[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
422.6 -5.50 (-1.28%)
L: 421.3 H: 430.5

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Historical option data for DELHIVERY

06 Mar 2026 04:13 PM IST
DELHIVERY 30-MAR-2026 430 CE
Delta: 0.47
Vega: 0.43
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 422.60 10.75 -2.2 28.53 392 36 255
5 Mar 428.10 13.15 3.3 27.75 477 77 218
4 Mar 416.70 9.75 -4.25 31.04 256 15 142
2 Mar 427.90 14.1 -2.75 27.35 244 47 127
27 Feb 433.40 16.9 -5.55 25.93 67 12 81
26 Feb 442.35 22.3 1.65 27.29 76 -34 70
25 Feb 439.65 20.2 -0.15 26.21 144 -34 103
24 Feb 436.75 20.65 1.95 25.25 203 -13 139
23 Feb 433.95 18.7 1 28.17 252 -24 157
20 Feb 430.95 17.25 1.35 25.57 226 69 180
19 Feb 427.90 15.8 -4.05 25.13 110 49 110
18 Feb 432.20 19.85 -0.8 28.79 30 5 59
17 Feb 434.85 21.15 5.65 27.43 120 47 54
16 Feb 418.10 15.5 -2.05 - 0 0 7
13 Feb 420.55 15.5 -2.05 30.04 4 2 9
12 Feb 429.55 17.55 -0.35 25.81 3 -2 8
11 Feb 429.50 17.9 -4.6 24.51 3 1 9
10 Feb 435.95 22.5 -9.5 27.77 7 4 6
9 Feb 433.75 32 20.6 - 0 0 2
6 Feb 436.10 32 20.6 - 0 0 2
5 Feb 444.10 32 20.6 - 0 0 2
4 Feb 448.30 32 20.6 - 0 0 2
3 Feb 443.25 32 20.6 29.98 1 0 1
2 Feb 439.90 11.4 -11.7 - 0 0 1
1 Feb 436.80 11.4 -11.7 - 0 0 1
30 Jan 422.95 11.4 -11.7 - 0 0 1
29 Jan 411.80 11.4 -11.7 24.76 4 2 2
28 Jan 407.75 23.1 0 2.87 0 0 0
27 Jan 400.35 23.1 0 4.04 0 0 0
23 Jan 387.10 23.1 0 5.87 0 0 0
22 Jan 389.85 23.1 0 5.34 0 0 0
21 Jan 378.50 23.1 0 7.32 0 0 0
20 Jan 384.85 - - - 0 0 0
19 Jan 401.50 - - - 0 0 0
16 Jan 401.45 - - - 0 0 0
14 Jan 403.65 23.1 0 - 0 0 0
13 Jan 396.85 23.1 0 3.95 0 0 0
12 Jan 395.40 23.1 0 3.98 0 0 0
9 Jan 405.95 23.1 0 2.34 0 0 0
8 Jan 417.45 23.1 0 - 0 0 0
7 Jan 422.25 23.1 0 - 0 0 0
6 Jan 414.25 23.1 0 1.15 0 0 0
5 Jan 411.95 23.1 0 - 0 0 0
2 Jan 404.50 23.1 0 - 0 0 0
1 Jan 400.60 23.1 0 2.86 0 0 0
31 Dec 403.85 23.1 0 - 0 0 0


For Delhivery Limited - strike price 430 expiring on 30MAR2026

Delta for 430 CE is 0.47

Historical price for 430 CE is as follows

On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 10.75, which was -2.2 lower than the previous day. The implied volatity was 28.53, the open interest changed by 36 which increased total open position to 255


On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 13.15, which was 3.3 higher than the previous day. The implied volatity was 27.75, the open interest changed by 77 which increased total open position to 218


On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 9.75, which was -4.25 lower than the previous day. The implied volatity was 31.04, the open interest changed by 15 which increased total open position to 142


On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 14.1, which was -2.75 lower than the previous day. The implied volatity was 27.35, the open interest changed by 47 which increased total open position to 127


On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 16.9, which was -5.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 12 which increased total open position to 81


On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 22.3, which was 1.65 higher than the previous day. The implied volatity was 27.29, the open interest changed by -34 which decreased total open position to 70


