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

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 445 CE
Delta: 0.11 Vega: 0.17 Theta: -0.14 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	1.25 ₹ 2,593.75	-0.1 -207.50	25.82	21 43,575	3 6,225	118 2,44,850
11 Dec	410.70	1.25 ₹ 2,593.75	0.2 415.00	26.49	24 49,800	-7 -14,525	114 2,36,550
10 Dec	404.65	1.1 ₹ 2,282.5	-1.1 -2282.50	28.04	61 1,26,575	3 6,225	122 2,53,150
9 Dec	415.30	2.2 ₹ 4,565	1.25 2593.75	26.39	230 4,77,250	26 53,950	125 2,59,375
8 Dec	398.05	0.9 ₹ 1,867.5	-0.3 -622.50	27.80	109 2,26,175	-10 -20,750	102 2,11,650
5 Dec	404.60	1.2 ₹ 2,490	-0.1 -207.50	24.82	31 64,325	12 24,900	112 2,32,400
4 Dec	401.60	1.3 ₹ 2,697.5	-0.25 -518.75	26.21	17 35,275	4 8,300	97 2,01,275
3 Dec	401.95	1.55 ₹ 3,216.25	-0.8 -1660.00	27.98	65 1,34,875	10 20,750	95 1,97,125
2 Dec	409.10	2.6 ₹ 5,395	-2.05 -4253.75	26.55	80 1,66,000	6 12,450	85 1,76,375
1 Dec	417.60	4.65 ₹ 9,648.75	-1.9 -3942.50	26.69	173 3,58,975	3 6,225	81 1,68,075
28 Nov	426.20	6.35 ₹ 13,176.25	-0.25 -518.75	24.37	182 3,77,650	17 35,275	78 1,61,850
27 Nov	425.25	7 ₹ 14,525	1.9 3942.50	26.18	139 2,88,425	32 66,400	60 1,24,500
26 Nov	419.40	5.05 ₹ 10,478.75	0.45 933.75	25.23	69 1,43,175	12 24,900	26 53,950
25 Nov	410.65	4.45 ₹ 9,233.75	0.45 933.75	26.39	26 53,950	5 10,375	14 29,050
24 Nov	405.85	4 ₹ 8,300	-5.45 -11308.75	29.35	12 24,900	1 2,075	9 18,675
21 Nov	418.40	9.5 ₹ 19,712.5	-4.9 -10167.50	-	0 0	2 4,150	0 0
20 Nov	426.00	9.5 ₹ 19,712.5	-4.9 -10167.50	25.80	3 6,225	1 2,075	7 14,525
19 Nov	436.00	14.4 ₹ 29,880	1.85 3838.75	27.90	1 2,075	0 0	6 12,450
18 Nov	435.85	12.55 ₹ 26,041.25	-4.95 -10271.25	24.10	6 12,450	3 6,225	7 14,525
17 Nov	440.10	17.5 ₹ 36,312.5	-33.9 -70342.50	28.72	4 8,300	3 6,225	3 6,225
14 Nov	436.40	51.4 ₹ 1,06,655	0 0.00	0.45	0 0	0 0	0 0
13 Nov	434.05	51.4 ₹ 1,06,655	0 0.00	1.05	0 0	0 0	0 0
12 Nov	431.40	51.4 ₹ 1,06,655	0 0.00	1.41	0 0	0 0	0 0
11 Nov	430.10	51.4 ₹ 1,06,655	0 0.00	1.64	0 0	0 0	0 0

10 Nov	427.60	51.4 ₹ 1,06,655	0 0.00	2.08	0 0	0 0	0 0
7 Nov	429.55	51.4 ₹ 1,06,655	0 0.00	1.32	0 0	0 0	0 0
6 Nov	442.60	51.4 ₹ 1,06,655	0 0.00	0.42	0 0	0 0	0 0
4 Nov	484.85	51.4 ₹ 1,06,655	0 0.00	-	0 0	0 0	0 0
3 Nov	472.25	51.4 ₹ 1,06,655	0 0.00	-	0 0	0 0	0 0
31 Oct	465.95	51.4 ₹ 1,06,655	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 445 expiring on 30DEC2025

