[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
431.4 +14.70 (3.53%)
L: 427 H: 441

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Historical option data for DELHIVERY

01 Apr 2026 04:13 PM IST
DELHIVERY 28-Apr-2026 (27d) 420 CE
Delta: 0.64
Vega: 0.44
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 431.40 24.25 6.65 36.95 124 3 161
30 Mar 416.70 16.5 -7.5 40.25 207 62 157
27 Mar 428.75 23.45 -0.65 35.36 76 9 95
25 Mar 430.35 23.7 5.25 30.67 29 -2 86
24 Mar 418.90 18 2.6 31.91 74 -1 88
23 Mar 411.40 15.4 -5.6 35.04 30 4 88
20 Mar 422.85 21 5 28.88 69 -31 85
19 Mar 413.40 16 -4.3 30.46 21 10 116
18 Mar 422.55 20.35 9.15 27.85 42 20 106
17 Mar 402.30 11.2 -0.05 29.6 3 0 86
16 Mar 401.25 11.1 -2.05 30.53 29 0 87
13 Mar 403.25 13.25 -4 30.65 41 -3 87
12 Mar 408.20 16.65 -4.5 33.67 106 77 90
11 Mar 417.95 21.15 1.25 32.8 12 11 12
10 Mar 425.85 19.9 -6.15 - 1 0 1
9 Mar 415.65 19.9 -6.15 30.8 1 0 0
6 Mar 422.60 26.05 0 - 0 0 0
5 Mar 428.10 26.05 0 - 0 0 0
4 Mar 416.70 26.05 0 0.28 0 0 0
2 Mar 427.90 26.05 0 - 0 0 0
27 Feb 433.40 26.05 0 - 0 0 0
26 Feb 442.35 26.05 0 - 0 0 0
25 Feb 439.65 26.05 0 - 0 0 0
24 Feb 436.75 26.05 0 - 0 0 0
23 Feb 433.95 26.05 0 - 0 0 0
20 Feb 430.95 26.05 0 - 0 0 0
19 Feb 427.90 26.05 0 - 0 0 0
18 Feb 432.20 26.05 0 - 0 0 0
17 Feb 434.85 26.05 0 - 0 0 0
16 Feb 418.10 26.05 0 - 0 0 0
13 Feb 420.55 26.05 0 - 0 0 0
12 Feb 429.55 26.05 0 - 0 0 0
11 Feb 429.50 26.05 0 - 0 0 0
10 Feb 435.95 26.05 0 - 0 0 0
9 Feb 433.75 26.05 0 - 0 0 0
6 Feb 436.10 26.05 0 - 0 0 0
5 Feb 444.10 26.05 0 - 0 0 0
4 Feb 448.30 26.05 0 - 0 0 0
3 Feb 443.25 26.05 0 - 0 0 0
2 Feb 439.90 26.05 0 - 0 0 0
1 Feb 436.80 26.05 0 - 0 0 0
30 Jan 422.95 26.05 0 - 0 0 0
29 Jan 411.80 0 0 0.36 0 0 0


For Delhivery Limited - strike price 420 expiring on 28APR2026

Delta for 420 CE is 0.64

Historical price for 420 CE is as follows

On 1 Apr DELHIVERY was trading at 431.40. The strike last trading price was 24.25, which was 6.65 higher than the previous day. The implied volatity was 36.95, the open interest changed by 3 which increased total open position to 161


On 30 Mar DELHIVERY was trading at 416.70. The strike last trading price was 16.5, which was -7.5 lower than the previous day. The implied volatity was 40.25, the open interest changed by 62 which increased total open position to 157


On 27 Mar DELHIVERY was trading at 428.75. The strike last trading price was 23.45, which was -0.65 lower than the previous day. The implied volatity was 35.36, the open interest changed by 9 which increased total open position to 95


On 25 Mar DELHIVERY was trading at 430.35. The strike last trading price was 23.7, which was 5.25 higher than the previous day. The implied volatity was 30.67, the open interest changed by -2 which decreased total open position to 86


On 24 Mar DELHIVERY was trading at 418.90. The strike last trading price was 18, which was 2.6 higher than the previous day. The implied volatity was 31.91, the open interest changed by -1 which decreased total open position to 88


