[--[65.84.65.76]--]

DELHIVERY

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

Back to Option Chain


Historical option data for DELHIVERY

12 Dec 2025 04:13 PM IST
DELHIVERY 30-DEC-2025 450 CE
Delta: 0.08
Vega: 0.14
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 0.9 -0.05 26.36 36 -7 332
11 Dec 410.70 1 0.1 27.61 60 -15 340
10 Dec 404.65 0.85 -0.9 28.79 325 -13 357
9 Dec 415.30 1.65 0.9 26.83 700 24 373
8 Dec 398.05 0.7 -0.2 28.52 175 -21 382
5 Dec 404.60 0.9 -0.1 25.32 92 16 402
4 Dec 401.60 1.05 -0.2 27.04 252 -59 386
3 Dec 401.95 1.15 -0.6 28.07 253 22 445
2 Dec 409.10 2 -1.65 27.67 393 -11 423
1 Dec 417.60 3.75 -1.3 27.10 426 38 436
28 Nov 426.20 5 -0.35 24.41 370 3 397
27 Nov 425.25 5.5 1.4 25.91 379 -9 394
26 Nov 419.40 4 0.4 25.34 329 8 404
25 Nov 410.65 3.9 0.65 27.49 142 -8 399
24 Nov 405.85 3.15 -3.25 29.17 490 122 402
21 Nov 418.40 6.2 -1.75 29.09 311 34 278
20 Nov 426.00 8.05 -3.55 26.17 162 0 244
19 Nov 436.00 11.85 -0.55 27.07 128 35 245
18 Nov 435.85 12.1 -3.1 26.87 109 25 210
17 Nov 440.10 15.2 1.3 28.68 63 0 184
14 Nov 436.40 13.85 0.45 27.41 30 18 183
13 Nov 434.05 13.5 0.35 27.99 83 1 162
12 Nov 431.40 13.15 1.5 29.34 33 5 159
11 Nov 430.10 11.65 -0.05 27.42 9 2 153
10 Nov 427.60 11.85 -0.7 29.05 32 10 151
7 Nov 429.55 12.85 -4.6 27.39 68 19 142
6 Nov 442.60 16.75 -26.7 29.72 192 113 123
4 Nov 484.85 43.45 -1.3 14.61 12 8 9
3 Nov 472.25 44.75 5.75 - 0 0 0
31 Oct 465.95 44.75 5.75 - 0 0 0
27 Oct 473.00 39 0 - 0 0 0
23 Oct 473.70 39 0 - 0 0 0
21 Oct 476.55 39 0 - 0 0 0
20 Oct 474.90 39 0 - 0 0 0
15 Oct 460.75 39 0 - 0 0 0
14 Oct 469.35 39 0 - 0 0 0
13 Oct 473.80 39 0 - 0 0 0
10 Oct 464.85 39 0 - 0 0 0
9 Oct 468.00 39 0 - 0 0 0
8 Oct 467.30 39 0 - 0 0 0
7 Oct 468.95 39 0 - 0 0 0
6 Oct 462.60 39 0 - 0 0 0
3 Oct 437.30 39 0 0.86 0 0 0


For Delhivery Limited - strike price 450 expiring on 30DEC2025

Delta for 450 CE is 0.08

Historical price for 450 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 26.36, the open interest changed by -7 which decreased total open position to 332


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 27.61, the open interest changed by -15 which decreased total open position to 340


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 28.79, the open interest changed by -13 which decreased total open position to 357


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 1.65, which was 0.9 higher than the previous day. The implied volatity was 26.83, the open interest changed by 24 which increased total open position to 373


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 28.52, the open interest changed by -21 which decreased total open position to 382


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 25.32, the open interest changed by 16 which increased total open position to 402


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 27.04, the open interest changed by -59 which decreased total open position to 386


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 1.15, which was -0.6 lower than the previous day. The implied volatity was 28.07, the open interest changed by 22 which increased total open position to 445


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 2, which was -1.65 lower than the previous day. The implied volatity was 27.67, the open interest changed by -11 which decreased total open position to 423


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 3.75, which was -1.3 lower than the previous day. The implied volatity was 27.10, the open interest changed by 38 which increased total open position to 436


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 5, which was -0.35 lower than the previous day. The implied volatity was 24.41, the open interest changed by 3 which increased total open position to 397


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 5.5, which was 1.4 higher than the previous day. The implied volatity was 25.91, the open interest changed by -9 which decreased total open position to 394


