DELHIVERY

Delhivery Limited

412.3 +1.60 (0.39%)

L: 409.05 H: 413.4

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Historical option data for DELHIVERY
12 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 30-DEC-2025 425 CE
Delta: 0.33 Vega: 0.33 Theta: -0.26 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	4.7 ₹ 9,752.5	-0.1 -207.50	24.71	170 3,52,750	0 0	249 5,16,675
11 Dec	410.70	4.5 ₹ 9,337.5	0.95 1971.25	25.25	187 3,88,025	-3 -6,225	251 5,20,825
10 Dec	404.65	3.75 ₹ 7,781.25	-3.15 -6536.25	25.91	432 8,96,400	17 35,275	256 5,31,200
9 Dec	415.30	6.85 ₹ 14,213.75	4.05 8403.75	25.48	973 20,18,975	3 6,225	239 4,95,925

8 Dec	398.05	2.7 ₹ 5,602.5	-1.35 -2801.25	25.36	252 5,22,900	57 1,18,275	236 4,89,700
5 Dec	404.60	4.05 ₹ 8,403.75	-0.05 -103.75	23.71	224 4,64,800	9 18,675	177 3,67,275
4 Dec	401.60	4.15 ₹ 8,611.25	-0.4 -830.00	25.44	133 2,75,975	3 6,225	167 3,46,525
3 Dec	401.95	4.65 ₹ 9,648.75	-2.25 -4668.75	27.76	227 4,71,025	-1 -2,075	167 3,46,525
2 Dec	409.10	7.45 ₹ 15,458.75	-3.65 -7573.75	28.26	416 8,63,200	-35 -72,625	169 3,50,675
1 Dec	417.60	11.15 ₹ 23,136.25	-3.45 -7158.75	26.34	337 6,99,275	43 89,225	204 4,23,300
28 Nov	426.20	14.3 ₹ 29,672.5	-0.45 -933.75	23.58	438 9,08,850	35 72,625	162 3,36,150
27 Nov	425.25	15.15 ₹ 31,436.25	3.15 6536.25	26.14	411 8,52,825	-4 -8,300	127 2,63,525
26 Nov	419.40	11.75 ₹ 24,381.25	2.25 4668.75	24.94	189 3,92,175	-13 -26,975	130 2,69,750
25 Nov	410.65	10.25 ₹ 21,268.75	1.5 3112.50	26.06	142 2,94,650	13 26,975	146 3,02,950
24 Nov	405.85	8.4 ₹ 17,430	-6.25 -12968.75	28.27	67 1,39,025	9 18,675	133 2,75,975
21 Nov	418.40	14.15 ₹ 29,361.25	-4.15 -8611.25	28.19	202 4,19,150	112 2,32,400	124 2,57,300
20 Nov	426.00	18.55 ₹ 38,491.25	-0.9 -1867.50	25.74	12 24,900	10 20,750	10 20,750
19 Nov	436.00	19.45 ₹ 40,358.75	-45.75 -94931.25	-	0 0	0 0	0 0
18 Nov	435.85	19.45 ₹ 40,358.75	-45.75 -94931.25	-	0 0	0 0	0 0
17 Nov	440.10	19.45 ₹ 40,358.75	-45.75 -94931.25	-	0 0	0 0	0 0
14 Nov	436.40	19.45 ₹ 40,358.75	-45.75 -94931.25	-	0 0	0 0	0 0
13 Nov	434.05	19.45 ₹ 40,358.75	-45.75 -94931.25	-	0 0	0 0	0 0
12 Nov	431.40	19.45 ₹ 40,358.75	-45.75 -94931.25	20.79	2 4,150	1 2,075	1 2,075
11 Nov	430.10	65.2 ₹ 1,35,290	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	65.2 ₹ 1,35,290	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	65.2 ₹ 1,35,290	0 0.00	-	0 0	0 0	0 0
6 Nov	442.60	65.2 ₹ 1,35,290	0 0.00	-	0 0	0 0	0 0
4 Nov	484.85	65.2 ₹ 1,35,290	0 0.00	-	0 0	0 0	0 0
3 Nov	472.25	65.2 ₹ 1,35,290	0 0.00	-	0 0	0 0	0 0
31 Oct	465.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 425 expiring on 30DEC2025

Delta for 425 CE is 0.33

Historical price for 425 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 4.7, which was -0.1 lower than the previous day. The implied volatity was 24.71, the open interest changed by 0 which decreased total open position to 249

