DELHIVERY

Delhivery Limited

404.6 +3.00 (0.75%)

L: 398.25 H: 408.25

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Historical option data for DELHIVERY
05 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 30-DEC-2025 435 CE
Delta: 0.16 Vega: 0.26 Theta: -0.14 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	404.60	2.15 ₹ 4,461.25	-0.2 -415.00	23.90	296 6,14,200	147 3,05,025	337 6,99,275
4 Dec	401.60	2.4 ₹ 4,980	-0.3 -622.50	25.93	133 2,75,975	59 1,22,425	190 3,94,250
3 Dec	401.95	2.75 ₹ 5,706.25	-1.25 -2593.75	27.88	226 4,68,950	-9 -18,675	132 2,73,900
2 Dec	409.10	4.55 ₹ 9,441.25	-2.8 -5810.00	26.75	343 7,11,725	11 22,825	141 2,92,575
1 Dec	417.60	7.4 ₹ 15,355	-2.45 -5083.75	26.61	348 7,22,100	30 62,250	131 2,71,825
28 Nov	426.20	9.75 ₹ 20,231.25	-0.35 -726.25	24.05	323 6,70,225	9 18,675	101 2,09,575
27 Nov	425.25	10.3 ₹ 21,372.5	2.3 4772.50	25.73	228 4,73,100	0 0	94 1,95,050
26 Nov	419.40	7.95 ₹ 16,496.25	1.5 3112.50	25.27	146 3,02,950	2 4,150	95 1,97,125
25 Nov	410.65	6.5 ₹ 13,487.5	0.45 933.75	25.41	85 1,76,375	20 41,500	93 1,92,975
24 Nov	405.85	5.95 ₹ 12,346.25	-4.7 -9752.50	29.07	116 2,40,700	37 76,775	73 1,51,475
21 Nov	418.40	10.35 ₹ 21,476.25	-3.2 -6640.00	28.60	51 1,05,825	32 66,400	36 74,700
20 Nov	426.00	13.55 ₹ 28,116.25	-5.3 -10997.50	25.86	3 6,225	0 0	4 8,300

19 Nov	436.00	18.85 ₹ 39,113.75	-39.2 -81340.00	-	0 0	4 8,300	0 0
18 Nov	435.85	18.85 ₹ 39,113.75	-39.2 -81340.00	26.47	6 12,450	4 8,300	4 8,300
17 Nov	440.10	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
11 Nov	430.10	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	58.05 ₹ 1,20,453.75	0 0.00	0.24	0 0	0 0	0 0
7 Nov	429.55	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
6 Nov	442.60	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
4 Nov	484.85	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
3 Nov	472.25	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0
31 Oct	465.95	58.05 ₹ 1,20,453.75	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 435 expiring on 30DEC2025

Delta for 435 CE is 0.16

Historical price for 435 CE is as follows

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 23.90, the open interest changed by 147 which increased total open position to 337

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 25.93, the open interest changed by 59 which increased total open position to 190

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 27.88, the open interest changed by -9 which decreased total open position to 132

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 4.55, which was -2.8 lower than the previous day. The implied volatity was 26.75, the open interest changed by 11 which increased total open position to 141

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 7.4, which was -2.45 lower than the previous day. The implied volatity was 26.61, the open interest changed by 30 which increased total open position to 131

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 9.75, which was -0.35 lower than the previous day. The implied volatity was 24.05, the open interest changed by 9 which increased total open position to 101

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 10.3, which was 2.3 higher than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 94

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 7.95, which was 1.5 higher than the previous day. The implied volatity was 25.27, the open interest changed by 2 which increased total open position to 95

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 6.5, which was 0.45 higher than the previous day. The implied volatity was 25.41, the open interest changed by 20 which increased total open position to 93

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 5.95, which was -4.7 lower than the previous day. The implied volatity was 29.07, the open interest changed by 37 which increased total open position to 73

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 10.35, which was -3.2 lower than the previous day. The implied volatity was 28.60, the open interest changed by 32 which increased total open position to 36

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 13.55, which was -5.3 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 4

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 18.85, which was -39.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 18.85, which was -39.2 lower than the previous day. The implied volatity was 26.47, the open interest changed by 4 which increased total open position to 4

