[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
412.3 +1.60 (0.39%)
L: 409.05 H: 413.4

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Historical option data for DELHIVERY

12 Dec 2025 04:13 PM IST
DELHIVERY 30-DEC-2025 440 CE
Delta: 0.15
Vega: 0.21
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 1.75 -0.15 25.36 150 4 580
11 Dec 410.70 1.7 0.2 25.93 224 -2 575
10 Dec 404.65 1.45 -1.5 26.70 453 -50 590
9 Dec 415.30 2.95 1.75 26.06 1,207 68 639
8 Dec 398.05 1.2 -0.35 27.30 439 -54 571
5 Dec 404.60 1.6 -0.25 24.32 463 116 624
4 Dec 401.60 1.9 -0.2 26.61 212 43 489
3 Dec 401.95 2.15 -0.85 28.23 309 32 447
2 Dec 409.10 3.45 -2.45 27.62 454 77 415
1 Dec 417.60 6 -2.2 26.89 556 18 335
28 Nov 426.20 7.95 -0.35 24.30 332 3 317
27 Nov 425.25 8.7 2.2 26.32 307 8 314
26 Nov 419.40 6.3 0.95 25.09 366 14 308
25 Nov 410.65 5.85 0.9 26.99 385 -23 296
24 Nov 405.85 4.75 -4.35 28.85 495 97 319
21 Nov 418.40 9 -2.3 29.22 206 93 219
20 Nov 426.00 11.4 -4.45 25.84 73 44 118
19 Nov 436.00 15.8 -0.8 26.35 46 6 75
18 Nov 435.85 16.6 -3.2 27.02 96 -7 69
17 Nov 440.10 19.8 0.7 28.37 76 62 73
14 Nov 436.40 19.1 1.35 28.53 5 3 11
13 Nov 434.05 17.5 0.9 27.96 8 -1 7
12 Nov 431.40 16.6 0.85 28.26 5 1 8
11 Nov 430.10 15.75 0.15 27.60 1 0 7
10 Nov 427.60 15.6 -1 28.93 9 2 7
7 Nov 429.55 16.6 -12.15 26.82 9 3 6
6 Nov 442.60 28.75 -15.3 40.94 5 3 3
4 Nov 484.85 44.05 0 - 0 0 0
3 Nov 472.25 44.05 0 - 0 0 0
31 Oct 465.95 44.05 0 - 0 0 0
27 Oct 473.00 44.05 0 - 0 0 0
23 Oct 473.70 44.05 0 - 0 0 0
21 Oct 476.55 44.05 0 - 0 0 0
20 Oct 474.90 44.05 0 - 0 0 0
15 Oct 460.75 0 0 - 0 0 0
14 Oct 469.35 0 0 - 0 0 0
13 Oct 473.80 0 0 - 0 0 0
10 Oct 464.85 0 0 - 0 0 0
9 Oct 468.00 0 0 - 0 0 0
8 Oct 467.30 0 0 - 0 0 0
7 Oct 468.95 0 0 - 0 0 0
6 Oct 462.60 0 0 - 0 0 0
3 Oct 437.30 0 0 - 0 0 0


For Delhivery Limited - strike price 440 expiring on 30DEC2025

Delta for 440 CE is 0.15

Historical price for 440 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 25.36, the open interest changed by 4 which increased total open position to 580


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 25.93, the open interest changed by -2 which decreased total open position to 575


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 1.45, which was -1.5 lower than the previous day. The implied volatity was 26.70, the open interest changed by -50 which decreased total open position to 590


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was 26.06, the open interest changed by 68 which increased total open position to 639


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 27.30, the open interest changed by -54 which decreased total open position to 571


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 24.32, the open interest changed by 116 which increased total open position to 624


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 26.61, the open interest changed by 43 which increased total open position to 489


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 28.23, the open interest changed by 32 which increased total open position to 447


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 3.45, which was -2.45 lower than the previous day. The implied volatity was 27.62, the open interest changed by 77 which increased total open position to 415


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 6, which was -2.2 lower than the previous day. The implied volatity was 26.89, the open interest changed by 18 which increased total open position to 335


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 7.95, which was -0.35 lower than the previous day. The implied volatity was 24.30, the open interest changed by 3 which increased total open position to 317


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 8.7, which was 2.2 higher than the previous day. The implied volatity was 26.32, the open interest changed by 8 which increased total open position to 314


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 6.3, which was 0.95 higher than the previous day. The implied volatity was 25.09, the open interest changed by 14 which increased total open position to 308