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 4.5, which was 0.95 higher than the previous day. The implied volatity was 25.25, the open interest changed by -3 which decreased total open position to 251

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 3.75, which was -3.15 lower than the previous day. The implied volatity was 25.91, the open interest changed by 17 which increased total open position to 256

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 6.85, which was 4.05 higher than the previous day. The implied volatity was 25.48, the open interest changed by 3 which increased total open position to 239

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 2.7, which was -1.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by 57 which increased total open position to 236

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 23.71, the open interest changed by 9 which increased total open position to 177

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 4.15, which was -0.4 lower than the previous day. The implied volatity was 25.44, the open interest changed by 3 which increased total open position to 167

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 4.65, which was -2.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by -1 which decreased total open position to 167

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 7.45, which was -3.65 lower than the previous day. The implied volatity was 28.26, the open interest changed by -35 which decreased total open position to 169

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 11.15, which was -3.45 lower than the previous day. The implied volatity was 26.34, the open interest changed by 43 which increased total open position to 204

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 14.3, which was -0.45 lower than the previous day. The implied volatity was 23.58, the open interest changed by 35 which increased total open position to 162

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 15.15, which was 3.15 higher than the previous day. The implied volatity was 26.14, the open interest changed by -4 which decreased total open position to 127

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 11.75, which was 2.25 higher than the previous day. The implied volatity was 24.94, the open interest changed by -13 which decreased total open position to 130

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 10.25, which was 1.5 higher than the previous day. The implied volatity was 26.06, the open interest changed by 13 which increased total open position to 146

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 8.4, which was -6.25 lower than the previous day. The implied volatity was 28.27, the open interest changed by 9 which increased total open position to 133

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 14.15, which was -4.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 112 which increased total open position to 124

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 18.55, which was -0.9 lower than the previous day. The implied volatity was 25.74, the open interest changed by 10 which increased total open position to 10

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 19.45, which was -45.75 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 19.45, which was -45.75 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 19.45, which was -45.75 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 19.45, which was -45.75 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 19.45, which was -45.75 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 19.45, which was -45.75 lower than the previous day. The implied volatity was 20.79, the open interest changed by 1 which increased total open position to 1

On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 65.2, 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 65.2, 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 65.2, 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 65.2, 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 65.2, 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 65.2, 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 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 425 PE
Delta: -0.66 Vega: 0.33 Theta: -0.16 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	16.05 ₹ 33,303.75	-2.5 -5187.50	26.04	33 68,475	1 2,075	104 2,15,800
11 Dec	410.70	18.55 ₹ 38,491.25	-6.3 -13072.50	29.00	11 22,825	-1 -2,075	103 2,13,725
10 Dec	404.65	24.85 ₹ 51,563.75	9.65 20023.75	38.49	10 20,750	0 0	105 2,17,875
9 Dec	415.30	14.85 ₹ 30,813.75	-15.15 -31436.25	26.49	22 45,650	0 0	106 2,19,950
8 Dec	398.05	30 ₹ 62,250	9.8 20335.00	40.92	4 8,300	-3 -6,225	107 2,22,025
5 Dec	404.60	20.2 ₹ 41,915	-6.3 -13072.50	22.85	10 20,750	0 0	110 2,28,250
4 Dec	401.60	26.5 ₹ 54,987.5	0.55 1141.25	34.52	3 6,225	-1 -2,075	111 2,30,325
3 Dec	401.95	25.95 ₹ 53,846.25	6.1 12657.50	28.96	6 12,450	-1 -2,075	113 2,34,475
2 Dec	409.10	19.4 ₹ 40,255	3.7 7677.50	27.94	109 2,26,175	-14 -29,050	114 2,36,550
1 Dec	417.60	15.55 ₹ 32,266.25	4 8300.00	29.98	250 5,18,750	11 22,825	128 2,65,600
28 Nov	426.20	11.6 ₹ 24,070	-0.4 -830.00	27.64	240 4,98,000	21 43,575	116 2,40,700
27 Nov	425.25	11.65 ₹ 24,173.75	-3.85 -7988.75	26.39	176 3,65,200	-12 -24,900	98 2,03,350
26 Nov	419.40	15.55 ₹ 32,266.25	-5.1 -10582.50	28.36	61 1,26,575	10 20,750	109 2,26,175
25 Nov	410.65	20.5 ₹ 42,537.5	-4.05 -8403.75	32.59	29 60,175	8 16,600	99 2,05,425
24 Nov	405.85	24.55 ₹ 50,941.25	5.95 12346.25	31.02	17 35,275	-2 -4,150	90 1,86,750
21 Nov	418.40	18.6 ₹ 38,595	5.1 10582.50	31.62	138 2,86,350	67 1,39,025	92 1,90,900
20 Nov	426.00	13.2 ₹ 27,390	2.8 5810.00	29.89	27 56,025	10 20,750	24 49,800
19 Nov	436.00	10.4 ₹ 21,580	-1.1 -2282.50	29.95	2 4,150	1 2,075	14 29,050
18 Nov	435.85	11.5 ₹ 23,862.5	0 0.00	31.89	1 2,075	0 0	13 26,975
17 Nov	440.10	11.5 ₹ 23,862.5	7.85 16288.75	-	0 0	1 2,075	0 0
14 Nov	436.40	11.5 ₹ 23,862.5	7.85 16288.75	31.43	3 6,225	0 0	12 24,900
13 Nov	434.05	3.65 ₹ 7,573.75	-6.3 -13072.50	-	0 0	0 0	0 0
12 Nov	431.40	3.65 ₹ 7,573.75	-6.3 -13072.50	-	0 0	0 0	0 0
11 Nov	430.10	3.65 ₹ 7,573.75	-6.3 -13072.50	-	0 0	0 0	0 0
10 Nov	427.60	3.65 ₹ 7,573.75	-6.3 -13072.50	-	0 0	0 0	0 0
7 Nov	429.55	3.65 ₹ 7,573.75	-6.3 -13072.50	-	0 0	0 0	0 0
6 Nov	442.60	3.65 ₹ 7,573.75	-6.3 -13072.50	-	0 0	12 24,900	0 0
4 Nov	484.85	3.65 ₹ 7,573.75	-6.3 -13072.50	33.22	12 24,900	7 14,525	7 14,525
3 Nov	472.25	9.95 ₹ 20,646.25	0 0.00	8.65	0 0	0 0	0 0
31 Oct	465.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 425 expiring on 30DEC2025