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 58.05, 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 58.05, 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 Nov DELHIVERY was trading at 434.05. The strike last trading price was 58.05, 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 58.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 58.05, 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 58.05, which was 0 lower than the previous day. The implied volatity was 0.24, 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 58.05, 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 58.05, 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 58.05, 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 58.05, 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 58.05, 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 435 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	404.60	34.55 ₹ 71,691.25	7.15 14836.25	-	0 0	0 0	0 0
4 Dec	401.60	34.55 ₹ 71,691.25	7.15 14836.25	-	0 0	3 6,225	0 0
3 Dec	401.95	34.55 ₹ 71,691.25	7.15 14836.25	31.28	6 12,450	2 4,150	30 62,250
2 Dec	409.10	27.4 ₹ 56,855	5.55 11516.25	27.38	7 14,525	2 4,150	29 60,175
1 Dec	417.60	21.8 ₹ 45,235	4.9 10167.50	30.63	91 1,88,825	6 12,450	28 58,100
28 Nov	426.20	17.1 ₹ 35,482.5	-4.25 -8818.75	28.35	39 80,925	9 18,675	21 43,575
27 Nov	425.25	21.35 ₹ 44,301.25	-5.95 -12346.25	-	0 0	3 6,225	0 0
26 Nov	419.40	21.35 ₹ 44,301.25	-5.95 -12346.25	28.21	4 8,300	3 6,225	12 24,900
25 Nov	410.65	27.3 ₹ 56,647.5	-4.2 -8715.00	33.76	6 12,450	-1 -2,075	9 18,675
24 Nov	405.85	31.5 ₹ 65,362.5	9.3 19297.50	30.97	5 10,375	1 2,075	10 20,750
21 Nov	418.40	22.2 ₹ 46,065	8.5 17637.50	27.40	3 6,225	0 0	9 18,675
20 Nov	426.00	13.7 ₹ 28,427.5	-1.3 -2697.50	-	0 0	2 4,150	0 0
19 Nov	436.00	13.7 ₹ 28,427.5	-1.3 -2697.50	28.44	3 6,225	2 4,150	9 18,675
18 Nov	435.85	15 ₹ 31,125	1 2075.00	30.44	5 10,375	4 8,300	6 12,450
17 Nov	440.10	14 ₹ 29,050	5 10375.00	-	0 0	0 0	0 0
14 Nov	436.40	14 ₹ 29,050	5 10375.00	-	0 0	1 2,075	0 0
13 Nov	434.05	14 ₹ 29,050	5 10375.00	26.61	1 2,075	0 0	1 2,075
12 Nov	431.40	9 ₹ 18,675	-3.7 -7677.50	-	0 0	0 0	0 0
11 Nov	430.10	9 ₹ 18,675	-3.7 -7677.50	-	0 0	0 0	0 0
10 Nov	427.60	9 ₹ 18,675	-3.7 -7677.50	-	0 0	0 0	0 0
7 Nov	429.55	9 ₹ 18,675	-3.7 -7677.50	-	0 0	0 0	0 0
6 Nov	442.60	9 ₹ 18,675	-3.7 -7677.50	-	0 0	0 0	0 0
4 Nov	484.85	9 ₹ 18,675	-3.7 -7677.50	-	0 0	0 0	0 0
3 Nov	472.25	9 ₹ 18,675	-3.7 -7677.50	-	0 0	1 2,075	0 0
31 Oct	465.95	9 ₹ 18,675	-3.7 -7677.50	-	1 2,075	0 0	0 0

For Delhivery Limited - strike price 435 expiring on 30DEC2025

Delta for 435 PE is -

Historical price for 435 PE is as follows

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 34.55, which was 7.15 higher 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 34.55, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 34.55, which was 7.15 higher than the previous day. The implied volatity was 31.28, the open interest changed by 2 which increased total open position to 30

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 27.4, which was 5.55 higher than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 29

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 21.8, which was 4.9 higher than the previous day. The implied volatity was 30.63, the open interest changed by 6 which increased total open position to 28

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 17.1, which was -4.25 lower than the previous day. The implied volatity was 28.35, the open interest changed by 9 which increased total open position to 21

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 21.35, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 21.35, which was -5.95 lower than the previous day. The implied volatity was 28.21, the open interest changed by 3 which increased total open position to 12

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 27.3, which was -4.2 lower than the previous day. The implied volatity was 33.76, the open interest changed by -1 which decreased total open position to 9

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 31.5, which was 9.3 higher than the previous day. The implied volatity was 30.97, the open interest changed by 1 which increased total open position to 10

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 22.2, which was 8.5 higher than the previous day. The implied volatity was 27.40, the open interest changed by 0 which decreased total open position to 9

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 13.7, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 13.7, which was -1.3 lower than the previous day. The implied volatity was 28.44, the open interest changed by 2 which increased total open position to 9

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 15, which was 1 higher than the previous day. The implied volatity was 30.44, the open interest changed by 4 which increased total open position to 6

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 14, which was 5 higher 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 14, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 14, which was 5 higher than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 1

On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 9, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 9, which was -3.7 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 9, which was -3.7 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 9, which was -3.7 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 9, which was -3.7 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 9, which was -3.7 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 9, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 9, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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