DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
22 Apr 2026 04:10 PM IST
| DELHIVERY 28-Apr-2026 (5d) 455 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0
Theta: -0.55
Gamma: 0.01908
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 462.70 | 12.35 | -8.1 | 30.61 | 286 | 40 | 96 | |||||||||
| 21 Apr | 472.05 | 20.3 | 2.400000000000002 | 34.98 | 35 | 1 | 53 | |||||||||
| 20 Apr | 464.50 | 17.9 | 0.6999999999999993 | 39.44 | 39 | 1 | 54 | |||||||||
| 17 Apr | 463.00 | 17.55 | 2.700000000000001 | 38.23 | 115 | -15 | 53 | |||||||||
| 16 Apr | 459.75 | 14.8 | -0.5999999999999996 | 35.37 | 101 | 22 | 65 | |||||||||
| 15 Apr | 459.80 | 15.15 | -5.6 | 35.52 | 63 | -4 | 42 | |||||||||
| 13 Apr | 465.30 | 21.05 | -3.8000000000000007 | 38.62 | 19 | -1 | 47 | |||||||||
| 10 Apr | 470.15 | 24.55 | -0.09999999999999787 | 36.44 | 21 | -5 | 49 | |||||||||
| 9 Apr | 469.85 | 25.2 | 6.45 | 34.29 | 188 | -36 | 54 | |||||||||
| 8 Apr | 459.85 | 17.55 | 5 | 34.73 | 472 | 58 | 89 | |||||||||
| 7 Apr | 442.00 | 12.65 | 1.95 | 40.57 | 109 | 4 | 32 | |||||||||
| 6 Apr | 435.90 | 10.7 | 4 | 42.44 | 19 | 5 | 26 | |||||||||
| 2 Apr | 426.25 | 6.7 | -1.55 | 35.21 | 20 | -2 | 22 | |||||||||
| 1 Apr | 431.40 | 8.2 | -14.35 | 35.34 | 61 | 24 | 24 | |||||||||
| 30 Mar | 416.70 | 22.55 | 0 | 9.08 | 0 | 0 | 0 | |||||||||
| 27 Mar | 428.75 | 22.55 | 0 | 5.47 | 0 | 0 | 0 | |||||||||
| 25 Mar | 430.35 | 22.55 | 0 | 4.63 | 0 | 0 | 0 | |||||||||
| 24 Mar | 418.90 | 22.55 | 0 | 7.05 | 0 | 0 | 0 | |||||||||
| 23 Mar | 411.40 | 22.55 | 0 | 8.32 | 0 | 0 | 0 | |||||||||
| 20 Mar | 422.85 | 22.55 | 0 | 5.23 | 0 | 0 | 0 | |||||||||
| 19 Mar | 413.40 | 22.55 | 0 | 7.27 | 0 | 0 | 0 | |||||||||
| 18 Mar | 422.55 | 22.55 | 0 | 5.26 | 0 | 0 | 0 | |||||||||
| 17 Mar | 402.30 | 22.55 | 0 | 9.21 | 0 | 0 | 0 | |||||||||
| 16 Mar | 401.25 | 22.55 | 0 | 9.24 | 0 | 0 | 0 | |||||||||
| 13 Mar | 403.25 | 22.55 | 0 | 8.41 | 0 | 0 | 0 | |||||||||
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| 12 Mar | 408.20 | 22.55 | 0 | 7.69 | 0 | 0 | 0 | |||||||||
| 11 Mar | 417.95 | 22.55 | 0 | 5.95 | 0 | 0 | 0 | |||||||||
| 10 Mar | 425.85 | 22.55 | 0 | 4.21 | 0 | 0 | 0 | |||||||||
| 9 Mar | 415.65 | 22.55 | 0 | 5.97 | 0 | 0 | 0 | |||||||||
| 6 Mar | 422.60 | 22.55 | 0 | 4.47 | 0 | 0 | 0 | |||||||||
| 5 Mar | 428.10 | 22.55 | 0 | 3.66 | 0 | 0 | 0 | |||||||||
| 4 Mar | 416.70 | 22.55 | 0 | 5.41 | 0 | 0 | 0 | |||||||||
| 2 Mar | 427.90 | 22.55 | 0 | 3.33 | 0 | 0 | 0 | |||||||||
| 27 Feb | 433.40 | 22.55 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
| 26 Feb | 442.35 | 22.55 | 0 | 1 | 0 | 0 | 0 | |||||||||
| 25 Feb | 439.65 | 22.55 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 455 expiring on 28APR2026
Delta for 455 CE is 0.68
Historical price for 455 CE is as follows
On 22 Apr DELHIVERY was trading at 462.70. The strike last trading price was 12.35, which was -8.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 40 which increased total open position to 96
On 21 Apr DELHIVERY was trading at 472.05. The strike last trading price was 20.3, which was 2.400000000000002 higher than the previous day. The implied volatity was 34.98, the open interest changed by 1 which increased total open position to 53
On 20 Apr DELHIVERY was trading at 464.50. The strike last trading price was 17.9, which was 0.6999999999999993 higher than the previous day. The implied volatity was 39.44, the open interest changed by 1 which increased total open position to 54
On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was 17.55, which was 2.700000000000001 higher than the previous day. The implied volatity was 38.23, the open interest changed by -15 which decreased total open position to 53
On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 14.8, which was -0.5999999999999996 lower than the previous day. The implied volatity was 35.37, the open interest changed by 22 which increased total open position to 65
On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 15.15, which was -5.6 lower than the previous day. The implied volatity was 35.52, the open interest changed by -4 which decreased total open position to 42
On 13 Apr DELHIVERY was trading at 465.30. The strike last trading price was 21.05, which was -3.8000000000000007 lower than the previous day. The implied volatity was 38.62, the open interest changed by -1 which decreased total open position to 47
On 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 24.55, which was -0.09999999999999787 lower than the previous day. The implied volatity was 36.44, the open interest changed by -5 which decreased total open position to 49
On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 25.2, which was 6.45 higher than the previous day. The implied volatity was 34.29, the open interest changed by -36 which decreased total open position to 54
