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Historical option data for DELHIVERY

03 Jun 2026 04:10 PM IST
DELHIVERY 30-Jun-2026 (27d) 450 CE
Delta: 0.39
Vega: 0
Theta: -0.27
Gamma: 0.01083
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 437.90 9.1 -0.15 (-1.62%) 29.56 495 -12 469
2 Jun 437.95 9.15 0.25 (2.81%) 27.2 402 59 481
1 Jun 437.25 8.8 -9.2 (-51.11%) 28 633 140 421
29 May 452.35 17.6 -4.45 (-20.18%) 29.18 125 -8 281
27 May 459.75 22.05 -2.6 (-10.55%) 28.69 61 -2 289
26 May 463.50 25.5 4.4 (20.85%) 27.41 261 168 291
25 May 455.45 21.05 3.05 (16.94%) 28.99 195 19 121
22 May 447.60 17.85 -3.15 (-15.00%) 29.89 126 66 101
21 May 452.75 21.1 -2.9 (-12.08%) 30.61 18 1 34
20 May 456.80 24 -4 (-14.29%) 31.31 23 13 35
19 May 459.40 28.5 3.5 (14.00%) 33.43 7 -5 22
18 May 455.75 24.8 -10.2 (-29.14%) 33.56 37 16 26
15 May 475.75 35 0 (0.00%) - 0 0 10
14 May 470.30 35 0 (0.00%) 0 0 0 10
13 May 465.20 35 -1 (-2.78%) 0 2 0 9
12 May 464.70 36 -8 (-18.18%) 0 1 1 9
11 May 479.15 44 0.35 (0.80%) 0 10 -2 8
8 May 479.10 43.65 12.65 (40.81%) 34.84 7 0 10
7 May 481.75 31 0 (0.00%) - 0 0 10
6 May 471.00 31 0 (0.00%) 32.15 0 0 10
5 May 459.50 31 8.6 (38.39%) 32.15 11 9 9
4 May 467.35 0 0 - 0 0 0
30 Apr 467.05 0 0 - 0 0 0
29 Apr 466.30 0 0 - 0 0 0
28 Apr 465.40 0 0 - 0 0 0
27 Apr 462.70 0 0 - 0 0 0
24 Apr 449.70 0 0 - 0 0 0
23 Apr 449.40 0 0 - 0 0 0
22 Apr 462.70 0 0 - 0 0 0
21 Apr 472.05 0 0 - 0 0 0
20 Apr 464.50 0 0 - 0 0 0
17 Apr 463.00 0 0 - 0 0 0
16 Apr 459.75 0 0 - 0 0 0
15 Apr 459.80 0 0 - 0 0 0
13 Apr 465.30 0 0 - 0 0 0
10 Apr 470.15 0 0 (0.00%) - 0 0 0
9 Apr 469.85 22.4 0 (0.00%) - 0 0 0
8 Apr 459.85 22.4 0 (0.00%) - 0 0 0
7 Apr 442.00 22.4 0 (0.00%) 0.63 0 0 0
6 Apr 435.90 0 0 (0.00%) 2.05 0 0 0
2 Apr 426.25 0 0 (0.00%) 1.81 0 0 0


For Delhivery Limited - strike price 450 expiring on 30JUN2026

Delta for 450 CE is 0.39

Historical price for 450 CE is as follows

On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 9.1, which was -0.15 lower than the previous day. The implied volatity was 29.56, the open interest changed by -12 which decreased total open position to 469


On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 9.15, which was 0.25 higher than the previous day. The implied volatity was 27.2, the open interest changed by 59 which increased total open position to 481


On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 8.8, which was -9.2 lower than the previous day. The implied volatity was 28, the open interest changed by 140 which increased total open position to 421


On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 17.6, which was -4.45 lower than the previous day. The implied volatity was 29.18, the open interest changed by -8 which decreased total open position to 281


On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 22.05, which was -2.6 lower than the previous day. The implied volatity was 28.69, the open interest changed by -2 which decreased total open position to 289


On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 25.5, which was 4.4 higher than the previous day. The implied volatity was 27.41, the open interest changed by 168 which increased total open position to 291


On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 21.05, which was 3.05 higher than the previous day. The implied volatity was 28.99, the open interest changed by 19 which increased total open position to 121


On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 17.85, which was -3.15 lower than the previous day. The implied volatity was 29.89, the open interest changed by 66 which increased total open position to 101