On 23 Mar DELHIVERY was trading at 411.40. The strike last trading price was 15.4, which was -5.6 lower than the previous day. The implied volatity was 35.04, the open interest changed by 4 which increased total open position to 88


On 20 Mar DELHIVERY was trading at 422.85. The strike last trading price was 21, which was 5 higher than the previous day. The implied volatity was 28.88, the open interest changed by -31 which decreased total open position to 85


On 19 Mar DELHIVERY was trading at 413.40. The strike last trading price was 16, which was -4.3 lower than the previous day. The implied volatity was 30.46, the open interest changed by 10 which increased total open position to 116


On 18 Mar DELHIVERY was trading at 422.55. The strike last trading price was 20.35, which was 9.15 higher than the previous day. The implied volatity was 27.85, the open interest changed by 20 which increased total open position to 106


On 17 Mar DELHIVERY was trading at 402.30. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was 29.6, the open interest changed by 0 which decreased total open position to 86


On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 11.1, which was -2.05 lower than the previous day. The implied volatity was 30.53, the open interest changed by 0 which decreased total open position to 87


On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 13.25, which was -4 lower than the previous day. The implied volatity was 30.65, the open interest changed by -3 which decreased total open position to 87


On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 16.65, which was -4.5 lower than the previous day. The implied volatity was 33.67, the open interest changed by 77 which increased total open position to 90


On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 21.15, which was 1.25 higher than the previous day. The implied volatity was 32.8, the open interest changed by 11 which increased total open position to 12


On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 19.9, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 19.9, which was -6.15 lower than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 0


On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 26.05, 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 Mar DELHIVERY was trading at 428.10. The strike last trading price was 26.05, 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 Mar DELHIVERY was trading at 416.70. The strike last trading price was 26.05, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 433.40. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 442.35. The strike last trading price was 26.05, 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 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 436.75. The strike last trading price was 26.05, 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 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 430.95. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 427.90. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 432.20. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 434.85. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 418.10. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 420.55. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 429.55. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 429.50. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 435.95. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 433.75. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 436.10. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 444.10. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 448.30. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 443.25. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 439.90. The strike last trading price was 26.05, 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 Feb DELHIVERY was trading at 436.80. The strike last trading price was 26.05, 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 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 26.05, 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 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 28-Apr-2026 (27d) 420 PE
Delta: -0.36
Vega: 0.44
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 431.40 11.2 -7.05 36.82 191 5 98
30 Mar 416.70 19.4 5.7 36.42 182 11 93
27 Mar 428.75 13.35 1.75 36.53 55 -1 82
25 Mar 430.35 11.6 -5.9 34.35 22 3 83
24 Mar 418.90 17.5 -4 36.79 33 -10 80
23 Mar 411.40 22 6.75 36.74 10 4 90
20 Mar 422.85 15.25 -4.35 35.82 63 -16 87
19 Mar 413.40 19.6 5.75 34.54 13 2 103
18 Mar 422.55 13.85 -16.35 31.85 47 -6 101
17 Mar 402.30 30.2 3.45 - 46 0 107
16 Mar 401.25 30.2 3.45 40.71 46 -16 114
13 Mar 403.25 25.85 -0.1 35.34 326 -200 131
12 Mar 408.20 26.3 5.1 38.77 332 100 331
11 Mar 417.95 20.95 -4.9 37.12 210 151 232
10 Mar 425.85 25.85 11.35 - 80 0 81
9 Mar 415.65 25.85 11.35 43.83 80 35 47
6 Mar 422.60 14.5 -24.8 29.83 13 11 11
5 Mar 428.10 39.3 0 2.78 0 0 0
4 Mar 416.70 39.3 0 0.81 0 0 0
2 Mar 427.90 39.3 0 2.85 0 0 0
27 Feb 433.40 39.3 0 3.58 0 0 0
26 Feb 442.35 39.3 0 4.94 0 0 0
25 Feb 439.65 39.3 0 4.46 0 0 0
24 Feb 436.75 39.3 0 4.39 0 0 0
23 Feb 433.95 39.3 0 3.75 0 0 0
20 Feb 430.95 39.3 0 3.17 0 0 0
19 Feb 427.90 39.3 0 2.76 0 0 0
18 Feb 432.20 39.3 0 3.38 0 0 0
17 Feb 434.85 39.3 0 2.43 0 0 0
16 Feb 418.10 39.3 0 1.1 0 0 0
13 Feb 420.55 39.3 0 1.99 0 0 0
12 Feb 429.55 39.3 0 2.32 0 0 0
11 Feb 429.50 39.3 0 3.11 0 0 0
10 Feb 435.95 39.3 0 - 0 0 0
9 Feb 433.75 39.3 0 3.52 0 0 0
6 Feb 436.10 39.3 0 3.94 0 0 0
5 Feb 444.10 39.3 0 4.54 0 0 0
4 Feb 448.30 39.3 0 5.02 0 0 0
3 Feb 443.25 39.3 0 4.71 0 0 0
2 Feb 439.90 39.3 0 4.09 0 0 0
1 Feb 436.80 0 0 3.88 0 0 0
30 Jan 422.95 0 0 1.91 0 0 0
29 Jan 411.80 0 0 0.31 0 0 0