Delta for 425 PE is -0.66

Historical price for 425 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 16.05, which was -2.5 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 104

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 18.55, which was -6.3 lower than the previous day. The implied volatity was 29.00, the open interest changed by -1 which decreased total open position to 103

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 24.85, which was 9.65 higher than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 105

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 14.85, which was -15.15 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 106

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 30, which was 9.8 higher than the previous day. The implied volatity was 40.92, the open interest changed by -3 which decreased total open position to 107

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 20.2, which was -6.3 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 110

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 26.5, which was 0.55 higher than the previous day. The implied volatity was 34.52, the open interest changed by -1 which decreased total open position to 111

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 25.95, which was 6.1 higher than the previous day. The implied volatity was 28.96, the open interest changed by -1 which decreased total open position to 113

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 19.4, which was 3.7 higher than the previous day. The implied volatity was 27.94, the open interest changed by -14 which decreased total open position to 114

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 15.55, which was 4 higher than the previous day. The implied volatity was 29.98, the open interest changed by 11 which increased total open position to 128

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 11.6, which was -0.4 lower than the previous day. The implied volatity was 27.64, the open interest changed by 21 which increased total open position to 116

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 11.65, which was -3.85 lower than the previous day. The implied volatity was 26.39, the open interest changed by -12 which decreased total open position to 98

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 15.55, which was -5.1 lower than the previous day. The implied volatity was 28.36, the open interest changed by 10 which increased total open position to 109

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 20.5, which was -4.05 lower than the previous day. The implied volatity was 32.59, the open interest changed by 8 which increased total open position to 99

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 24.55, which was 5.95 higher than the previous day. The implied volatity was 31.02, the open interest changed by -2 which decreased total open position to 90

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 18.6, which was 5.1 higher than the previous day. The implied volatity was 31.62, the open interest changed by 67 which increased total open position to 92

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 13.2, which was 2.8 higher than the previous day. The implied volatity was 29.89, the open interest changed by 10 which increased total open position to 24

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 10.4, which was -1.1 lower than the previous day. The implied volatity was 29.95, the open interest changed by 1 which increased total open position to 14

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 31.89, the open interest changed by 0 which decreased total open position to 13

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 11.5, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 11.5, which was 7.85 higher than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 12

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 3.65, which was -6.3 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 3.65, which was -6.3 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 3.65, which was -6.3 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 3.65, which was -6.3 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 3.65, which was -6.3 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 3.65, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0

On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 3.65, which was -6.3 lower than the previous day. The implied volatity was 33.22, the open interest changed by 7 which increased total open position to 7

On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0

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