DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
06 Feb 2026 04:13 PM IST
| DELHIVERY 24-FEB-2026 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.36
Theta: -0.4
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 436.10 | 19 | -12.45 | 33.17 | 20 | -1 | 192 | |||||||||
| 5 Feb | 444.10 | 31.45 | 3.8 | - | 0 | 0 | 193 | |||||||||
| 4 Feb | 448.30 | 31.45 | 3.8 | 38.48 | 3 | 0 | 193 | |||||||||
| 3 Feb | 443.25 | 27.3 | 2.7 | 33.81 | 47 | 2 | 193 | |||||||||
| 2 Feb | 439.90 | 24.85 | 0.2 | 34.3 | 95 | -6 | 194 | |||||||||
| 1 Feb | 436.80 | 22.8 | 2.35 | 38.04 | 591 | -98 | 200 | |||||||||
| 30 Jan | 422.95 | 21 | 7.55 | 42.46 | 865 | 197 | 291 | |||||||||
| 29 Jan | 411.80 | 13.2 | 2.35 | 40.99 | 99 | 19 | 95 | |||||||||
| 28 Jan | 407.75 | 10.4 | 1.85 | 37.42 | 154 | 41 | 76 | |||||||||
| 27 Jan | 400.35 | 8.45 | -2.55 | 38.36 | 88 | 35 | 36 | |||||||||
| 23 Jan | 387.10 | 11 | -6.4 | - | 0 | 0 | 1 | |||||||||
| 22 Jan | 389.85 | 11 | -6.4 | - | 0 | 0 | 1 | |||||||||
| 21 Jan | 378.50 | 11 | -6.4 | - | 0 | 0 | 1 | |||||||||
| 20 Jan | 384.85 | 11 | -6.4 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 401.50 | 11 | -6.4 | - | 0 | 0 | 1 | |||||||||
| 16 Jan | 401.45 | 11 | -6.4 | 35.93 | 1 | 0 | 0 | |||||||||
| 14 Jan | 403.65 | 17.4 | 0 | 3.85 | 0 | 0 | 0 | |||||||||
| 13 Jan | 396.85 | 17.4 | 0 | 6.28 | 0 | 0 | 0 | |||||||||
| 12 Jan | 395.40 | 17.4 | 0 | 4.91 | 0 | 0 | 0 | |||||||||
| 9 Jan | 405.95 | 17.4 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
| 8 Jan | 417.45 | 17.4 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 7 Jan | 422.25 | 17.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 414.25 | 17.4 | 0 | 1.29 | 0 | 0 | 0 | |||||||||
| 5 Jan | 411.95 | 17.4 | 0 | 1.58 | 0 | 0 | 0 | |||||||||
| 2 Jan | 404.50 | 17.4 | 0 | 2.86 | 0 | 0 | 0 | |||||||||
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| 1 Jan | 400.60 | 17.4 | 0 | 3.56 | 0 | 0 | 0 | |||||||||
| 31 Dec | 403.85 | 17.4 | - | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 425 expiring on 24FEB2026
Delta for 425 CE is 0.65
Historical price for 425 CE is as follows
On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 19, which was -12.45 lower than the previous day. The implied volatity was 33.17, the open interest changed by -1 which decreased total open position to 192
On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 31.45, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 31.45, which was 3.8 higher than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 193
On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 27.3, which was 2.7 higher than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 193
On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 24.85, which was 0.2 higher than the previous day. The implied volatity was 34.3, the open interest changed by -6 which decreased total open position to 194
On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 22.8, which was 2.35 higher than the previous day. The implied volatity was 38.04, the open interest changed by -98 which decreased total open position to 200
On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 21, which was 7.55 higher than the previous day. The implied volatity was 42.46, the open interest changed by 197 which increased total open position to 291
On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 13.2, which was 2.35 higher than the previous day. The implied volatity was 40.99, the open interest changed by 19 which increased total open position to 95
On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 10.4, which was 1.85 higher than the previous day. The implied volatity was 37.42, the open interest changed by 41 which increased total open position to 76
On 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 8.45, which was -2.55 lower than the previous day. The implied volatity was 38.36, the open interest changed by 35 which increased total open position to 36
On 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 0
On 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 17.4, 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 Jan DELHIVERY was trading at 414.25. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 17.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 24FEB2026 425 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.36
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 436.10 | 7.95 | 1.75 | 33.71 | 82 | 1 | 152 |
| 5 Feb | 444.10 | 6.2 | -0.1 | 36.08 | 44 | -13 | 152 |
| 4 Feb | 448.30 | 6.45 | -0.8 | 39.45 | 80 | 11 | 166 |
| 3 Feb | 443.25 | 6.95 | -1.2 | 37.07 | 330 | -13 | 154 |
| 2 Feb | 439.90 | 8.95 | -2.9 | 38.39 | 209 | -9 | 168 |
| 1 Feb | 436.80 | 12.8 | -6.65 | 42.09 | 437 | -58 | 175 |
| 30 Jan | 422.95 | 18.35 | -5.85 | 46.1 | 378 | 226 | 232 |
| 29 Jan | 411.80 | 24.3 | -11.9 | 41.26 | 10 | 3 | 3 |
| 28 Jan | 407.75 | 36.2 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 400.35 | 36.2 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 387.10 | 36.2 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 389.85 | 36.2 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 378.50 | 36.2 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 384.85 | 36.2 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 401.50 | 36.2 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 401.45 | 36.2 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 403.65 | 36.2 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 396.85 | 36.2 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 395.40 | 36.2 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 405.95 | 36.2 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 417.45 | 36.2 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 422.25 | 36.2 | 0 | 0.43 | 0 | 0 | 0 |
| 6 Jan | 414.25 | 36.2 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 411.95 | 36.2 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 404.50 | 36.2 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 400.60 | 36.2 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 403.85 | 36.2 | - | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 425 expiring on 24FEB2026
Delta for 425 PE is -0.35
Historical price for 425 PE is as follows
On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 7.95, which was 1.75 higher than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 152
On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 36.08, the open interest changed by -13 which decreased total open position to 152
On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 6.45, which was -0.8 lower than the previous day. The implied volatity was 39.45, the open interest changed by 11 which increased total open position to 166
On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 6.95, which was -1.2 lower than the previous day. The implied volatity was 37.07, the open interest changed by -13 which decreased total open position to 154
On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 8.95, which was -2.9 lower than the previous day. The implied volatity was 38.39, the open interest changed by -9 which decreased total open position to 168
On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 12.8, which was -6.65 lower than the previous day. The implied volatity was 42.09, the open interest changed by -58 which decreased total open position to 175
On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 18.35, which was -5.85 lower than the previous day. The implied volatity was 46.1, the open interest changed by 226 which increased total open position to 232
On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 24.3, which was -11.9 lower than the previous day. The implied volatity was 41.26, the open interest changed by 3 which increased total open position to 3
On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 36.2, 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 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 36.2, 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 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 36.2, 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 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 36.2, 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 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 36.2, 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 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 36.2, 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 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 36.2, 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 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 36.2, 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 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 36.2, 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 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 36.2, 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 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 36.2, 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 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 36.2, 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 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 36.2, 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 Jan DELHIVERY was trading at 422.25. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 36.2, 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 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 36.2, 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 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 36.2, 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 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 36.2, 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 Dec DELHIVERY was trading at 403.85. The strike last trading price was 36.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