On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 20.2, which was -0.15 lower than the previous day. The implied volatity was 26.21, the open interest changed by -34 which decreased total open position to 103


On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 20.65, which was 1.95 higher than the previous day. The implied volatity was 25.25, the open interest changed by -13 which decreased total open position to 139


On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 18.7, which was 1 higher than the previous day. The implied volatity was 28.17, the open interest changed by -24 which decreased total open position to 157


On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 17.25, which was 1.35 higher than the previous day. The implied volatity was 25.57, the open interest changed by 69 which increased total open position to 180


On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 15.8, which was -4.05 lower than the previous day. The implied volatity was 25.13, the open interest changed by 49 which increased total open position to 110


On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 19.85, which was -0.8 lower than the previous day. The implied volatity was 28.79, the open interest changed by 5 which increased total open position to 59


On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 21.15, which was 5.65 higher than the previous day. The implied volatity was 27.43, the open interest changed by 47 which increased total open position to 54


On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 15.5, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 15.5, which was -2.05 lower than the previous day. The implied volatity was 30.04, the open interest changed by 2 which increased total open position to 9


On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 17.55, which was -0.35 lower than the previous day. The implied volatity was 25.81, the open interest changed by -2 which decreased total open position to 8


On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 17.9, which was -4.6 lower than the previous day. The implied volatity was 24.51, the open interest changed by 1 which increased total open position to 9


On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 22.5, which was -9.5 lower than the previous day. The implied volatity was 27.77, the open interest changed by 4 which increased total open position to 6


On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 32, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 32, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 32, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 32, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 32, which was 20.6 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 1


On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 11.4, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 11.4, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 11.4, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 11.4, which was -11.7 lower than the previous day. The implied volatity was 24.76, the open interest changed by 2 which increased total open position to 2


On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 23.1, which was 0 lower than the previous day. The implied volatity was 2.87, 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 23.1, which was 0 lower than the previous day. The implied volatity was 4.04, 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 23.1, which was 0 lower than the previous day. The implied volatity was 5.87, 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 23.1, which was 0 lower than the previous day. The implied volatity was 5.34, 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 23.1, which was 0 lower than the previous day. The implied volatity was 7.32, 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 -, which was - 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 -, which was - 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 -, which was - 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 23.1, 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 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 23.1, which was 0 lower than the previous day. The implied volatity was 3.95, 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 23.1, which was 0 lower than the previous day. The implied volatity was 3.98, 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 23.1, which was 0 lower than the previous day. The implied volatity was 2.34, 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 23.1, 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 Jan DELHIVERY was trading at 422.25. The strike last trading price was 23.1, 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 Jan DELHIVERY was trading at 414.25. The strike last trading price was 23.1, which was 0 lower than the previous day. The implied volatity was 1.15, 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 23.1, 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 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 23.1, 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 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 23.1, 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 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 23.1, 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