On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 21.1, which was -2.9 lower than the previous day. The implied volatity was 30.61, the open interest changed by 1 which increased total open position to 34


On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 24, which was -4 lower than the previous day. The implied volatity was 31.31, the open interest changed by 13 which increased total open position to 35


On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 28.5, which was 3.5 higher than the previous day. The implied volatity was 33.43, the open interest changed by -5 which decreased total open position to 22


On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 24.8, which was -10.2 lower than the previous day. The implied volatity was 33.56, the open interest changed by 16 which increased total open position to 26


On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10


On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 9


On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 36, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 9


On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 44, which was 0.35 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 8


On 8 May DELHIVERY was trading at 479.10. The strike last trading price was 43.65, which was 12.65 higher than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 10


On 7 May DELHIVERY was trading at 481.75. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 10


On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 31, which was 8.6 higher than the previous day. The implied volatity was 32.15, the open interest changed by 9 which increased total open position to 9


On 4 May DELHIVERY was trading at 467.35. 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 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


On 28 Apr DELHIVERY was trading at 465.40. 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 27 Apr DELHIVERY was trading at 462.70. 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 24 Apr DELHIVERY was trading at 449.70. 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 23 Apr DELHIVERY was trading at 449.40. 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 22 Apr DELHIVERY was trading at 462.70. 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 21 Apr DELHIVERY was trading at 472.05. 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 20 Apr DELHIVERY was trading at 464.50. 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 17 Apr DELHIVERY was trading at 463.00. 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 16 Apr DELHIVERY was trading at 459.75. 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 15 Apr DELHIVERY was trading at 459.80. 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 13 Apr DELHIVERY was trading at 465.30. 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 10 Apr DELHIVERY was trading at 470.15. 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 Apr DELHIVERY was trading at 469.85. The strike last trading price was 22.4, 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 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 22.4, 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 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0


On 6 Apr DELHIVERY was trading at 435.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.05, 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 0, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30-Jun-2026 (27d) 450 PE
Delta: -0.62
Vega: 0
Theta: -0.15
Gamma: 0.01349
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 437.90 16.9 0.35 (2.11%) 23.49 43 -14 189
2 Jun 437.95 16.6 -1.4 (-7.78%) 21.69 88 4 203
1 Jun 437.25 17.95 7.9 (78.61%) 23.3 316 1 192
29 May 452.35 10.05 2.05 (25.63%) 22.4 165 6 191
27 May 459.75 8.45 0.1 (1.20%) 24.45 100 0 185
26 May 463.50 8 -5 (-38.46%) 26.39 96 4 184
25 May 455.45 12.8 -3.8 (-22.89%) 29.36 289 66 177
22 May 447.60 16.6 1.9 (12.93%) 28.23 86 24 112
21 May 452.75 15.15 1.7 (12.64%) 30.02 42 -5 88
20 May 456.80 13.7 0.35 (2.62%) 29.96 22 -2 92
19 May 459.40 13.75 -2.65 (-16.16%) 31.2 42 14 94
18 May 455.75 16.4 3.6 (28.12%) 33.07 129 48 81
15 May 475.75 12.9 -2.2 (-14.57%) 37.36 15 -2 35
14 May 470.30 15.1 -1.4 (-8.48%) 37.05 6 1 36
13 May 465.20 16.5 0.3 (1.85%) 0 21 7 34
12 May 464.70 16.25 4.95 (43.81%) 0 29 8 26
11 May 479.15 11.3 -4.7 (-29.37%) 0 37 12 17
8 May 479.10 16 16 - 0 0 5
7 May 481.75 16 16 (-8.05%) 33.36 0 0 5
6 May 471.00 16 -1.4 (-8.05%) 33.36 3 2 6
5 May 459.50 17.4 5.3 (43.80%) 33.99 4 2 4
4 May 467.35 12.1 -35.55 (-74.61%) 29.29 2 1 1
30 Apr 467.05 0 0 - 0 0 0
29 Apr 466.30 0 0 - 0 0 0
28 Apr 465.40 0 0 - 0 0 0
27 Apr 462.70 0 0 - 0 0 0
24 Apr 449.70 0 0 - 0 0 0
23 Apr 449.40 0 0 - 0 0 0
22 Apr 462.70 0 0 - 0 0 0
21 Apr 472.05 0 0 - 0 0 0
20 Apr 464.50 0 0 - 0 0 0
17 Apr 463.00 0 0 - 0 0 0
16 Apr 459.75 0 0 - 0 0 0
15 Apr 459.80 0 0 - 0 0 0
13 Apr 465.30 0 0 - 0 0 0
10 Apr 470.15 0 0 (0.00%) 4.29 0 0 0
9 Apr 469.85 47.65 0 (0.00%) 3.88 0 0 0
8 Apr 459.85 0 0 (0.00%) 1.88 0 0 0
7 Apr 442.00 0 0 (0.00%) 0.43 0 0 0
6 Apr 435.90 0 0 (0.00%) - 0 0 0
2 Apr 426.25 0 0 (0.00%) - 0 0 0


