0 0.00	2.59	0 0	0 0	0 0

For Delhivery Limited - strike price 420 expiring on 27JAN2026

Delta for 420 PE is -0.60

Historical price for 420 PE is as follows

On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 17.3, which was 1.25 higher than the previous day. The implied volatity was 24.69, the open interest changed by 12 which increased total open position to 31

On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 16.05, which was -7.95 lower than the previous day. The implied volatity was 27.31, the open interest changed by 16 which increased total open position to 19

On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 24, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 24, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 24, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 24, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 24, which was 6.8 higher than the previous day. The implied volatity was 29.93, the open interest changed by 0 which decreased total open position to 4

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 17.2, which was -9.8 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 17.2, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 17.2, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 17.2, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 17.2, which was -9.8 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 3

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 27, which was 8.4 higher than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 3

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 18.6, which was 4.85 higher 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 18.6, which was 4.85 higher 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 18.6, which was 4.85 higher 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 18.6, which was 4.85 higher 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 18.6, which was 4.85 higher 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 18.6, which was 4.85 higher 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 18.6, which was 4.85 higher than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 3

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 13.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 13.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 13.75, which was 1 higher 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 13.75, which was 1 higher 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 13.75, which was 1 higher 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 13.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 13.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 12.75, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0

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