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 5.85, which was 0.9 higher than the previous day. The implied volatity was 26.99, the open interest changed by -23 which decreased total open position to 296


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 4.75, which was -4.35 lower than the previous day. The implied volatity was 28.85, the open interest changed by 97 which increased total open position to 319


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 9, which was -2.3 lower than the previous day. The implied volatity was 29.22, the open interest changed by 93 which increased total open position to 219


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 11.4, which was -4.45 lower than the previous day. The implied volatity was 25.84, the open interest changed by 44 which increased total open position to 118


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 15.8, which was -0.8 lower than the previous day. The implied volatity was 26.35, the open interest changed by 6 which increased total open position to 75


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 16.6, which was -3.2 lower than the previous day. The implied volatity was 27.02, the open interest changed by -7 which decreased total open position to 69


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 19.8, which was 0.7 higher than the previous day. The implied volatity was 28.37, the open interest changed by 62 which increased total open position to 73


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 19.1, which was 1.35 higher than the previous day. The implied volatity was 28.53, the open interest changed by 3 which increased total open position to 11


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 17.5, which was 0.9 higher than the previous day. The implied volatity was 27.96, the open interest changed by -1 which decreased total open position to 7


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 16.6, which was 0.85 higher than the previous day. The implied volatity was 28.26, the open interest changed by 1 which increased total open position to 8


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 15.75, which was 0.15 higher than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 7


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 15.6, which was -1 lower than the previous day. The implied volatity was 28.93, the open interest changed by 2 which increased total open position to 7


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 16.6, which was -12.15 lower than the previous day. The implied volatity was 26.82, the open interest changed by 3 which increased total open position to 6


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 28.75, which was -15.3 lower than the previous day. The implied volatity was 40.94, the open interest changed by 3 which increased total open position to 3


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 44.05, 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 44.05, 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 44.05, 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 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 44.05, 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 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 44.05, 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 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 44.05, 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 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 44.05, 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 15 Oct DELHIVERY was trading at 460.75. 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 14 Oct DELHIVERY was trading at 469.35. 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 13 Oct DELHIVERY was trading at 473.80. 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 10 Oct DELHIVERY was trading at 464.85. 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 9 Oct DELHIVERY was trading at 468.00. 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 8 Oct DELHIVERY was trading at 467.30. 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


On 7 Oct DELHIVERY was trading at 468.95. 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 6 Oct DELHIVERY was trading at 462.60. 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 3 Oct DELHIVERY was trading at 437.30. 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 30DEC2025 440 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 29.65 -7.95 - 0 0 72
11 Dec 410.70 29.65 -7.95 27.02 3 2 72
10 Dec 404.65 37.6 10.8 43.68 6 -4 71
9 Dec 415.30 26.15 -16.35 28.36 28 -9 75
8 Dec 398.05 42.5 9.3 44.15 1 0 84
5 Dec 404.60 33.2 -6.1 25.43 4 1 85
4 Dec 401.60 39.3 9 38.84 2 -1 83
3 Dec 401.95 30.3 6.35 - 0 -5 0
2 Dec 409.10 30.3 6.35 23.85 9 -5 84
1 Dec 417.60 23.95 -0.55 27.81 73 13 88
28 Nov 426.20 24.5 -5.1 - 0 0 0
27 Nov 425.25 24.5 -5.1 - 0 2 0
26 Nov 419.40 24.5 -5.1 27.86 7 0 73
25 Nov 410.65 29.6 -4.85 31.36 9 -1 74
24 Nov 405.85 34.45 7.15 28.89 8 0 74
21 Nov 418.40 27.3 5.95 30.94 24 -1 71
20 Nov 426.00 21.15 4.2 30.38 15 -1 73
19 Nov 436.00 16.8 -0.9 29.64 23 16 75
18 Nov 435.85 17.7 2.15 31.16 13 6 58
17 Nov 440.10 15.55 -0.7 30.23 36 19 51
14 Nov 436.40 16.25 -2.95 28.63 18 11 47
13 Nov 434.05 19.2 -3.8 31.60 32 8 36
12 Nov 431.40 23 -0.8 34.90 3 0 28
11 Nov 430.10 23.8 1.7 - 0 3 0
10 Nov 427.60 23.8 1.7 32.56 4 1 26
7 Nov 429.55 21.95 5.8 31.77 14 -1 25
6 Nov 442.60 16.9 10.45 27.42 31 10 26
4 Nov 484.85 6.45 -2.55 33.76 22 13 16
3 Nov 472.25 9 -18.3 - 0 3 0
31 Oct 465.95 9 -18.3 - 4 1 1
27 Oct 473.00 27.3 0 6.35 0 0 0
23 Oct 473.70 27.3 0 5.74 0 0 0
21 Oct 476.55 27.3 0 5.97 0 0 0
20 Oct 474.90 27.3 0 5.88 0 0 0
15 Oct 460.75 27.3 0 - 0 0 0
14 Oct 469.35 27.3 0 5.12 0 0 0
13 Oct 473.80 27.3 0 5.89 0 0 0
10 Oct 464.85 27.3 0 4.51 0 0 0
9 Oct 468.00 27.3 0 - 0 0 0
8 Oct 467.30 27.3 0 4.92 0 0 0
7 Oct 468.95 27.3 0 - 0 0 0
6 Oct 462.60 0 0 - 0 0 0
3 Oct 437.30 0 0 1.24 0 0 0


