DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
02 Mar 2026 04:13 PM IST
| DELHIVERY 30-MAR-2026 435 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.47
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 427.90 | 11.5 | -2.45 | 26.91 | 89 | 10 | 66 | |||||||||
| 27 Feb | 433.40 | 13.65 | -5.2 | 24.82 | 48 | 18 | 56 | |||||||||
| 26 Feb | 442.35 | 18.85 | 1.6 | 26.5 | 45 | -11 | 39 | |||||||||
| 25 Feb | 439.65 | 16.6 | -0.7 | 24.89 | 63 | 15 | 49 | |||||||||
| 24 Feb | 436.75 | 18.35 | 2.5 | 26.61 | 88 | -3 | 34 | |||||||||
| 23 Feb | 433.95 | 15.6 | -0.05 | 27.28 | 32 | 8 | 36 | |||||||||
| 20 Feb | 430.95 | 15.25 | 2.2 | 26.63 | 36 | 11 | 27 | |||||||||
| 19 Feb | 427.90 | 12.9 | -3.95 | 24.33 | 27 | 12 | 17 | |||||||||
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| 18 Feb | 432.20 | 16.7 | 1.95 | 27.78 | 9 | 5 | 5 | |||||||||
| 17 Feb | 434.85 | 14.75 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
| 16 Feb | 418.10 | 14.75 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 13 Feb | 420.55 | 14.75 | 0 | 2 | 0 | 0 | 0 | |||||||||
| 12 Feb | 429.55 | 14.75 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 11 Feb | 429.50 | 14.75 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 10 Feb | 435.95 | 14.75 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 9 Feb | 433.75 | 14.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 436.10 | 14.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 444.10 | 14.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 448.30 | 14.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 443.25 | 14.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 439.90 | 14.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 436.80 | 14.75 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 30 Jan | 422.95 | 14.75 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 29 Jan | 411.80 | 14.75 | 0 | 2.98 | 0 | 0 | 0 | |||||||||
| 28 Jan | 407.75 | 14.75 | 0 | 3.7 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 435 expiring on 30MAR2026
Delta for 435 CE is 0.48
Historical price for 435 CE is as follows
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 11.5, which was -2.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 10 which increased total open position to 66
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 13.65, which was -5.2 lower than the previous day. The implied volatity was 24.82, the open interest changed by 18 which increased total open position to 56
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 18.85, which was 1.6 higher than the previous day. The implied volatity was 26.5, the open interest changed by -11 which decreased total open position to 39
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 16.6, which was -0.7 lower than the previous day. The implied volatity was 24.89, the open interest changed by 15 which increased total open position to 49
On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 18.35, which was 2.5 higher than the previous day. The implied volatity was 26.61, the open interest changed by -3 which decreased total open position to 34
On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 15.6, which was -0.05 lower than the previous day. The implied volatity was 27.28, the open interest changed by 8 which increased total open position to 36
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 15.25, which was 2.2 higher than the previous day. The implied volatity was 26.63, the open interest changed by 11 which increased total open position to 27
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 12.9, which was -3.95 lower than the previous day. The implied volatity was 24.33, the open interest changed by 12 which increased total open position to 17
On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 16.7, which was 1.95 higher than the previous day. The implied volatity was 27.78, the open interest changed by 5 which increased total open position to 5
On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 13 Feb DELHIVERY was trading at 420.55. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0
On 12 Feb DELHIVERY was trading at 429.55. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 14.75, 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 Feb DELHIVERY was trading at 436.10. The strike last trading price was 14.75, 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 Feb DELHIVERY was trading at 444.10. The strike last trading price was 14.75, 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 Feb DELHIVERY was trading at 448.30. The strike last trading price was 14.75, 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 Feb DELHIVERY was trading at 443.25. The strike last trading price was 14.75, 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 Feb DELHIVERY was trading at 439.90. The strike last trading price was 14.75, 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 Feb DELHIVERY was trading at 436.80. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 0.22, 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 14.75, which was 0 lower than the previous day. The implied volatity was 0.38, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.98, 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 14.75, which was 0 lower than the previous day. The implied volatity was 3.7, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30MAR2026 435 PE | |||||||