For Delhivery Limited - strike price 450 expiring on 30JUN2026

Delta for 450 PE is -0.62

Historical price for 450 PE is as follows

On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 16.9, which was 0.35 higher than the previous day. The implied volatity was 23.49, the open interest changed by -14 which decreased total open position to 189


On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 16.6, which was -1.4 lower than the previous day. The implied volatity was 21.69, the open interest changed by 4 which increased total open position to 203


On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 17.95, which was 7.9 higher than the previous day. The implied volatity was 23.3, the open interest changed by 1 which increased total open position to 192


On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 10.05, which was 2.05 higher than the previous day. The implied volatity was 22.4, the open interest changed by 6 which increased total open position to 191


On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 8.45, which was 0.1 higher than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 185


On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 8, which was -5 lower than the previous day. The implied volatity was 26.39, the open interest changed by 4 which increased total open position to 184


On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 12.8, which was -3.8 lower than the previous day. The implied volatity was 29.36, the open interest changed by 66 which increased total open position to 177


On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 16.6, which was 1.9 higher than the previous day. The implied volatity was 28.23, the open interest changed by 24 which increased total open position to 112


On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 15.15, which was 1.7 higher than the previous day. The implied volatity was 30.02, the open interest changed by -5 which decreased total open position to 88


On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 13.7, which was 0.35 higher than the previous day. The implied volatity was 29.96, the open interest changed by -2 which decreased total open position to 92


On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 13.75, which was -2.65 lower than the previous day. The implied volatity was 31.2, the open interest changed by 14 which increased total open position to 94


On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 16.4, which was 3.6 higher than the previous day. The implied volatity was 33.07, the open interest changed by 48 which increased total open position to 81


On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 12.9, which was -2.2 lower than the previous day. The implied volatity was 37.36, the open interest changed by -2 which decreased total open position to 35


On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 15.1, which was -1.4 lower than the previous day. The implied volatity was 37.05, the open interest changed by 1 which increased total open position to 36


On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 16.5, which was 0.3 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 34


On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 16.25, which was 4.95 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 26


On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 11.3, which was -4.7 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 17


On 8 May DELHIVERY was trading at 479.10. The strike last trading price was 16, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 7 May DELHIVERY was trading at 481.75. The strike last trading price was 16, which was 16 higher than the previous day. The implied volatity was 33.36, the open interest changed by 0 which decreased total open position to 5


On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 16, which was -1.4 lower than the previous day. The implied volatity was 33.36, the open interest changed by 2 which increased total open position to 6


On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 17.4, which was 5.3 higher than the previous day. The implied volatity was 33.99, the open interest changed by 2 which increased total open position to 4


On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 12.1, which was -35.55 lower than the previous day. The implied volatity was 29.29, the open interest changed by 1 which increased total open position to 1


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


On 28 Apr DELHIVERY was trading at 465.40. 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 27 Apr DELHIVERY was trading at 462.70. 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 24 Apr DELHIVERY was trading at 449.70. 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 23 Apr DELHIVERY was trading at 449.40. 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 22 Apr DELHIVERY was trading at 462.70. 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 21 Apr DELHIVERY was trading at 472.05. 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 20 Apr DELHIVERY was trading at 464.50. 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 17 Apr DELHIVERY was trading at 463.00. 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 16 Apr DELHIVERY was trading at 459.75. 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 15 Apr DELHIVERY was trading at 459.80. 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 13 Apr DELHIVERY was trading at 465.30. 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 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0


On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 47.65, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0


On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0


On 6 Apr DELHIVERY was trading at 435.90. 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 2 Apr DELHIVERY was trading at 426.25. 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