[--[65.84.65.76]--]

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
DELHIVERY 30-DEC-2025 430 CE
Delta: 0.26
Vega: 0.29
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 3.4 -0.1 24.88 255 -6 736
11 Dec 410.70 3.3 0.7 25.46 286 -61 740
10 Dec 404.65 2.7 -2.55 25.93 1,007 -79 801
9 Dec 415.30 5.2 3.1 25.54 2,059 -89 877
8 Dec 398.05 2.2 -0.75 26.60 333 2 965
5 Dec 404.60 3.05 -0.05 24.04 302 -32 961
4 Dec 401.60 3.2 -0.3 25.78 308 -27 995
3 Dec 401.95 3.55 -1.65 27.67 833 46 1,033
2 Dec 409.10 5.7 -3.45 27.63 2,124 -553 988
1 Dec 417.60 9.1 -3.1 26.41 1,174 21 1,551
28 Nov 426.20 12.15 -0.2 24.39 1,964 131 1,531
27 Nov 425.25 12.9 2.95 26.57 874 30 1,399
26 Nov 419.40 9.9 1.95 25.49 649 -39 1,368
25 Nov 410.65 8.75 1.4 26.79 451 23 1,411
24 Nov 405.85 7.1 -5.9 28.72 613 105 1,376
21 Nov 418.40 12.1 -3.6 28.34 1,968 1,148 1,272
20 Nov 426.00 15.55 -5.55 25.15 134 76 123
19 Nov 436.00 21.1 -0.9 26.21 37 5 38
18 Nov 435.85 22 -2.8 27.05 48 21 33
17 Nov 440.10 24.8 0.8 27.10 2 0 13
14 Nov 436.40 24 -3.15 27.60 2 0 13
13 Nov 434.05 27.15 4.5 34.66 15 -1 12
12 Nov 431.40 22.65 1 30.03 14 4 12
11 Nov 430.10 21.65 1.45 29.27 12 2 7
10 Nov 427.60 20.2 -29.35 28.87 10 6 6
7 Nov 429.55 49.55 0 - 0 0 0
6 Nov 442.60 49.55 0 - 0 0 0
4 Nov 484.85 49.55 0 - 0 0 0
3 Nov 472.25 49.55 0 - 0 0 0
31 Oct 465.95 49.55 0 - 0 0 0
28 Oct 475.80 0 0 - 0 0 0
27 Oct 473.00 0 0 - 0 0 0
23 Oct 473.70 0 0 - 0 0 0
21 Oct 476.55 0 0 - 0 0 0
20 Oct 474.90 0 0 - 0 0 0
17 Oct 465.35 0 0 - 0 0 0
15 Oct 460.75 0 0 - 0 0 0
14 Oct 469.35 0 0 - 0 0 0
13 Oct 473.80 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 430 expiring on 30DEC2025

Delta for 430 CE is 0.26

Historical price for 430 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 3.4, which was -0.1 lower than the previous day. The implied volatity was 24.88, the open interest changed by -6 which decreased total open position to 736


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 3.3, which was 0.7 higher than the previous day. The implied volatity was 25.46, the open interest changed by -61 which decreased total open position to 740


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 2.7, which was -2.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by -79 which decreased total open position to 801


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 5.2, which was 3.1 higher than the previous day. The implied volatity was 25.54, the open interest changed by -89 which decreased total open position to 877


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 26.60, the open interest changed by 2 which increased total open position to 965


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 24.04, the open interest changed by -32 which decreased total open position to 961


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 3.2, which was -0.3 lower than the previous day. The implied volatity was 25.78, the open interest changed by -27 which decreased total open position to 995


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 3.55, which was -1.65 lower than the previous day. The implied volatity was 27.67, the open interest changed by 46 which increased total open position to 1033


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 5.7, which was -3.45 lower than the previous day. The implied volatity was 27.63, the open interest changed by -553 which decreased total open position to 988


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 9.1, which was -3.1 lower than the previous day. The implied volatity was 26.41, the open interest changed by 21 which increased total open position to 1551


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 12.15, which was -0.2 lower than the previous day. The implied volatity was 24.39, the open interest changed by 131 which increased total open position to 1531


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 12.9, which was 2.95 higher than the previous day. The implied volatity was 26.57, the open interest changed by 30 which increased total open position to 1399


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 9.9, which was 1.95 higher than the previous day. The implied volatity was 25.49, the open interest changed by -39 which decreased total open position to 1368


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 8.75, which was 1.4 higher than the previous day. The implied volatity was 26.79, the open interest changed by 23 which increased total open position to 1411


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 7.1, which was -5.9 lower than the previous day. The implied volatity was 28.72, the open interest changed by 105 which increased total open position to 1376