For Delhivery Limited - strike price 420 expiring on 28APR2026

Delta for 420 PE is -0.36

Historical price for 420 PE is as follows

On 1 Apr DELHIVERY was trading at 431.40. The strike last trading price was 11.2, which was -7.05 lower than the previous day. The implied volatity was 36.82, the open interest changed by 5 which increased total open position to 98


On 30 Mar DELHIVERY was trading at 416.70. The strike last trading price was 19.4, which was 5.7 higher than the previous day. The implied volatity was 36.42, the open interest changed by 11 which increased total open position to 93


On 27 Mar DELHIVERY was trading at 428.75. The strike last trading price was 13.35, which was 1.75 higher than the previous day. The implied volatity was 36.53, the open interest changed by -1 which decreased total open position to 82


On 25 Mar DELHIVERY was trading at 430.35. The strike last trading price was 11.6, which was -5.9 lower than the previous day. The implied volatity was 34.35, the open interest changed by 3 which increased total open position to 83


On 24 Mar DELHIVERY was trading at 418.90. The strike last trading price was 17.5, which was -4 lower than the previous day. The implied volatity was 36.79, the open interest changed by -10 which decreased total open position to 80


On 23 Mar DELHIVERY was trading at 411.40. The strike last trading price was 22, which was 6.75 higher than the previous day. The implied volatity was 36.74, the open interest changed by 4 which increased total open position to 90


On 20 Mar DELHIVERY was trading at 422.85. The strike last trading price was 15.25, which was -4.35 lower than the previous day. The implied volatity was 35.82, the open interest changed by -16 which decreased total open position to 87


On 19 Mar DELHIVERY was trading at 413.40. The strike last trading price was 19.6, which was 5.75 higher than the previous day. The implied volatity was 34.54, the open interest changed by 2 which increased total open position to 103


On 18 Mar DELHIVERY was trading at 422.55. The strike last trading price was 13.85, which was -16.35 lower than the previous day. The implied volatity was 31.85, the open interest changed by -6 which decreased total open position to 101


On 17 Mar DELHIVERY was trading at 402.30. The strike last trading price was 30.2, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107


On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 30.2, which was 3.45 higher than the previous day. The implied volatity was 40.71, the open interest changed by -16 which decreased total open position to 114


On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 25.85, which was -0.1 lower than the previous day. The implied volatity was 35.34, the open interest changed by -200 which decreased total open position to 131


On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 26.3, which was 5.1 higher than the previous day. The implied volatity was 38.77, the open interest changed by 100 which increased total open position to 331


On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 20.95, which was -4.9 lower than the previous day. The implied volatity was 37.12, the open interest changed by 151 which increased total open position to 232


On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 25.85, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81


On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 25.85, which was 11.35 higher than the previous day. The implied volatity was 43.83, the open interest changed by 35 which increased total open position to 47


On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 14.5, which was -24.8 lower than the previous day. The implied volatity was 29.83, the open interest changed by 11 which increased total open position to 11


On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 39.3, 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 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0


On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0


On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0


On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 39.3, 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 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 39.3, 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 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 39.3, 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 Feb DELHIVERY was trading at 433.75. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0


On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0


On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0


On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0


On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0


On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 0, 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 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0