DELHIVERY 30MAR2026 430 PE
Delta: -0.52
Vega: 0.43
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 422.60 15.85 2.4 32.27 61 17 155
5 Mar 428.10 13.6 -7.75 32.09 70 11 135
4 Mar 416.70 21.55 7.2 36.55 92 -22 125
2 Mar 427.90 13.85 2.15 31.67 355 -24 143
27 Feb 433.40 11.4 3.3 29.49 228 26 168
26 Feb 442.35 8.1 -1.35 27.61 95 7 143
25 Feb 439.65 9.9 -0.45 29 133 32 134
24 Feb 436.75 10 -2.3 29.58 197 5 102
23 Feb 433.95 12.2 -1.8 29.14 197 51 97
20 Feb 430.95 14.8 -1.25 31.91 55 13 46
19 Feb 427.90 16.05 2.55 31.85 23 9 33
18 Feb 432.20 13.5 0.8 29.39 15 2 24
17 Feb 434.85 13 -7.25 30.39 9 4 21
16 Feb 418.10 20.25 7.65 - 0 0 17
13 Feb 420.55 20.25 7.65 - 0 0 17
12 Feb 429.55 20.25 7.65 36.6 5 0 17
11 Feb 429.50 12.6 -1.9 - 0 0 17
10 Feb 435.95 12.6 -1.9 - 0 0 17
9 Feb 433.75 12.6 -1.9 - 0 0 17
6 Feb 436.10 12.6 -1.9 - 0 0 17
5 Feb 444.10 12.6 -1.9 - 0 0 17
4 Feb 448.30 12.6 -1.9 - 0 0 17
3 Feb 443.25 12.6 -1.9 31.72 3 2 17
2 Feb 439.90 14.5 -29.95 32.26 15 11 11
1 Feb 436.80 44.45 0 1.95 0 0 0
30 Jan 422.95 44.45 0 0.66 0 0 0
29 Jan 411.80 44.45 0 - 0 0 0
28 Jan 407.75 44.45 0 - 0 0 0
27 Jan 400.35 44.45 0 - 0 0 0
23 Jan 387.10 44.45 0 - 0 0 0
22 Jan 389.85 44.45 0 - 0 0 0
21 Jan 378.50 44.45 0 - 0 0 0
20 Jan 384.85 - - - 0 0 0
19 Jan 401.50 - - - 0 0 0
16 Jan 401.45 - - - 0 0 0
14 Jan 403.65 44.45 0 - 0 0 0
13 Jan 396.85 44.45 0 - 0 0 0
12 Jan 395.40 44.45 0 - 0 0 0
9 Jan 405.95 44.45 0 - 0 0 0
8 Jan 417.45 44.45 0 - 0 0 0
7 Jan 422.25 44.45 0 0.21 0 0 0
6 Jan 414.25 44.45 0 - 0 0 0
5 Jan 411.95 44.45 0 - 0 0 0
2 Jan 404.50 44.45 0 - 0 0 0
1 Jan 400.60 44.45 0 - 0 0 0
31 Dec 403.85 44.45 0 - 0 0 0


For Delhivery Limited - strike price 430 expiring on 30MAR2026

Delta for 430 PE is -0.52

Historical price for 430 PE is as follows

On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 15.85, which was 2.4 higher than the previous day. The implied volatity was 32.27, the open interest changed by 17 which increased total open position to 155


On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 13.6, which was -7.75 lower than the previous day. The implied volatity was 32.09, the open interest changed by 11 which increased total open position to 135


On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 21.55, which was 7.2 higher than the previous day. The implied volatity was 36.55, the open interest changed by -22 which decreased total open position to 125


On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 13.85, which was 2.15 higher than the previous day. The implied volatity was 31.67, the open interest changed by -24 which decreased total open position to 143


On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 11.4, which was 3.3 higher than the previous day. The implied volatity was 29.49, the open interest changed by 26 which increased total open position to 168


On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 8.1, which was -1.35 lower than the previous day. The implied volatity was 27.61, the open interest changed by 7 which increased total open position to 143


On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 9.9, which was -0.45 lower than the previous day. The implied volatity was 29, the open interest changed by 32 which increased total open position to 134


On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 10, which was -2.3 lower than the previous day. The implied volatity was 29.58, the open interest changed by 5 which increased total open position to 102


On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 12.2, which was -1.8 lower than the previous day. The implied volatity was 29.14, the open interest changed by 51 which increased total open position to 97


On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 14.8, which was -1.25 lower than the previous day. The implied volatity was 31.91, the open interest changed by 13 which increased total open position to 46


On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 16.05, which was 2.55 higher than the previous day. The implied volatity was 31.85, the open interest changed by 9 which increased total open position to 33


On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 13.5, which was 0.8 higher than the previous day. The implied volatity was 29.39, the open interest changed by 2 which increased total open position to 24


On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 13, which was -7.25 lower than the previous day. The implied volatity was 30.39, the open interest changed by 4 which increased total open position to 21


On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 20.25, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 20.25, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 20.25, which was 7.65 higher than the previous day. The implied volatity was 36.6, the open interest changed by 0 which decreased total open position to 17


On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 12.6, which was -1.9 lower than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 17


On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 14.5, which was -29.95 lower than the previous day. The implied volatity was 32.26, the open interest changed by 11 which increased total open position to 11


On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 44.45, which was 0 lower than the previous day. The implied volatity was 1.95, 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 44.45, which was 0 lower than the previous day. The implied volatity was 0.66, 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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 -, which was - 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 -, which was - 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 -, which was - 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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 44.45, which was 0 lower than the previous day. The implied volatity was 0.21, 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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 44.45, 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