On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 17.55, which was 5 higher than the previous day. The implied volatity was 34.73, the open interest changed by 58 which increased total open position to 89
On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 12.65, which was 1.95 higher than the previous day. The implied volatity was 40.57, the open interest changed by 4 which increased total open position to 32
On 6 Apr DELHIVERY was trading at 435.90. The strike last trading price was 10.7, which was 4 higher than the previous day. The implied volatity was 42.44, the open interest changed by 5 which increased total open position to 26
On 2 Apr DELHIVERY was trading at 426.25. The strike last trading price was 6.7, which was -1.55 lower than the previous day. The implied volatity was 35.21, the open interest changed by -2 which decreased total open position to 22
On 1 Apr DELHIVERY was trading at 431.40. The strike last trading price was 8.2, which was -14.35 lower than the previous day. The implied volatity was 35.34, the open interest changed by 24 which increased total open position to 24
On 30 Mar DELHIVERY was trading at 416.70. The strike last trading price was 22.55, which was 0 lower than the previous day. The implied volatity was 9.08, 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 22.55, which was 0 lower than the previous day. The implied volatity was 5.47, 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 22.55, which was 0 lower than the previous day. The implied volatity was 4.63, 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 22.55, which was 0 lower than the previous day. The implied volatity was 7.05, 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 22.55, which was 0 lower than the previous day. The implied volatity was 8.32, 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 22.55, which was 0 lower than the previous day. The implied volatity was 5.23, 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 22.55, which was 0 lower than the previous day. The implied volatity was 7.27, 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 22.55, which was 0 lower than the previous day. The implied volatity was 5.26, 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 22.55, which was 0 lower than the previous day. The implied volatity was 9.21, 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 22.55, which was 0 lower than the previous day. The implied volatity was 9.24, 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 22.55, which was 0 lower than the previous day. The implied volatity was 8.41, 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 22.55, which was 0 lower than the previous day. The implied volatity was 7.69, 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 22.55, which was 0 lower than the previous day. The implied volatity was 5.95, 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 22.55, which was 0 lower than the previous day. The implied volatity was 4.21, 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 22.55, which was 0 lower than the previous day. The implied volatity was 5.97, 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 22.55, which was 0 lower than the previous day. The implied volatity was 4.47, 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 22.55, which was 0 lower than the previous day. The implied volatity was 3.66, 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 22.55, which was 0 lower than the previous day. The implied volatity was 5.41, 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 22.55, which was 0 lower than the previous day. The implied volatity was 3.33, 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 22.55, which was 0 lower than the previous day. The implied volatity was 2.44, 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 22.55, which was 0 lower than the previous day. The implied volatity was 1, 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 22.55, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 28-Apr-2026 (5d) 455 PE | |||||||
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Delta: -0.35
Vega: 0
Theta: -0.62
Gamma: 0.01619
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 462.70 | 5.4 | 2.0500000000000003 | 37.31 | 939 | 58 | 156 |
| 21 Apr | 472.05 | 3.3 | -2.9000000000000004 | 37.47 | 215 | 21 | 98 |
| 20 Apr | 464.50 | 6.45 | -1 | 36.08 | 179 | -1 | 77 |
| 17 Apr | 463.00 | 7.1 | -1.5 | 34.79 | 171 | 22 | 78 |
| 16 Apr | 459.75 | 8.75 | -0.75 | 33.05 | 133 | -1 | 57 |
| 15 Apr | 459.80 | 10 | 0.9000000000000004 | 33.27 | 143 | -13 | 59 |
| 13 Apr | 465.30 | 8.5 | 1 | 36.79 | 61 | -2 | 73 |
