Historical option data for DELHIVERY
22 Jun 2026 01:19 PM IST
| DELHIVERY 28-Jul-2026 (36d) 450 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0
Theta: -0.23
Gamma: 0.00608
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 483.95 | 40.2 | 15.2 (60.80%) | 32.75 | 119 | 14 | 30 | |||||||||
| 19 Jun | 461.10 | 25.05 | 2.05 (8.91%) | 29.16 | 5 | -3 | 16 | |||||||||
| 18 Jun | 459.20 | 22.95 | 3.95 (20.79%) | 26.45 | 20 | 4 | 18 | |||||||||
| 17 Jun | 451.55 | 19.05 | 1.05 (5.83%) | 27.46 | 3 | 2 | 14 | |||||||||
| 16 Jun | 451.30 | 18.35 | -3.65 (-16.59%) | 26.54 | 1 | 1 | 12 | |||||||||
| 15 Jun | 453.55 | 22.4 | 7.4 (49.33%) | 29.63 | 18 | 9 | 10 | |||||||||
| 12 Jun | 440.50 | 15.1 | 2.1 (16.15%) | 30.2 | 1 | 1 | 1 | |||||||||
| 10 Jun | 431.10 | 13.2 | -3.8 (-22.35%) | 29.53 | 1 | -1 | 0 | |||||||||
| 9 Jun | 439.40 | 13.2 | -3.8 (-22.35%) | 29.53 | 1 | -1 | 0 | |||||||||
| 8 Jun | 439.35 | 16.65 | -3.35 (-16.75%) | 28.65 | 1 | 0 | 2 | |||||||||
| 5 Jun | 445.25 | 20.25 | -26.75 (-56.91%) | 31.62 | 2 | 1 | 1 | |||||||||
| 15 May | 475.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 470.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 465.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 464.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 481.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 481.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 471.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 459.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 466.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 450 expiring on 28JUL2026
Delta for 450 CE is 0.77
Historical price for 450 CE is as follows
On 22 Jun DELHIVERY was trading at 483.95. The strike last trading price was 40.2, which was 15.2 higher than the previous day. The implied volatity was 32.75, the open interest changed by 14 which increased total open position to 30
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 25.05, which was 2.05 higher than the previous day. The implied volatity was 29.16, the open interest changed by -3 which decreased total open position to 16
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 22.95, which was 3.95 higher than the previous day. The implied volatity was 26.45, the open interest changed by 4 which increased total open position to 18
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 19.05, which was 1.05 higher than the previous day. The implied volatity was 27.46, the open interest changed by 2 which increased total open position to 14
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 18.35, which was -3.65 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 12
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 22.4, which was 7.4 higher than the previous day. The implied volatity was 29.63, the open interest changed by 9 which increased total open position to 10
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 15.1, which was 2.1 higher than the previous day. The implied volatity was 30.2, the open interest changed by 1 which increased total open position to 1
On 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 13.2, which was -3.8 lower than the previous day. The implied volatity was 29.53, the open interest changed by -1 which decreased total open position to 0
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 13.2, which was -3.8 lower than the previous day. The implied volatity was 29.53, the open interest changed by -1 which decreased total open position to 0
On 8 Jun DELHIVERY was trading at 439.35. The strike last trading price was 16.65, which was -3.35 lower than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 2
On 5 Jun DELHIVERY was trading at 445.25. The strike last trading price was 20.25, which was -26.75 lower than the previous day. The implied volatity was 31.62, the open interest changed by 1 which increased total open position to 1
On 15 May DELHIVERY was trading at 475.75. 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 May DELHIVERY was trading at 470.30. 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 13 May DELHIVERY was trading at 465.20. 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 12 May DELHIVERY was trading at 464.70. 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 11 May DELHIVERY was trading at 481.95. 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 8 May DELHIVERY was trading at 479.10. 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 May DELHIVERY was trading at 481.75. 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 6 May DELHIVERY was trading at 471.00. 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 5 May DELHIVERY was trading at 459.50. 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 30 Apr DELHIVERY was trading at 467.05. 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 29 Apr DELHIVERY was trading at 466.30. 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 28-Jul-2026 (36d) 450 PE | |||||||
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Delta: -0.19
Vega: 0
Theta: -0.13
Gamma: 0.00579
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 483.95 | 5.3 | -4.7 (-47.00%) | 30.9 | 71 | 30 | 31 |
| 19 Jun | 461.10 | 10 | -15.4 (-60.63%) | 27.31 | 1 | 0 | 0 |
| 18 Jun | 459.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 451.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 451.30 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 453.55 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 440.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 431.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 439.40 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 439.35 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 445.25 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 475.75 | 0 | -25.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 470.30 | 0 | -25.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 465.20 | 0 | -25.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 464.70 | 0 | -25.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 481.95 | 0 | -25.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 481.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 471.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 459.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 466.30 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 450 expiring on 28JUL2026
Delta for 450 PE is -0.19
Historical price for 450 PE is as follows
On 22 Jun DELHIVERY was trading at 483.95. The strike last trading price was 5.3, which was -4.7 lower than the previous day. The implied volatity was 30.9, the open interest changed by 30 which increased total open position to 31
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 10, which was -15.4 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 0
On 18 Jun DELHIVERY was trading at 459.20. 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 17 Jun DELHIVERY was trading at 451.55. 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 16 Jun DELHIVERY was trading at 451.30. 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 15 Jun DELHIVERY was trading at 453.55. 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 12 Jun DELHIVERY was trading at 440.50. 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 Jun DELHIVERY was trading at 431.10. 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 Jun DELHIVERY was trading at 439.40. 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 Jun DELHIVERY was trading at 439.35. 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 5 Jun DELHIVERY was trading at 445.25. 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 15 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 0, which was -25.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 0, which was -25.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 0, which was -25.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DELHIVERY was trading at 481.95. The strike last trading price was 0, which was -25.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DELHIVERY was trading at 479.10. 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 May DELHIVERY was trading at 481.75. 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 6 May DELHIVERY was trading at 471.00. 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 5 May DELHIVERY was trading at 459.50. 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 30 Apr DELHIVERY was trading at 467.05. 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 29 Apr DELHIVERY was trading at 466.30. 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