Delta for 445 CE is 0.11

Historical price for 445 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 25.82, the open interest changed by 3 which increased total open position to 118

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 26.49, the open interest changed by -7 which decreased total open position to 114

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 28.04, the open interest changed by 3 which increased total open position to 122

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 2.2, which was 1.25 higher than the previous day. The implied volatity was 26.39, the open interest changed by 26 which increased total open position to 125

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 27.80, the open interest changed by -10 which decreased total open position to 102

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 24.82, the open interest changed by 12 which increased total open position to 112

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by 4 which increased total open position to 97

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 27.98, the open interest changed by 10 which increased total open position to 95

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 2.6, which was -2.05 lower than the previous day. The implied volatity was 26.55, the open interest changed by 6 which increased total open position to 85

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 4.65, which was -1.9 lower than the previous day. The implied volatity was 26.69, the open interest changed by 3 which increased total open position to 81

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 6.35, which was -0.25 lower than the previous day. The implied volatity was 24.37, the open interest changed by 17 which increased total open position to 78

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 7, which was 1.9 higher than the previous day. The implied volatity was 26.18, the open interest changed by 32 which increased total open position to 60

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 5.05, which was 0.45 higher than the previous day. The implied volatity was 25.23, the open interest changed by 12 which increased total open position to 26

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 26.39, the open interest changed by 5 which increased total open position to 14

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 4, which was -5.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 9

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 9.5, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 9.5, which was -4.9 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 7

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 14.4, which was 1.85 higher than the previous day. The implied volatity was 27.90, the open interest changed by 0 which decreased total open position to 6

On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 12.55, which was -4.95 lower than the previous day. The implied volatity was 24.10, the open interest changed by 3 which increased total open position to 7

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 17.5, which was -33.9 lower than the previous day. The implied volatity was 28.72, the open interest changed by 3 which increased total open position to 3