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 25.34, the open interest changed by 8 which increased total open position to 404


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 3.9, which was 0.65 higher than the previous day. The implied volatity was 27.49, the open interest changed by -8 which decreased total open position to 399


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 3.15, which was -3.25 lower than the previous day. The implied volatity was 29.17, the open interest changed by 122 which increased total open position to 402


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 6.2, which was -1.75 lower than the previous day. The implied volatity was 29.09, the open interest changed by 34 which increased total open position to 278


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 8.05, which was -3.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 244


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 11.85, which was -0.55 lower than the previous day. The implied volatity was 27.07, the open interest changed by 35 which increased total open position to 245


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 12.1, which was -3.1 lower than the previous day. The implied volatity was 26.87, the open interest changed by 25 which increased total open position to 210


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 15.2, which was 1.3 higher than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 184


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 13.85, which was 0.45 higher than the previous day. The implied volatity was 27.41, the open interest changed by 18 which increased total open position to 183


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 13.5, which was 0.35 higher than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 162


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 13.15, which was 1.5 higher than the previous day. The implied volatity was 29.34, the open interest changed by 5 which increased total open position to 159


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 11.65, which was -0.05 lower than the previous day. The implied volatity was 27.42, the open interest changed by 2 which increased total open position to 153


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 11.85, which was -0.7 lower than the previous day. The implied volatity was 29.05, the open interest changed by 10 which increased total open position to 151


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 12.85, which was -4.6 lower than the previous day. The implied volatity was 27.39, the open interest changed by 19 which increased total open position to 142


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 16.75, which was -26.7 lower than the previous day. The implied volatity was 29.72, the open interest changed by 113 which increased total open position to 123


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 43.45, which was -1.3 lower than the previous day. The implied volatity was 14.61, the open interest changed by 8 which increased total open position to 9


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 44.75, which was 5.75 higher 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 44.75, which was 5.75 higher 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30DEC2025 450 PE
Delta: -0.91
Vega: 0.14
Theta: 0.00
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 36.75 -2.75 26.98 84 -36 120
11 Dec 410.70 39.5 -8.65 32.50 3 -1 156
10 Dec 404.65 48.15 13.35 52.66 10 -3 157
9 Dec 415.30 34.85 -19.15 31.61 13 -2 159
8 Dec 398.05 54 10.6 55.86 3 1 161
5 Dec 404.60 43.4 -5.1 31.73 18 -6 160
4 Dec 401.60 48.5 0.5 42.33 5 -2 166
3 Dec 401.95 48 9.4 33.87 8 -1 168
2 Dec 409.10 38.6 5.8 21.01 5 0 169
1 Dec 417.60 32.8 5.85 31.43 37 -2 169
28 Nov 426.20 26.9 -0.1 28.63 16 2 171
27 Nov 425.25 27 -5.4 26.72 5 -2 169
26 Nov 419.40 32.4 -7.4 29.29 67 -4 170
25 Nov 410.65 39.8 -3.2 37.88 15 6 174
24 Nov 405.85 43 11.4 30.00 16 0 167
21 Nov 418.40 31.6 7.1 24.65 87 8 167
20 Nov 426.00 24.5 2.25 24.92 2 1 158
19 Nov 436.00 22.25 -0.95 29.55 6 2 156
18 Nov 435.85 23.2 2.6 31.23 4 2 152
17 Nov 440.10 20.6 -1.95 30.13 11 0 150
14 Nov 436.40 22.55 -1.8 30.23 4 0 150
13 Nov 434.05 23.75 -0.8 29.47 26 -1 150
12 Nov 431.40 24.55 -1.1 28.16 12 3 151
11 Nov 430.10 25.65 -2.35 28.49 1 0 148
10 Nov 427.60 28 0.4 29.66 5 1 146
7 Nov 429.55 28 6.65 32.33 35 0 145
6 Nov 442.60 21.35 12.45 26.14 219 105 145
4 Nov 484.85 8.85 -3.55 33.87 46 36 39
3 Nov 472.25 12.4 -19.7 33.39 3 1 1
31 Oct 465.95 32.1 0 - 0 0 0
27 Oct 473.00 32.1 0 4.88 0 0 0
23 Oct 473.70 32.1 0 4.74 0 0 0
21 Oct 476.55 32.1 0 4.66 0 0 0
20 Oct 474.90 32.1 0 4.57 0 0 0
15 Oct 460.75 32.1 0 - 0 0 0
14 Oct 469.35 32.1 0 3.83 0 0 0
13 Oct 473.80 32.1 0 4.64 0 0 0
10 Oct 464.85 32.1 0 3.49 0 0 0
9 Oct 468.00 32.1 0 - 0 0 0
8 Oct 467.30 32.1 0 3.67 0 0 0
7 Oct 468.95 32.1 0 3.72 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 450 expiring on 30DEC2025