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 12.1, which was -3.6 lower than the previous day. The implied volatity was 28.34, the open interest changed by 1148 which increased total open position to 1272


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 15.55, which was -5.55 lower than the previous day. The implied volatity was 25.15, the open interest changed by 76 which increased total open position to 123


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 21.1, which was -0.9 lower than the previous day. The implied volatity was 26.21, the open interest changed by 5 which increased total open position to 38


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 22, which was -2.8 lower than the previous day. The implied volatity was 27.05, the open interest changed by 21 which increased total open position to 33


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 24.8, which was 0.8 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 13


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 24, which was -3.15 lower than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 13


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 27.15, which was 4.5 higher than the previous day. The implied volatity was 34.66, the open interest changed by -1 which decreased total open position to 12


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 22.65, which was 1 higher than the previous day. The implied volatity was 30.03, the open interest changed by 4 which increased total open position to 12


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 21.65, which was 1.45 higher than the previous day. The implied volatity was 29.27, the open interest changed by 2 which increased total open position to 7


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 20.2, which was -29.35 lower than the previous day. The implied volatity was 28.87, the open interest changed by 6 which increased total open position to 6


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 Oct DELHIVERY was trading at 475.80. 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 27 Oct DELHIVERY was trading at 473.00. 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 23 Oct DELHIVERY was trading at 473.70. 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 21 Oct DELHIVERY was trading at 476.55. 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 20 Oct DELHIVERY was trading at 474.90. 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 17 Oct DELHIVERY was trading at 465.35. 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 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 13 Oct DELHIVERY was trading at 473.80. 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 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 430 PE
Delta: -0.74
Vega: 0.30
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 19.45 -2.55 25.44 16 -13 303
11 Dec 410.70 22 -5.45 28.56 8 -1 317
10 Dec 404.65 27.05 8.45 34.29 14 -7 319
9 Dec 415.30 18.45 -14.05 28.19 84 -46 327
8 Dec 398.05 32.45 7.65 37.04 21 -7 373
5 Dec 404.60 24.8 -5.15 25.10 21 2 381
4 Dec 401.60 29.95 1.2 34.06 5 -1 380
3 Dec 401.95 28.75 5.4 25.63 5 -3 382
2 Dec 409.10 23.5 4.85 26.96 79 -19 391
1 Dec 417.60 18.85 4.75 30.96 370 9 410
28 Nov 426.20 13.95 -0.55 27.48 314 29 401
27 Nov 425.25 14.1 -4.15 26.31 149 17 378
26 Nov 419.40 18.4 -5.6 28.44 174 -38 361
25 Nov 410.65 22.55 -5.45 30.66 39 23 399
24 Nov 405.85 28.1 7.2 31.38 50 10 374
21 Nov 418.40 21.7 5.9 32.17 458 235 359
20 Nov 426.00 15.4 3.05 29.67 86 34 124
19 Nov 436.00 12.15 -0.4 29.56 43 10 87
18 Nov 435.85 12.45 1.7 30.02 65 41 77
17 Nov 440.10 10.75 -3.55 29.24 12 2 37
14 Nov 436.40 14.3 -0.4 - 0 -1 0
13 Nov 434.05 14.3 -0.4 30.79 18 -2 34
12 Nov 431.40 14.35 -0.65 28.91 17 4 37
11 Nov 430.10 15 -2 28.84 6 -1 34
10 Nov 427.60 17 0.3 30.07 29 -12 36
7 Nov 429.55 16.8 4.85 31.46 33 10 47
6 Nov 442.60 11.95 7.2 26.66 130 9 37
4 Nov 484.85 4.75 -3.55 34.11 4 1 28
3 Nov 472.25 8.3 1.1 36.35 3 0 27
31 Oct 465.95 7.2 0.1 - 11 4 27
28 Oct 475.80 7.1 -2.9 34.78 23 22 22
27 Oct 473.00 10 -3.3 - 0 0 0
23 Oct 473.70 10 -3.3 - 0 0 0
21 Oct 476.55 10 -3.3 - 0 0 0
20 Oct 474.90 10 -3.3 - 0 -1 0
17 Oct 465.35 10 -3.3 33.24 1 0 1
15 Oct 460.75 23 0 - 0 0 0
14 Oct 469.35 23 0 6.39 0 0 0
13 Oct 473.80 23 0 7.64 0 0 0
10 Oct 464.85 23 0 5.77 0 0 0
9 Oct 468.00 23 0 - 0 0 0
8 Oct 467.30 23 0 6.15 0 0 0
7 Oct 468.95 23 0 6.18 0 0 0
6 Oct 462.60 0 0 - 0 0 0
3 Oct 437.30 0 0 2.66 0 0 0


