DELHIVERY

Delhivery Limited

401.8 -5.45 (-1.34%)

L: 399.1 H: 410.85

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Historical option data for DELHIVERY
17 Dec 2025 09:03 AM 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 455 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	401.80	0.35 ₹ 726.25	-0.3 -622.50	-	23 47,725	9 18,675	140 2,90,500
16 Dec	401.80	0.35 ₹ 726.25	-0.3 -622.50	33.18	23 47,725	6 12,450	140 2,90,500
15 Dec	407.25	0.65 ₹ 1,348.75	-0.05 -103.75	-	0 0	0 0	0 0
12 Dec	412.30	0.65 ₹ 1,348.75	-0.05 -103.75	26.93	8 16,600	0 0	138 2,86,350
11 Dec	410.70	0.7 ₹ 1,452.5	0.1 207.50	27.82	18 37,350	3 6,225	144 2,98,800
10 Dec	404.65	0.6 ₹ 1,245	-0.7 -1452.50	28.96	42 87,150	-6 -12,450	142 2,94,650
9 Dec	415.30	1.3 ₹ 2,697.5	0.75 1556.25	27.65	153 3,17,475	30 62,250	150 3,11,250
8 Dec	398.05	0.55 ₹ 1,141.25	-0.05 -103.75	29.26	27 56,025	2 4,150	120 2,49,000
5 Dec	404.60	0.6 ₹ 1,245	-0.25 -518.75	25.19	13 26,975	4 8,300	119 2,46,925
4 Dec	401.60	0.85 ₹ 1,763.75	-0.15 -311.25	27.83	22 45,650	0 0	115 2,38,625
3 Dec	401.95	0.95 ₹ 1,971.25	-0.35 -726.25	28.90	81 1,68,075	-8 -16,600	124 2,57,300
2 Dec	409.10	1.3 ₹ 2,697.5	-1.6 -3320.00	25.90	100 2,07,500	41 85,075	132 2,73,900
1 Dec	417.60	2.9 ₹ 6,017.5	-1.2 -2490.00	27.13	93 1,92,975	4 8,300	89 1,84,675
28 Nov	426.20	3.95 ₹ 8,196.25	-0.25 -518.75	24.61	107 2,22,025	14 29,050	83 1,72,225
27 Nov	425.25	4.4 ₹ 9,130	1.2 2490.00	26.03	63 1,30,725	-5 -10,375	69 1,43,175
26 Nov	419.40	3.2 ₹ 6,640	0.4 830.00	25.63	47 97,525	15 31,125	54 1,12,050
25 Nov	410.65	2.85 ₹ 5,913.75	0.15 311.25	26.77	35 72,625	-10 -20,750	40 83,000
24 Nov	405.85	2.65 ₹ 5,498.75	-2.75 -5706.25	29.70	68 1,41,100	41 85,075	49 1,01,675
21 Nov	418.40	5.4 ₹ 11,205	-1 -2075.00	29.78	14 29,050	3 6,225	6 12,450

20 Nov	426.00	6.4 ₹ 13,280	-5.6 -11620.00	25.71	3 6,225	0 0	1 2,075
19 Nov	436.00	12 ₹ 24,900	3 6225.00	-	0 0	0 0	0 0
18 Nov	435.85	12 ₹ 24,900	3 6225.00	-	0 0	0 0	0 0
17 Nov	440.10	12 ₹ 24,900	3 6225.00	-	0 0	0 0	0 0
14 Nov	436.40	12 ₹ 24,900	3 6225.00	-	0 0	-1 -2,075	0 0
13 Nov	434.05	12 ₹ 24,900	3 6225.00	29.07	1 2,075	0 0	2 4,150
12 Nov	431.40	9 ₹ 18,675	-4.6 -9545.00	25.29	1 2,075	0 0	1 2,075
11 Nov	430.10	13.6 ₹ 28,220	-4.8 -9960.00	-	0 0	0 0	0 0
10 Nov	427.60	13.6 ₹ 28,220	-4.8 -9960.00	-	0 0	-1 -2,075	0 0
7 Nov	429.55	13.6 ₹ 28,220	-4.8 -9960.00	31.38	1 2,075	0 0	2 4,150
6 Nov	442.60	18.4 ₹ 38,180	-19.6 -40670.00	35.22	1 2,075	0 0	1 2,075
4 Nov	484.85	38 ₹ 78,850	-7.2 -14940.00	-	0 0	0 0	0 0
3 Nov	472.25	38 ₹ 78,850	-7.2 -14940.00	-	0 0	0 0	0 0
31 Oct	465.95	38 ₹ 78,850	-7.2 -14940.00	-	0 0	1 2,075	0 0

