DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
09 Apr 2026 04:19 PM IST
| DELHIVERY 28-Apr-2026 (18d) 445 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.13
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 469.85 | 28.55 | 3.1 | 17.88 | 45 | 4 | 77 | |||||||||
| 8 Apr | 459.85 | 25.45 | 8.4 | 39.85 | 213 | -14 | 76 | |||||||||
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| 7 Apr | 442.00 | 17.15 | 2.4 | 41.07 | 298 | 72 | 89 | |||||||||
| 6 Apr | 435.90 | 14.8 | 2.65 | 43.52 | 15 | 3 | 16 | |||||||||
| 2 Apr | 426.25 | 12.15 | 4.45 | - | 0 | 0 | 13 | |||||||||
| 1 Apr | 431.40 | 12.15 | 4.45 | 36.87 | 45 | 4 | 13 | |||||||||
| 30 Mar | 416.70 | 7.7 | 0 | 39.41 | 7 | 1 | 5 | |||||||||
| 27 Mar | 428.75 | 7.7 | 1.85 | - | 0 | 0 | 4 | |||||||||
| 25 Mar | 430.35 | 7.7 | 1.85 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 418.90 | 7.7 | 1.85 | 30.75 | 8 | 3 | 3 | |||||||||
| 23 Mar | 411.40 | 5.85 | -20.9 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 422.85 | 5.85 | -20.9 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 413.40 | 5.85 | -20.9 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 422.55 | 5.85 | -20.9 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 402.30 | 5.85 | -20.9 | - | 2 | 0 | 0 | |||||||||
| 16 Mar | 401.25 | 5.85 | -20.9 | - | 2 | 0 | 0 | |||||||||
| 13 Mar | 403.25 | 5.85 | -20.9 | 30.6 | 2 | 1 | 1 | |||||||||
| 12 Mar | 408.20 | 26.75 | 0 | 6.06 | 0 | 0 | 0 | |||||||||
| 11 Mar | 417.95 | 26.75 | 0 | 4.24 | 0 | 0 | 0 | |||||||||
| 10 Mar | 425.85 | 26.75 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 9 Mar | 415.65 | 26.75 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
| 6 Mar | 422.60 | 26.75 | 0 | 2.72 | 0 | 0 | 0 | |||||||||
| 5 Mar | 428.10 | 26.75 | 0 | 1.84 | 0 | 0 | 0 | |||||||||
| 4 Mar | 416.70 | 26.75 | 0 | 3.95 | 0 | 0 | 0 | |||||||||
| 2 Mar | 427.90 | 26.75 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 27 Feb | 433.40 | 26.75 | 0 | 1.01 | 0 | 0 | 0 | |||||||||
| 26 Feb | 442.35 | 26.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 439.65 | 26.75 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 445 expiring on 28APR2026
Delta for 445 CE is 0.94
Historical price for 445 CE is as follows
On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 28.55, which was 3.1 higher than the previous day. The implied volatity was 17.88, the open interest changed by 4 which increased total open position to 77
On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 25.45, which was 8.4 higher than the previous day. The implied volatity was 39.85, the open interest changed by -14 which decreased total open position to 76
On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 17.15, which was 2.4 higher than the previous day. The implied volatity was 41.07, the open interest changed by 72 which increased total open position to 89
On 6 Apr DELHIVERY was trading at 435.90. The strike last trading price was 14.8, which was 2.65 higher than the previous day. The implied volatity was 43.52, the open interest changed by 3 which increased total open position to 16
On 2 Apr DELHIVERY was trading at 426.25. The strike last trading price was 12.15, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Apr DELHIVERY was trading at 431.40. The strike last trading price was 12.15, which was 4.45 higher than the previous day. The implied volatity was 36.87, the open interest changed by 4 which increased total open position to 13
On 30 Mar DELHIVERY was trading at 416.70. The strike last trading price was 7.7, which was 0 lower than the previous day. The implied volatity was 39.41, the open interest changed by 1 which increased total open position to 5
On 27 Mar DELHIVERY was trading at 428.75. The strike last trading price was 7.7, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar DELHIVERY was trading at 430.35. The strike last trading price was 7.7, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar DELHIVERY was trading at 418.90. The strike last trading price was 7.7, which was 1.85 higher than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 3
On 23 Mar DELHIVERY was trading at 411.40. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DELHIVERY was trading at 422.85. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DELHIVERY was trading at 413.40. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DELHIVERY was trading at 422.55. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DELHIVERY was trading at 402.30. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 5.85, which was -20.9 lower than the previous day. The implied volatity was 30.6, the open interest changed by 1 which increased total open position to 1
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 26.75, 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 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 26.75, 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 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 26.75, 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
| DELHIVERY 28-Apr-2026 (18d) 445 PE | |||||||
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Delta: -0.22
Vega: 0.32
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 469.85 | 5.4 | -3.05 | 37.45 | 102 | 0 | 36 |
| 8 Apr | 459.85 | 9.15 | -8.55 | 37.11 | 111 | 7 | 35 |
| 7 Apr | 442.00 | 17.7 | -12.2 | 41.31 | 45 | 28 | 28 |
