DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
24 Feb 2026 04:13 PM IST
| DELHIVERY 30-MAR-2026 430 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.49
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.66
Historical price for 430 CE is as follows
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 | |||||||
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Delta: -0.35
Vega: 0.5
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.35
Historical price for 430 PE is as follows
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