For Delhivery Limited - strike price 455 expiring on 30DEC2025

Delta for 455 CE is -

Historical price for 455 CE is as follows

On 17 Dec DELHIVERY was trading at 401.80. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 140

On 16 Dec DELHIVERY was trading at 401.80. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 33.18, the open interest changed by 6 which increased total open position to 140

On 15 Dec DELHIVERY was trading at 407.25. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 138

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 27.82, the open interest changed by 3 which increased total open position to 144

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.6, which was -0.7 lower than the previous day. The implied volatity was 28.96, the open interest changed by -6 which decreased total open position to 142

On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 1.3, which was 0.75 higher than the previous day. The implied volatity was 27.65, the open interest changed by 30 which increased total open position to 150

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 2 which increased total open position to 120

On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 25.19, the open interest changed by 4 which increased total open position to 119

On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 115

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 28.90, the open interest changed by -8 which decreased total open position to 124

On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 1.3, which was -1.6 lower than the previous day. The implied volatity was 25.90, the open interest changed by 41 which increased total open position to 132

On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 2.9, which was -1.2 lower than the previous day. The implied volatity was 27.13, the open interest changed by 4 which increased total open position to 89

On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 24.61, the open interest changed by 14 which increased total open position to 83

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 4.4, which was 1.2 higher than the previous day. The implied volatity was 26.03, the open interest changed by -5 which decreased total open position to 69

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 3.2, which was 0.4 higher than the previous day. The implied volatity was 25.63, the open interest changed by 15 which increased total open position to 54

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 2.85, which was 0.15 higher than the previous day. The implied volatity was 26.77, the open interest changed by -10 which decreased total open position to 40

On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 2.65, which was -2.75 lower than the previous day. The implied volatity was 29.70, the open interest changed by 41 which increased total open position to 49

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 5.4, which was -1 lower than the previous day. The implied volatity was 29.78, the open interest changed by 3 which increased total open position to 6

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 6.4, which was -5.6 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 1

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 12, which was 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 12, which was 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 12, which was 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 12, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 12, which was 3 higher than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 2

On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 9, which was -4.6 lower than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 1

On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 13.6, which was -4.8 lower 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 13.6, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 13.6, which was -4.8 lower than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 2

On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 18.4, which was -19.6 lower than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 1

On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 38, which was -7.2 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 38, which was -7.2 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 38, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

DELHIVERY 30DEC2025 455 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	401.80	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
16 Dec	401.80	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
15 Dec	407.25	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
12 Dec	412.30	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
11 Dec	410.70	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
10 Dec	404.65	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
9 Dec	415.30	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
8 Dec	398.05	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
5 Dec	404.60	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
4 Dec	401.60	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
3 Dec	401.95	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
2 Dec	409.10	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
1 Dec	417.60	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
26 Nov	419.40	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
25 Nov	410.65	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
24 Nov	405.85	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
18 Nov	435.85	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
11 Nov	430.10	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
6 Nov	442.60	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0
4 Nov	484.85	19.65 ₹ 40,773.75	0 0.00	6.09	0 0	0 0	0 0
3 Nov	472.25	19.65 ₹ 40,773.75	0 0.00	3.99	0 0	0 0	0 0
31 Oct	465.95	19.65 ₹ 40,773.75	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 455 expiring on 30DEC2025

Delta for 455 PE is -

Historical price for 455 PE is as follows

On 17 Dec DELHIVERY was trading at 401.80. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 401.80. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 407.25. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 412.30. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 410.70. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 404.65. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 415.30. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 398.05. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 404.60. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 401.60. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 401.95. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 409.10. The strike last trading price was 19.65, 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 Dec DELHIVERY was trading at 417.60. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 426.20. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 425.25. The strike last trading price was 19.65, 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 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 410.65. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 405.85. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 418.40. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 426.00. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 436.00. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 435.85. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 440.10. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 436.40. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 434.05. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 431.40. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 430.10. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 427.60. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 429.55. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 442.60. The strike last trading price was 19.65, 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 Nov DELHIVERY was trading at 484.85. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 6.09, 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 19.65, which was 0 lower than the previous day. The implied volatity was 3.99, 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 19.65, 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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