On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 51.4, which was 0 lower than the previous day. The implied volatity was 0.45, 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 51.4, which was 0 lower than the previous day. The implied volatity was 1.05, 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 51.4, which was 0 lower than the previous day. The implied volatity was 1.41, 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 51.4, which was 0 lower than the previous day. The implied volatity was 1.64, 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 51.4, which was 0 lower than the previous day. The implied volatity was 2.08, 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 51.4, which was 0 lower than the previous day. The implied volatity was 1.32, 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 51.4, which was 0 lower than the previous day. The implied volatity was 0.42, 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 51.4, 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 51.4, 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 51.4, 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 445 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	30.75 ₹ 63,806.25	-4.05 -8403.75	-	0 0	0 0	17 35,275
11 Dec	410.70	30.75 ₹ 63,806.25	-4.05 -8403.75	-	0 0	0 0	17 35,275
10 Dec	404.65	30.75 ₹ 63,806.25	-4.05 -8403.75	-	0 0	0 0	17 35,275
9 Dec	415.30	30.75 ₹ 63,806.25	-4.05 -8403.75	30.40	5 10,375	-1 -2,075	18 37,350
8 Dec	398.05	34.8 ₹ 72,210	8.45 17533.75	-	0 0	0 0	19 39,425
5 Dec	404.60	34.8 ₹ 72,210	8.45 17533.75	-	0 0	0 0	0 0
4 Dec	401.60	34.8 ₹ 72,210	8.45 17533.75	-	0 0	0 0	0 0
3 Dec	401.95	34.8 ₹ 72,210	8.45 17533.75	-	0 0	-4 -8,300	0 0
2 Dec	409.10	34.8 ₹ 72,210	8.45 17533.75	24.64	5 10,375	-3 -6,225	20 41,500
1 Dec	417.60	26.35 ₹ 54,676.25	-13.35 -27701.25	24.46	25 51,875	9 18,675	23 47,725
28 Nov	426.20	39.7 ₹ 82,377.5	2.7 5602.50	-	0 0	0 0	0 0
27 Nov	425.25	39.7 ₹ 82,377.5	2.7 5602.50	-	0 0	0 0	0 0
26 Nov	419.40	39.7 ₹ 82,377.5	2.7 5602.50	-	0 0	0 0	0 0
25 Nov	410.65	39.7 ₹ 82,377.5	2.7 5602.50	45.49	4 8,300	0 0	14 29,050
24 Nov	405.85	37 ₹ 76,775	6.15 12761.25	24.40	1 2,075	0 0	14 29,050
21 Nov	418.40	30.85 ₹ 64,013.75	12.55 26041.25	31.17	5 10,375	0 0	14 29,050
20 Nov	426.00	18.3 ₹ 37,972.5	0.3 622.50	-	0 0	0 0	0 0
19 Nov	436.00	18.3 ₹ 37,972.5	0.3 622.50	-	0 0	0 0	0 0
18 Nov	435.85	18.3 ₹ 37,972.5	0.3 622.50	-	0 0	0 0	0 0
17 Nov	440.10	18.3 ₹ 37,972.5	0.3 622.50	-	0 0	0 0	0 0
14 Nov	436.40	18.3 ₹ 37,972.5	0.3 622.50	-	0 0	0 0	0 0
13 Nov	434.05	18.3 ₹ 37,972.5	0.3 622.50	25.24	2 4,150	0 0	14 29,050
12 Nov	431.40	18 ₹ 37,350	10.5 21787.50	-	0 0	0 0	0 0
11 Nov	430.10	18 ₹ 37,350	10.5 21787.50	-	0 0	0 0	0 0
10 Nov	427.60	18 ₹ 37,350	10.5 21787.50	-	0 0	0 0	0 0
7 Nov	429.55	18 ₹ 37,350	10.5 21787.50	-	0 0	1 2,075	0 0
6 Nov	442.60	18 ₹ 37,350	10.5 21787.50	25.26	3 6,225	0 0	13 26,975
4 Nov	484.85	7.5 ₹ 15,562.5	-8.4 -17430.00	33.66	13 26,975	12 24,900	12 24,900
3 Nov	472.25	15.9 ₹ 32,992.5	0 0.00	5.61	0 0	0 0	0 0
31 Oct	465.95	15.9 ₹ 32,992.5	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 445 expiring on 30DEC2025

Delta for 445 PE is -

Historical price for 445 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 30.75, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 30.75, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 30.75, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 30.75, which was -4.05 lower than the previous day. The implied volatity was 30.40, the open interest changed by -1 which decreased total open position to 18

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 34.8, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 34.8, which was 8.45 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 34.8, which was 8.45 higher 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 34.8, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 34.8, which was 8.45 higher than the previous day. The implied volatity was 24.64, the open interest changed by -3 which decreased total open position to 20

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 26.35, which was -13.35 lower than the previous day. The implied volatity was 24.46, the open interest changed by 9 which increased total open position to 23

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 39.7, which was 2.7 higher 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 39.7, which was 2.7 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 39.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 39.7, which was 2.7 higher than the previous day. The implied volatity was 45.49, the open interest changed by 0 which decreased total open position to 14

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 37, which was 6.15 higher than the previous day. The implied volatity was 24.40, the open interest changed by 0 which decreased total open position to 14

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 30.85, which was 12.55 higher than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 14

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 18.3, which was 0.3 higher 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 18.3, which was 0.3 higher 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 18.3, which was 0.3 higher 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 18.3, which was 0.3 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 18.3, which was 0.3 higher 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 18.3, which was 0.3 higher than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 14

On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 18, which was 10.5 higher 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 18, which was 10.5 higher 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 18, which was 10.5 higher 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 18, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 18, which was 10.5 higher than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 13

On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 7.5, which was -8.4 lower than the previous day. The implied volatity was 33.66, the open interest changed by 12 which increased total open position to 12

On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was 5.61, 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 15.9, 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

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