DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Mar 2026 04:13 PM IST
| DELHIVERY 30-MAR-2026 425 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.33
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 408.20 | 6 | -3.75 | 32.69 | 64 | 8 | 65 | |||||||||
| 11 Mar | 417.95 | 10 | -3.45 | 32.85 | 59 | 0 | 57 | |||||||||
| 10 Mar | 425.85 | 13.95 | 3.85 | 30.12 | 155 | 2 | 55 | |||||||||
| 9 Mar | 415.65 | 9.95 | -2.4 | 32 | 56 | -3 | 54 | |||||||||
| 6 Mar | 422.60 | 12.45 | -3.25 | 27.03 | 72 | 12 | 58 | |||||||||
| 5 Mar | 428.10 | 16 | 3.9 | 28.18 | 126 | 30 | 51 | |||||||||
| 4 Mar | 416.70 | 11.9 | -4.7 | 31.35 | 95 | 6 | 21 | |||||||||
| 2 Mar | 427.90 | 16.6 | -5.4 | 26.91 | 29 | 11 | 13 | |||||||||
| 27 Feb | 433.40 | 22 | 1.5 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 442.35 | 22 | 1.5 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 439.65 | 22 | 1.5 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 436.75 | 22 | 1.5 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 433.95 | 22 | 1.5 | 28.99 | 1 | 0 | 2 | |||||||||
| 20 Feb | 430.95 | 20.5 | -3.3 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 427.90 | 20.5 | -3.3 | 28.79 | 4 | 0 | 2 | |||||||||
| 18 Feb | 432.20 | 23.8 | 1.8 | 31.1 | 2 | 0 | 2 | |||||||||
| 17 Feb | 434.85 | 22 | 4.05 | 22.82 | 2 | 1 | 1 | |||||||||
| 16 Feb | 418.10 | 17.95 | 0 | 0.78 | 0 | 0 | 0 | |||||||||
| 13 Feb | 420.55 | 17.95 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 12 Feb | 429.55 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 429.50 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 435.95 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 433.75 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 436.10 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 444.10 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 448.30 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 443.25 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 439.90 | 17.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 436.80 | 17.95 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 30 Jan | 422.95 | 17.95 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 29 Jan | 411.80 | 17.95 | 0 | 2.42 | 0 | 0 | 0 | |||||||||
| 28 Jan | 407.75 | 17.95 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 425 expiring on 30MAR2026
Delta for 425 CE is 0.32
Historical price for 425 CE is as follows
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 6, which was -3.75 lower than the previous day. The implied volatity was 32.69, the open interest changed by 8 which increased total open position to 65
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 10, which was -3.45 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 57
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 13.95, which was 3.85 higher than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 55
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 9.95, which was -2.4 lower than the previous day. The implied volatity was 32, the open interest changed by -3 which decreased total open position to 54
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 12.45, which was -3.25 lower than the previous day. The implied volatity was 27.03, the open interest changed by 12 which increased total open position to 58
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 16, which was 3.9 higher than the previous day. The implied volatity was 28.18, the open interest changed by 30 which increased total open position to 51
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 11.9, which was -4.7 lower than the previous day. The implied volatity was 31.35, the open interest changed by 6 which increased total open position to 21
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 16.6, which was -5.4 lower than the previous day. The implied volatity was 26.91, the open interest changed by 11 which increased total open position to 13
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 2
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 20.5, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 20.5, which was -3.3 lower than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 2
On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 23.8, which was 1.8 higher than the previous day. The implied volatity was 31.1, the open interest changed by 0 which decreased total open position to 2
On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 22, which was 4.05 higher than the previous day. The implied volatity was 22.82, the open interest changed by 1 which increased total open position to 1
On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 17.95, which was 0 lower than the previous day. The implied volatity was 0.78, 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 17.95, which was 0 lower than the previous day. The implied volatity was 0.47, 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 17.95, 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 17.95, 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 17.95, 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 17.95, 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 17.95, 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 17.95, 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 17.95, 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 17.95, 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 17.95, 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 17.95, which was 0 lower than the previous day. The implied volatity was 0.2, 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 17.95, which was 0 lower than the previous day. The implied volatity was 0.42, 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 17.95, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 17.95, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30MAR2026 425 PE | |||||||
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Delta: -0.67
Vega: 0.33
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 408.20 | 21.6 | 5.95 | 34.65 | 14 | -2 | 53 |
| 11 Mar | 417.95 | 16.2 | 5.7 | 34.73 | 80 | 0 | 54 |
| 10 Mar | 425.85 | 10.5 | -10.1 | 31.07 | 41 | 2 | 51 |
| 9 Mar | 415.65 | 20.6 | 6.25 | 43.1 | 14 | -5 | 53 |
| 6 Mar | 422.60 | 13.25 | 2.25 | 32.32 | 55 | 14 | 59 |
| 5 Mar | 428.10 | 11 | -6.9 | 31.51 | 3 | 1 | 44 |
