[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
404.6 +3.00 (0.75%)
L: 398.25 H: 408.25

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Historical option data for DELHIVERY

05 Dec 2025 03:38 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