| 10 Apr | 470.15 | 7.6 | -0.5999999999999996 | 34.46 | 57 | -1 | 85 |
| 9 Apr | 469.85 | 7.95 | -4.1 | 36.47 | 287 | 54 | 86 |
| 8 Apr | 459.85 | 12.7 | -22.9 | 35.76 | 141 | 32 | 32 |
| 7 Apr | 442.00 | 35.6 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 435.90 | 35.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 426.25 | 35.6 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 431.40 | 35.6 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 416.70 | 35.6 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 428.75 | 35.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 430.35 | 35.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 418.90 | 35.6 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 411.40 | 35.6 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 422.85 | 35.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 413.40 | 35.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 422.55 | 35.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 402.30 | 35.6 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 401.25 | 35.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 403.25 | 35.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 408.20 | 35.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 417.95 | 35.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 425.85 | 35.6 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 415.65 | 35.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 422.60 | 35.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 428.10 | 35.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 416.70 | 35.6 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 427.90 | 35.6 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 433.40 | 35.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 442.35 | 35.6 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 439.65 | 35.6 | 0 | 0 | 0 | 0 | 0 |
For Delhivery Limited - strike price 455 expiring on 28APR2026
Delta for 455 PE is -0.35
Historical price for 455 PE is as follows
On 22 Apr DELHIVERY was trading at 462.70. The strike last trading price was 5.4, which was 2.0500000000000003 higher than the previous day. The implied volatity was 37.31, the open interest changed by 58 which increased total open position to 156
On 21 Apr DELHIVERY was trading at 472.05. The strike last trading price was 3.3, which was -2.9000000000000004 lower than the previous day. The implied volatity was 37.47, the open interest changed by 21 which increased total open position to 98
On 20 Apr DELHIVERY was trading at 464.50. The strike last trading price was 6.45, which was -1 lower than the previous day. The implied volatity was 36.08, the open interest changed by -1 which decreased total open position to 77
On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was 7.1, which was -1.5 lower than the previous day. The implied volatity was 34.79, the open interest changed by 22 which increased total open position to 78
On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 8.75, which was -0.75 lower than the previous day. The implied volatity was 33.05, the open interest changed by -1 which decreased total open position to 57
On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 10, which was 0.9000000000000004 higher than the previous day. The implied volatity was 33.27, the open interest changed by -13 which decreased total open position to 59
On 13 Apr DELHIVERY was trading at 465.30. The strike last trading price was 8.5, which was 1 higher than the previous day. The implied volatity was 36.79, the open interest changed by -2 which decreased total open position to 73
On 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 7.6, which was -0.5999999999999996 lower than the previous day. The implied volatity was 34.46, the open interest changed by -1 which decreased total open position to 85
On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 7.95, which was -4.1 lower than the previous day. The implied volatity was 36.47, the open interest changed by 54 which increased total open position to 86
On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 12.7, which was -22.9 lower than the previous day. The implied volatity was 35.76, the open interest changed by 32 which increased total open position to 32
On 7 Apr DELHIVERY was trading at 442.00. The strike last trading price was 35.6, 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 Apr DELHIVERY was trading at 435.90. The strike last trading price was 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 Feb DELHIVERY was trading at 442.35. The strike last trading price was 35.6, 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 35.6, 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 0
