DELHIVERY

Delhivery Limited

406.1 -6.00 (-1.46%)

L: 404.85 H: 415.9

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Historical option data for DELHIVERY
24 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 27-JAN-2026 430 CE
Delta: 0.29 Vega: 0.43 Theta: -0.19 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	406.10	5.6 ₹ 11,620	-1.85 -3838.75	25.37	24 49,800	8 16,600	30 62,250
23 Dec	412.10	7.65 ₹ 15,873.75	-0.35 -726.25	26.04	12 24,900	1 2,075	22 45,650
22 Dec	409.35	8 ₹ 16,600	1.45 3008.75	28.27	12 24,900	4 8,300	21 43,575
19 Dec	405.95	6.55 ₹ 13,591.25	1.35 2801.25	26.31	4 8,300	3 6,225	16 33,200
18 Dec	402.35	5.2 ₹ 10,790	-4.9 -10167.50	25.66	4 8,300	1 2,075	12 24,900
17 Dec	399.80	10.1 ₹ 20,957.5	-0.35 -726.25	-	0 0	0 0	11 22,825
16 Dec	401.80	10.1 ₹ 20,957.5	-0.35 -726.25	34.92	1 2,075	0 0	11 22,825
15 Dec	407.25	10.45 ₹ 21,683.75	0.75 1556.25	-	0 0	0 0	0 0
12 Dec	412.30	10.45 ₹ 21,683.75	0.75 1556.25	26.97	6 12,450	-1 -2,075	12 24,900
11 Dec	410.70	9.7 ₹ 20,127.5	1 2075.00	26.65	1 2,075	0 0	14 29,050
10 Dec	404.65	8.7 ₹ 18,052.5	-2 -4150.00	27.70	9 18,675	4 8,300	14 29,050
9 Dec	415.30	10.7 ₹ 22,202.5	0.85 1763.75	24.37	2 4,150	-1 -2,075	10 20,750
8 Dec	398.05	9.85 ₹ 20,438.75	-4.35 -9026.25	32.19	4 8,300	-1 -2,075	8 16,600
5 Dec	404.60	14.2 ₹ 29,465	-2.2 -4565.00	-	0 0	0 0	0 0
4 Dec	401.60	14.2 ₹ 29,465	-2.2 -4565.00	-	0 0	0 0	0 0
3 Dec	401.95	14.2 ₹ 29,465	-2.2 -4565.00	-	0 0	1 2,075	0 0
2 Dec	409.10	14.2 ₹ 29,465	-2.2 -4565.00	31.97	1 2,075	0 0	8 16,600
1 Dec	417.60	16.4 ₹ 34,030	-5 -10375.00	27.89	6 12,450	3 6,225	7 14,525
28 Nov	426.20	21.4 ₹ 44,405	2.25 4668.75	28.94	2 4,150	1 2,075	4 8,300
27 Nov	425.25	19.15 ₹ 39,736.25	-1.85 -3838.75	26.30	2 4,150	1 2,075	2 4,150
26 Nov	419.40	21 ₹ 43,575	-46.9 -97317.50	-	0 0	0 0	0 0
21 Nov	418.40	21 ₹ 43,575	-46.9 -97317.50	32.90	1 2,075	0 0	0 0
20 Nov	426.00	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
18 Nov	435.85	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0

6 Nov	442.60	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
3 Nov	472.25	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	465.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	475.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 430 expiring on 27JAN2026

Delta for 430 CE is 0.29

Historical price for 430 CE is as follows

On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 5.6, which was -1.85 lower than the previous day. The implied volatity was 25.37, the open interest changed by 8 which increased total open position to 30

On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 7.65, which was -0.35 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 22

On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 8, which was 1.45 higher than the previous day. The implied volatity was 28.27, the open interest changed by 4 which increased total open position to 21

On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was 26.31, the open interest changed by 3 which increased total open position to 16

On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 5.2, which was -4.9 lower than the previous day. The implied volatity was 25.66, the open interest changed by 1 which increased total open position to 12

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 10.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 10.1, which was -0.35 lower than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 11

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 10.45, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 10.45, which was 0.75 higher than the previous day. The implied volatity was 26.97, the open interest changed by -1 which decreased total open position to 12

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 9.7, which was 1 higher than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 14

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 8.7, which was -2 lower than the previous day. The implied volatity was 27.70, the open interest changed by 4 which increased total open position to 14

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 10.7, which was 0.85 higher than the previous day. The implied volatity was 24.37, the open interest changed by -1 which decreased total open position to 10

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 9.85, which was -4.35 lower than the previous day. The implied volatity was 32.19, the open interest changed by -1 which decreased total open position to 8

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 14.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 14.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 14.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 14.2, which was -2.2 lower than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 8

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 16.4, which was -5 lower than the previous day. The implied volatity was 27.89, the open interest changed by 3 which increased total open position to 7

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 21.4, which was 2.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by 1 which increased total open position to 4

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 19.15, which was -1.85 lower than the previous day. The implied volatity was 26.30, the open interest changed by 1 which increased total open position to 2

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 21, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 21, which was -46.9 lower than the previous day. The implied volatity was 32.90, the open interest changed by 0 which decreased total open position to 0

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 67.9, 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 Nov DELHIVERY was trading at 436.00. The strike last trading price was 67.9, 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 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 67.9, 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 Nov DELHIVERY was trading at 440.10. The strike last trading price was 67.9, 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 Nov DELHIVERY was trading at 436.40. The strike last trading price was 67.9, 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 Nov DELHIVERY was trading at 431.40. The strike last trading price was 67.9, 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 67.9, 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 67.9, 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 67.9, 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 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 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