| 4 Mar | 416.70 | 17.9 | 5.8 | 34.88 | 42 | 0 | 44 |
| 2 Mar | 427.90 | 11.55 | 1.5 | 31.7 | 54 | 16 | 44 |
| 27 Feb | 433.40 | 9.7 | 3.2 | 30.22 | 12 | 4 | 29 |
| 26 Feb | 442.35 | 6.5 | -1.5 | 27.71 | 15 | 4 | 25 |
| 25 Feb | 439.65 | 8 | -1.4 | 28.85 | 14 | 8 | 20 |
| 24 Feb | 436.75 | 9.4 | -1.35 | 32.11 | 11 | 3 | 12 |
| 23 Feb | 433.95 | 10.75 | -1.15 | 31.18 | 4 | 3 | 8 |
| 20 Feb | 430.95 | 11.9 | -26.25 | 30.6 | 7 | 4 | 4 |
| 19 Feb | 427.90 | 38.15 | 0 | 1.87 | 0 | 0 | 0 |
| 18 Feb | 432.20 | 38.15 | 0 | 2.53 | 0 | 0 | 0 |
| 17 Feb | 434.85 | 38.15 | 0 | 3.22 | 0 | 0 | 0 |
| 16 Feb | 418.10 | 38.15 | 0 | 0.16 | 0 | 0 | 0 |
| 13 Feb | 420.55 | 38.15 | 0 | 0.06 | 0 | 0 | 0 |
| 12 Feb | 429.55 | 38.15 | 0 | 1.79 | 0 | 0 | 0 |
| 11 Feb | 429.50 | 38.15 | 0 | 2.11 | 0 | 0 | 0 |
| 10 Feb | 435.95 | 38.15 | 0 | 3.28 | 0 | 0 | 0 |
| 9 Feb | 433.75 | 38.15 | 0 | 2.77 | 0 | 0 | 0 |
| 6 Feb | 436.10 | 38.15 | 0 | 2.88 | 0 | 0 | 0 |
| 5 Feb | 444.10 | 38.15 | 0 | 4.53 | 0 | 0 | 0 |
| 4 Feb | 448.30 | 38.15 | 0 | 5.21 | 0 | 0 | 0 |
| 3 Feb | 443.25 | 38.15 | 0 | 4.56 | 0 | 0 | 0 |
| 2 Feb | 439.90 | 38.15 | 0 | 3.84 | 0 | 0 | 0 |
| 1 Feb | 436.80 | 38.15 | 0 | 2.83 | 0 | 0 | 0 |
| 30 Jan | 422.95 | 38.15 | 0 | 1.5 | 0 | 0 | 0 |
| 29 Jan | 411.80 | 38.15 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 407.75 | 38.15 | 0 | 0 | 0 | 0 | 0 |
For Delhivery Limited - strike price 425 expiring on 30MAR2026
Delta for 425 PE is -0.67
Historical price for 425 PE is as follows
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 21.6, which was 5.95 higher than the previous day. The implied volatity was 34.65, the open interest changed by -2 which decreased total open position to 53
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 16.2, which was 5.7 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 54
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 10.5, which was -10.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 2 which increased total open position to 51
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 20.6, which was 6.25 higher than the previous day. The implied volatity was 43.1, the open interest changed by -5 which decreased total open position to 53
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 13.25, which was 2.25 higher than the previous day. The implied volatity was 32.32, the open interest changed by 14 which increased total open position to 59
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 11, which was -6.9 lower than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 44
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 17.9, which was 5.8 higher than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 44
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 11.55, which was 1.5 higher than the previous day. The implied volatity was 31.7, the open interest changed by 16 which increased total open position to 44
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 9.7, which was 3.2 higher than the previous day. The implied volatity was 30.22, the open interest changed by 4 which increased total open position to 29
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 6.5, which was -1.5 lower than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 25
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 8, which was -1.4 lower than the previous day. The implied volatity was 28.85, the open interest changed by 8 which increased total open position to 20
On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 9.4, which was -1.35 lower than the previous day. The implied volatity was 32.11, the open interest changed by 3 which increased total open position to 12
On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 10.75, which was -1.15 lower than the previous day. The implied volatity was 31.18, the open interest changed by 3 which increased total open position to 8
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 11.9, which was -26.25 lower than the previous day. The implied volatity was 30.6, the open interest changed by 4 which increased total open position to 4
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 1.87, 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 38.15, which was 0 lower than the previous day. The implied volatity was 2.53, 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 38.15, which was 0 lower than the previous day. The implied volatity was 3.22, 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 38.15, which was 0 lower than the previous day. The implied volatity was 0.16, 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 38.15, which was 0 lower than the previous day. The implied volatity was 0.06, 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 38.15, which was 0 lower than the previous day. The implied volatity was 1.79, 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 38.15, which was 0 lower than the previous day. The implied volatity was 2.11, 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 38.15, which was 0 lower than the previous day. The implied volatity was 3.28, 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 38.15, which was 0 lower than the previous day. The implied volatity was 2.77, 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 38.15, which was 0 lower than the previous day. The implied volatity was 2.88, 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 38.15, which was 0 lower than the previous day. The implied volatity was 4.53, 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 38.15, which was 0 lower than the previous day. The implied volatity was 5.21, 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 38.15, which was 0 lower than the previous day. The implied volatity was 4.56, 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 38.15, which was 0 lower than the previous day. The implied volatity was 3.84, 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 38.15, which was 0 lower than the previous day. The implied volatity was 2.83, 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 38.15, which was 0 lower than the previous day. The implied volatity was 1.5, 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 38.15, 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 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