For Delhivery Limited - strike price 430 expiring on 30DEC2025

Delta for 430 PE is -0.74

Historical price for 430 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 19.45, which was -2.55 lower than the previous day. The implied volatity was 25.44, the open interest changed by -13 which decreased total open position to 303


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 22, which was -5.45 lower than the previous day. The implied volatity was 28.56, the open interest changed by -1 which decreased total open position to 317


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 27.05, which was 8.45 higher than the previous day. The implied volatity was 34.29, the open interest changed by -7 which decreased total open position to 319


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 18.45, which was -14.05 lower than the previous day. The implied volatity was 28.19, the open interest changed by -46 which decreased total open position to 327


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 32.45, which was 7.65 higher than the previous day. The implied volatity was 37.04, the open interest changed by -7 which decreased total open position to 373


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 24.8, which was -5.15 lower than the previous day. The implied volatity was 25.10, the open interest changed by 2 which increased total open position to 381


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 29.95, which was 1.2 higher than the previous day. The implied volatity was 34.06, the open interest changed by -1 which decreased total open position to 380


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 28.75, which was 5.4 higher than the previous day. The implied volatity was 25.63, the open interest changed by -3 which decreased total open position to 382


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 23.5, which was 4.85 higher than the previous day. The implied volatity was 26.96, the open interest changed by -19 which decreased total open position to 391


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 18.85, which was 4.75 higher than the previous day. The implied volatity was 30.96, the open interest changed by 9 which increased total open position to 410


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 13.95, which was -0.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by 29 which increased total open position to 401


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 14.1, which was -4.15 lower than the previous day. The implied volatity was 26.31, the open interest changed by 17 which increased total open position to 378


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 18.4, which was -5.6 lower than the previous day. The implied volatity was 28.44, the open interest changed by -38 which decreased total open position to 361


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 22.55, which was -5.45 lower than the previous day. The implied volatity was 30.66, the open interest changed by 23 which increased total open position to 399


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 28.1, which was 7.2 higher than the previous day. The implied volatity was 31.38, the open interest changed by 10 which increased total open position to 374


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 21.7, which was 5.9 higher than the previous day. The implied volatity was 32.17, the open interest changed by 235 which increased total open position to 359


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 15.4, which was 3.05 higher than the previous day. The implied volatity was 29.67, the open interest changed by 34 which increased total open position to 124


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 12.15, which was -0.4 lower than the previous day. The implied volatity was 29.56, the open interest changed by 10 which increased total open position to 87


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 12.45, which was 1.7 higher than the previous day. The implied volatity was 30.02, the open interest changed by 41 which increased total open position to 77


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 10.75, which was -3.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 37


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 14.3, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 14.3, which was -0.4 lower than the previous day. The implied volatity was 30.79, the open interest changed by -2 which decreased total open position to 34


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 14.35, which was -0.65 lower than the previous day. The implied volatity was 28.91, the open interest changed by 4 which increased total open position to 37


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 28.84, the open interest changed by -1 which decreased total open position to 34


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 17, which was 0.3 higher than the previous day. The implied volatity was 30.07, the open interest changed by -12 which decreased total open position to 36


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 16.8, which was 4.85 higher than the previous day. The implied volatity was 31.46, the open interest changed by 10 which increased total open position to 47


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 11.95, which was 7.2 higher than the previous day. The implied volatity was 26.66, the open interest changed by 9 which increased total open position to 37


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 4.75, which was -3.55 lower than the previous day. The implied volatity was 34.11, the open interest changed by 1 which increased total open position to 28


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 8.3, which was 1.1 higher than the previous day. The implied volatity was 36.35, the open interest changed by 0 which decreased total open position to 27


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 7.2, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 27


On 28 Oct DELHIVERY was trading at 475.80. The strike last trading price was 7.1, which was -2.9 lower than the previous day. The implied volatity was 34.78, the open interest changed by 22 which increased total open position to 22


On 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 10, 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 0


On 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 10, 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 0


On 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 10, 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 0


On 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 10, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 17 Oct DELHIVERY was trading at 465.35. The strike last trading price was 10, which was -3.3 lower than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 1


On 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 23, 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 23, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0


On 13 Oct DELHIVERY was trading at 473.80. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 7.64, 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 23, which was 0 lower than the previous day. The implied volatity was 5.77, 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 23, 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 23, which was 0 lower than the previous day. The implied volatity was 6.15, 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 23, which was 0 lower than the previous day. The implied volatity was 6.18, 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 2.66, the open interest changed by 0 which decreased total open position to 0