On 30 Oct DELHIVERY was trading at 475.30. 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 27JAN2026 430 PE
Delta: -0.74 Vega: 0.40 Theta: -0.04 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	406.10	22.85 ₹ 47,413.75	0.5 1037.50	21.73	9 18,675	5 10,375	36 74,700
23 Dec	412.10	22.35 ₹ 46,376.25	-0.4 -830.00	27.73	6 12,450	5 10,375	30 62,250
22 Dec	409.35	22.75 ₹ 47,206.25	-2.9 -6017.50	24.68	1 2,075	0 0	24 49,800
19 Dec	405.95	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	24 49,800
18 Dec	402.35	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	24 49,800
17 Dec	399.80	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	24 49,800
16 Dec	401.80	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	24 49,800
15 Dec	407.25	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	0 0
12 Dec	412.30	25.65 ₹ 53,223.75	-2.1 -4357.50	31.53	1 2,075	0 0	24 49,800
11 Dec	410.70	27.75 ₹ 57,581.25	8.95 18571.25	-	0 0	0 0	24 49,800
10 Dec	404.65	27.75 ₹ 57,581.25	8.95 18571.25	-	0 0	0 0	24 49,800
9 Dec	415.30	27.75 ₹ 57,581.25	8.95 18571.25	36.78	2 4,150	0 0	22 45,650
8 Dec	398.05	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	22 45,650
5 Dec	404.60	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
4 Dec	401.60	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
3 Dec	401.95	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
2 Dec	409.10	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
1 Dec	417.60	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
28 Nov	426.20	18.8 ₹ 39,010	-5.2 -10790.00	29.54	1 2,075	0 0	22 45,650
27 Nov	425.25	24 ₹ 49,800	7.5 15562.50	-	0 0	0 0	0 0
26 Nov	419.40	24 ₹ 49,800	7.5 15562.50	-	0 0	0 0	0 0
21 Nov	418.40	24 ₹ 49,800	7.5 15562.50	30.38	1 2,075	0 0	22 45,650
20 Nov	426.00	16.5 ₹ 34,237.5	-2.25 -4668.75	-	0 0	0 0	0 0
19 Nov	436.00	16.5 ₹ 34,237.5	-2.25 -4668.75	30.72	3 6,225	0 0	22 45,650
18 Nov	435.85	18.75 ₹ 38,906.25	-1.25 -2593.75	-	0 0	0 0	0 0
17 Nov	440.10	18.75 ₹ 38,906.25	-1.25 -2593.75	-	0 0	0 0	0 0
14 Nov	436.40	18.75 ₹ 38,906.25	-1.25 -2593.75	-	0 0	0 0	0 0
12 Nov	431.40	18.75 ₹ 38,906.25	-1.25 -2593.75	30.18	4 8,300	0 0	22 45,650
10 Nov	427.60	20 ₹ 41,500	5 10375.00	-	0 0	11 22,825	0 0
7 Nov	429.55	20 ₹ 41,500	5 10375.00	31.39	26 53,950	11 22,825	22 45,650
6 Nov	442.60	15 ₹ 31,125	5.95 12346.25	27.26	8 16,600	-5 -10,375	12 24,900
3 Nov	472.25	9.05 ₹ 18,778.75	-0.55 -1141.25	32.25	4 8,300	3 6,225	16 33,200
31 Oct	465.95	9.6 ₹ 19,920	-6 -12450.00	-	15 31,125	12 24,900	12 24,900
30 Oct	475.30	15.6 ₹ 32,370	0 0.00	6.75	0 0	0 0	0 0

For Delhivery Limited - strike price 430 expiring on 27JAN2026

Delta for 430 PE is -0.74

Historical price for 430 PE is as follows

On 24 Dec DELHIVERY was trading at 406.10. The strike last trading price was 22.85, which was 0.5 higher than the previous day. The implied volatity was 21.73, the open interest changed by 5 which increased total open position to 36

On 23 Dec DELHIVERY was trading at 412.10. The strike last trading price was 22.35, which was -0.4 lower than the previous day. The implied volatity was 27.73, the open interest changed by 5 which increased total open position to 30

On 22 Dec DELHIVERY was trading at 409.35. The strike last trading price was 22.75, which was -2.9 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 24

On 19 Dec DELHIVERY was trading at 405.95. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 18 Dec DELHIVERY was trading at 402.35. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 17 Dec DELHIVERY was trading at 399.80. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 24

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 27.75, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 27.75, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 27.75, which was 8.95 higher than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 22

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 22

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 24, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 24, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 24, which was 7.5 higher than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 22

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 16.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 16.5, which was -2.25 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 22

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 18.75, which was -1.25 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 18.75, which was -1.25 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 18.75, which was -1.25 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 18.75, which was -1.25 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 22

On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 20, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0

On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 20, which was 5 higher than the previous day. The implied volatity was 31.39, the open interest changed by 11 which increased total open position to 22

On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 15, which was 5.95 higher than the previous day. The implied volatity was 27.26, the open interest changed by -5 which decreased total open position to 12

On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 9.05, which was -0.55 lower than the previous day. The implied volatity was 32.25, the open interest changed by 3 which increased total open position to 16

On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 9.6, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12

On 30 Oct DELHIVERY was trading at 475.30. The strike last trading price was 15.6, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0

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