Delta for 450 PE is -0.91

Historical price for 450 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 36.75, which was -2.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by -36 which decreased total open position to 120


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 39.5, which was -8.65 lower than the previous day. The implied volatity was 32.50, the open interest changed by -1 which decreased total open position to 156


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 48.15, which was 13.35 higher than the previous day. The implied volatity was 52.66, the open interest changed by -3 which decreased total open position to 157


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 34.85, which was -19.15 lower than the previous day. The implied volatity was 31.61, the open interest changed by -2 which decreased total open position to 159


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 54, which was 10.6 higher than the previous day. The implied volatity was 55.86, the open interest changed by 1 which increased total open position to 161


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 43.4, which was -5.1 lower than the previous day. The implied volatity was 31.73, the open interest changed by -6 which decreased total open position to 160


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 48.5, which was 0.5 higher than the previous day. The implied volatity was 42.33, the open interest changed by -2 which decreased total open position to 166


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 48, which was 9.4 higher than the previous day. The implied volatity was 33.87, the open interest changed by -1 which decreased total open position to 168


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 38.6, which was 5.8 higher than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 169


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 32.8, which was 5.85 higher than the previous day. The implied volatity was 31.43, the open interest changed by -2 which decreased total open position to 169


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 26.9, which was -0.1 lower than the previous day. The implied volatity was 28.63, the open interest changed by 2 which increased total open position to 171


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 27, which was -5.4 lower than the previous day. The implied volatity was 26.72, the open interest changed by -2 which decreased total open position to 169


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 32.4, which was -7.4 lower than the previous day. The implied volatity was 29.29, the open interest changed by -4 which decreased total open position to 170


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 39.8, which was -3.2 lower than the previous day. The implied volatity was 37.88, the open interest changed by 6 which increased total open position to 174


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 43, which was 11.4 higher than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 167


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 31.6, which was 7.1 higher than the previous day. The implied volatity was 24.65, the open interest changed by 8 which increased total open position to 167


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 24.5, which was 2.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by 1 which increased total open position to 158


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 22.25, which was -0.95 lower than the previous day. The implied volatity was 29.55, the open interest changed by 2 which increased total open position to 156


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 23.2, which was 2.6 higher than the previous day. The implied volatity was 31.23, the open interest changed by 2 which increased total open position to 152


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 20.6, which was -1.95 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 150


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 22.55, which was -1.8 lower than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 150


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 23.75, which was -0.8 lower than the previous day. The implied volatity was 29.47, the open interest changed by -1 which decreased total open position to 150


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 24.55, which was -1.1 lower than the previous day. The implied volatity was 28.16, the open interest changed by 3 which increased total open position to 151


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 25.65, which was -2.35 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 148


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 28, which was 0.4 higher than the previous day. The implied volatity was 29.66, the open interest changed by 1 which increased total open position to 146


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 28, which was 6.65 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 145


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 21.35, which was 12.45 higher than the previous day. The implied volatity was 26.14, the open interest changed by 105 which increased total open position to 145


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 8.85, which was -3.55 lower than the previous day. The implied volatity was 33.87, the open interest changed by 36 which increased total open position to 39


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 12.4, which was -19.7 lower than the previous day. The implied volatity was 33.39, the open interest changed by 1 which increased total open position to 1


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 32.1, 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 32.1, which was 0 lower than the previous day. The implied volatity was 4.88, 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 32.1, which was 0 lower than the previous day. The implied volatity was 4.74, 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 32.1, which was 0 lower than the previous day. The implied volatity was 4.66, 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 32.1, which was 0 lower than the previous day. The implied volatity was 4.57, 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 32.1, 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 32.1, which was 0 lower than the previous day. The implied volatity was 3.83, 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 32.1, which was 0 lower than the previous day. The implied volatity was 4.64, 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 32.1, 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 9 Oct DELHIVERY was trading at 468.00. The strike last trading price was 32.1, 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 32.1, which was 0 lower than the previous day. The implied volatity was 3.67, 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 32.1, which was 0 lower than the previous day. The implied volatity was 3.72, 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