| 6 Apr | 435.90 | 29.9 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 426.25 | 29.9 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 431.40 | 29.9 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 416.70 | 29.9 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 428.75 | 29.9 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 430.35 | 29.9 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 418.90 | 29.9 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 411.40 | 29.9 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 422.85 | 29.9 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 413.40 | 29.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 422.55 | 29.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 402.30 | 29.9 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 401.25 | 29.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 403.25 | 29.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 408.20 | 29.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 417.95 | 29.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 425.85 | 29.9 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 415.65 | 29.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 422.60 | 29.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 428.10 | 29.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 416.70 | 29.9 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 427.90 | 29.9 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 433.40 | 29.9 | 0 | 0.01 | 0 | 0 | 0 |
| 26 Feb | 442.35 | 29.9 | 0 | 0.87 | 0 | 0 | 0 |
| 25 Feb | 439.65 | 29.9 | 0 | 0.07 | 0 | 0 | 0 |
For Delhivery Limited - strike price 445 expiring on 28APR2026
Delta for 445 PE is -0.22
Historical price for 445 PE is as follows
On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 5.4, which was -3.05 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 36
On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 9.15, which was -8.55 lower than the previous day. The implied volatity was 37.11, the open interest changed by 7 which increased total open position to 35
On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 17.7, which was -12.2 lower than the previous day. The implied volatity was 41.31, the open interest changed by 28 which increased total open position to 28
On 6 Apr DELHIVERY was trading at 435.90. The strike last trading price was 29.9, 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
On 2 Apr DELHIVERY was trading at 426.25. The strike last trading price was 29.9, 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
On 1 Apr DELHIVERY was trading at 431.40. The strike last trading price was 29.9, 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
On 30 Mar DELHIVERY was trading at 416.70. The strike last trading price was 29.9, 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
On 27 Mar DELHIVERY was trading at 428.75. The strike last trading price was 29.9, 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
On 25 Mar DELHIVERY was trading at 430.35. The strike last trading price was 29.9, 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
On 24 Mar DELHIVERY was trading at 418.90. The strike last trading price was 29.9, 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
On 23 Mar DELHIVERY was trading at 411.40. The strike last trading price was 29.9, 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
On 20 Mar DELHIVERY was trading at 422.85. The strike last trading price was 29.9, 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
On 19 Mar DELHIVERY was trading at 413.40. The strike last trading price was 29.9, 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
On 18 Mar DELHIVERY was trading at 422.55. The strike last trading price was 29.9, 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
On 17 Mar DELHIVERY was trading at 402.30. The strike last trading price was 29.9, 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
On 16 Mar DELHIVERY was trading at 401.25. The strike last trading price was 29.9, 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
On 13 Mar DELHIVERY was trading at 403.25. The strike last trading price was 29.9, 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
On 12 Mar DELHIVERY was trading at 408.20. The strike last trading price was 29.9, 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
On 11 Mar DELHIVERY was trading at 417.95. The strike last trading price was 29.9, 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
On 10 Mar DELHIVERY was trading at 425.85. The strike last trading price was 29.9, 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
On 9 Mar DELHIVERY was trading at 415.65. The strike last trading price was 29.9, 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
On 6 Mar DELHIVERY was trading at 422.60. The strike last trading price was 29.9, 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
On 5 Mar DELHIVERY was trading at 428.10. The strike last trading price was 29.9, 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
On 4 Mar DELHIVERY was trading at 416.70. The strike last trading price was 29.9, 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
On 2 Mar DELHIVERY was trading at 427.90. The strike last trading price was 29.9, 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
On 27 Feb DELHIVERY was trading at 433.40. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 26 Feb DELHIVERY was trading at 442.35. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 25 Feb DELHIVERY was trading at 439.65. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