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Delta: -0.51
Vega: 0.47
Theta: -0.2
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 427.90 | 16.4 | 2.55 | 31.61 | 46 | 2 | 63 |
| 27 Feb | 433.40 | 14.35 | 4.35 | 30.76 | 74 | -1 | 62 |
| 26 Feb | 442.35 | 10.1 | -1.45 | 27.8 | 63 | 2 | 63 |
| 25 Feb | 439.65 | 11.75 | -0.6 | 28.54 | 71 | 33 | 61 |
| 24 Feb | 436.75 | 11.3 | -3.3 | 28.13 | 25 | 9 | 28 |
| 23 Feb | 433.95 | 14.6 | -1.75 | 29.26 | 10 | 5 | 18 |
| 20 Feb | 430.95 | 16.35 | -1.2 | 30.34 | 12 | 4 | 13 |
| 19 Feb | 427.90 | 17.55 | 2.65 | 30 | 5 | 2 | 10 |
| 18 Feb | 432.20 | 14.9 | -29.95 | 27.52 | 8 | 6 | 6 |
| 17 Feb | 434.85 | 44.85 | 0 | 1.24 | 0 | 0 | 0 |
| 16 Feb | 418.10 | 44.85 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 420.55 | 44.85 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 429.55 | 44.85 | 0 | 0.13 | 0 | 0 | 0 |
| 11 Feb | 429.50 | 44.85 | 0 | 0.14 | 0 | 0 | 0 |
| 10 Feb | 435.95 | 44.85 | 0 | 1.23 | 0 | 0 | 0 |
| 9 Feb | 433.75 | 44.85 | 0 | 1.04 | 0 | 0 | 0 |
| 6 Feb | 436.10 | 44.85 | 0 | 1.11 | 0 | 0 | 0 |
| 5 Feb | 444.10 | 44.85 | 0 | 2.76 | 0 | 0 | 0 |
| 4 Feb | 448.30 | 44.85 | 0 | 3.49 | 0 | 0 | 0 |
| 3 Feb | 443.25 | 44.85 | 0 | 2.81 | 0 | 0 | 0 |
| 2 Feb | 439.90 | 44.85 | 0 | 2.09 | 0 | 0 | 0 |
| 1 Feb | 436.80 | 44.85 | 0 | 1.15 | 0 | 0 | 0 |
| 30 Jan | 422.95 | 44.85 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 411.80 | 44.85 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 407.75 | 44.85 | 0 | 0 | 0 | 0 | 0 |
For Delhivery Limited - strike price 435 expiring on 30MAR2026
Delta for 435 PE is -0.51
Historical price for 435 PE is as follows
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 16.4, which was 2.55 higher than the previous day. The implied volatity was 31.61, the open interest changed by 2 which increased total open position to 63
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 14.35, which was 4.35 higher than the previous day. The implied volatity was 30.76, the open interest changed by -1 which decreased total open position to 62
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 10.1, which was -1.45 lower than the previous day. The implied volatity was 27.8, the open interest changed by 2 which increased total open position to 63
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 11.75, which was -0.6 lower than the previous day. The implied volatity was 28.54, the open interest changed by 33 which increased total open position to 61
On 24 Feb DELHIVERY was trading at 436.75. The strike last trading price was 11.3, which was -3.3 lower than the previous day. The implied volatity was 28.13, the open interest changed by 9 which increased total open position to 28
On 23 Feb DELHIVERY was trading at 433.95. The strike last trading price was 14.6, which was -1.75 lower than the previous day. The implied volatity was 29.26, the open interest changed by 5 which increased total open position to 18
On 20 Feb DELHIVERY was trading at 430.95. The strike last trading price was 16.35, which was -1.2 lower than the previous day. The implied volatity was 30.34, the open interest changed by 4 which increased total open position to 13
On 19 Feb DELHIVERY was trading at 427.90. The strike last trading price was 17.55, which was 2.65 higher than the previous day. The implied volatity was 30, the open interest changed by 2 which increased total open position to 10
On 18 Feb DELHIVERY was trading at 432.20. The strike last trading price was 14.9, which was -29.95 lower than the previous day. The implied volatity was 27.52, the open interest changed by 6 which increased total open position to 6
On 17 Feb DELHIVERY was trading at 434.85. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 16 Feb DELHIVERY was trading at 418.10. The strike last trading price was 44.85, 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 Feb DELHIVERY was trading at 420.55. The strike last trading price was 44.85, 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 Feb DELHIVERY was trading at 429.55. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 11 Feb DELHIVERY was trading at 429.50. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 10 Feb DELHIVERY was trading at 435.95. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 9 Feb DELHIVERY was trading at 433.75. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 44.85, 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 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 44.85, 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 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 44.85, 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 44.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