For Delhivery Limited - strike price 440 expiring on 30DEC2025

Delta for 440 PE is -

Historical price for 440 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 29.65, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 29.65, which was -7.95 lower than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 72


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 37.6, which was 10.8 higher than the previous day. The implied volatity was 43.68, the open interest changed by -4 which decreased total open position to 71


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 26.15, which was -16.35 lower than the previous day. The implied volatity was 28.36, the open interest changed by -9 which decreased total open position to 75


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 42.5, which was 9.3 higher than the previous day. The implied volatity was 44.15, the open interest changed by 0 which decreased total open position to 84


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 33.2, which was -6.1 lower than the previous day. The implied volatity was 25.43, the open interest changed by 1 which increased total open position to 85


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 39.3, which was 9 higher than the previous day. The implied volatity was 38.84, the open interest changed by -1 which decreased total open position to 83


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 30.3, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 30.3, which was 6.35 higher than the previous day. The implied volatity was 23.85, the open interest changed by -5 which decreased total open position to 84


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 23.95, which was -0.55 lower than the previous day. The implied volatity was 27.81, the open interest changed by 13 which increased total open position to 88


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 24.5, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 24.5, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 24.5, which was -5.1 lower than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 73


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 29.6, which was -4.85 lower than the previous day. The implied volatity was 31.36, the open interest changed by -1 which decreased total open position to 74


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 34.45, which was 7.15 higher than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 74


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 27.3, which was 5.95 higher than the previous day. The implied volatity was 30.94, the open interest changed by -1 which decreased total open position to 71


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 21.15, which was 4.2 higher than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 73


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 16.8, which was -0.9 lower than the previous day. The implied volatity was 29.64, the open interest changed by 16 which increased total open position to 75


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 17.7, which was 2.15 higher than the previous day. The implied volatity was 31.16, the open interest changed by 6 which increased total open position to 58


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 15.55, which was -0.7 lower than the previous day. The implied volatity was 30.23, the open interest changed by 19 which increased total open position to 51


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 16.25, which was -2.95 lower than the previous day. The implied volatity was 28.63, the open interest changed by 11 which increased total open position to 47


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 19.2, which was -3.8 lower than the previous day. The implied volatity was 31.60, the open interest changed by 8 which increased total open position to 36


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 23, which was -0.8 lower than the previous day. The implied volatity was 34.90, the open interest changed by 0 which decreased total open position to 28


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 23.8, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 23.8, which was 1.7 higher than the previous day. The implied volatity was 32.56, the open interest changed by 1 which increased total open position to 26


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 21.95, which was 5.8 higher than the previous day. The implied volatity was 31.77, the open interest changed by -1 which decreased total open position to 25


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 16.9, which was 10.45 higher than the previous day. The implied volatity was 27.42, the open interest changed by 10 which increased total open position to 26


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 6.45, which was -2.55 lower than the previous day. The implied volatity was 33.76, the open interest changed by 13 which increased total open position to 16


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 9, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 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 -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0


On 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0


On 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0


On 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0


On 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 27.3, 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 Oct DELHIVERY was trading at 469.35. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0


On 13 Oct DELHIVERY was trading at 473.80. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0


On 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0


On 9 Oct DELHIVERY was trading at 468.00. The strike last trading price was 27.3, 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 Oct DELHIVERY was trading at 467.30. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0


On 7 Oct DELHIVERY was trading at 468.95. The strike last trading price was 27.3, 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 Oct DELHIVERY was trading at 462.60. 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 3 Oct DELHIVERY was trading at 437.30. The strike last trading price was 0, 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