Historical option data for DELHIVERY
01 Jun 2026 04:11 PM IST
| DELHIVERY 30-Jun-2026 (28d) 455 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0
Theta: -0.24
Gamma: 0.0108
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 437.25 | 7.4 | -7.85 (-51.48%) | 27.38 | 129 | 51 | 194 | |||||||||
| 29 May | 452.35 | 14.9 | -6.45 (-30.21%) | 28.52 | 185 | 117 | 144 | |||||||||
| 27 May | 459.75 | 21.35 | -1 (-4.47%) | 26.62 | 6 | 0 | 27 | |||||||||
| 26 May | 463.50 | 21.75 | 3 (16.00%) | 25.85 | 43 | 0 | 27 | |||||||||
| 25 May | 455.45 | 18.9 | 0.9 (5.00%) | 30.74 | 39 | -4 | 27 | |||||||||
| 22 May | 447.60 | 18.4 | 0.4 (2.22%) | 30.16 | 35 | 0 | 31 | |||||||||
| 21 May | 452.75 | 18.4 | -2.6 (-12.38%) | 30.16 | 35 | 27 | 30 | |||||||||
| 20 May | 456.80 | 21.3 | -16.7 (-43.95%) | 30.8 | 3 | 3 | 3 | |||||||||
| 19 May | 459.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 455.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 475.75 | 0 | -37.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 470.30 | 0 | -37.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 465.20 | 0 | -37.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 464.70 | 0 | -37.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 479.15 | 0 | -37.65 (-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 | |||||||||
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 455 expiring on 30JUN2026
Delta for 455 CE is 0.34
Historical price for 455 CE is as follows
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 7.4, which was -7.85 lower than the previous day. The implied volatity was 27.38, the open interest changed by 51 which increased total open position to 194
On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 14.9, which was -6.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 117 which increased total open position to 144
On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 21.35, which was -1 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 27
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 21.75, which was 3 higher than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 27
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 18.9, which was 0.9 higher than the previous day. The implied volatity was 30.74, the open interest changed by -4 which decreased total open position to 27
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 18.4, which was 0.4 higher than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 31
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 18.4, which was -2.6 lower than the previous day. The implied volatity was 30.16, the open interest changed by 27 which increased total open position to 30
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 21.3, which was -16.7 lower than the previous day. The implied volatity was 30.8, the open interest changed by 3 which increased total open position to 3
On 19 May DELHIVERY was trading at 459.40. 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 18 May DELHIVERY was trading at 455.75. 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 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -37.65 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 -37.65 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 -37.65 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 -37.65 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 479.15. The strike last trading price was 0, which was -37.65 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 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
| DELHIVERY 30-Jun-2026 (28d) 455 PE | |||||||
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|
Delta: -0.71
Vega: 0
Theta: -0.12
Gamma: 0.01211
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 437.25 | 21.9 | 9.6 (78.05%) | 22.79 | 62 | -3 | 48 |
| 29 May | 452.35 | 12.35 | 2.35 (23.50%) | 22.21 | 85 | 27 | 50 |
| 27 May | 459.75 | 10.3 | 0.45 (4.57%) | 24.46 | 19 | 8 | 23 |
| 26 May | 463.50 | 9 | -6 (-40.00%) | 25.97 | 24 | 8 | 15 |
| 25 May | 455.45 | 15.25 | -5.75 (-27.38%) | 28.59 | 5 | 3 | 6 |
| 22 May | 447.60 | 21 | 21 | - | 0 | 0 | 3 |
| 21 May | 452.75 | 21 | 21 (0.00%) | - | 0 | 0 | 3 |
| 20 May | 456.80 | 21 | 0 (0.00%) | - | 0 | 0 | 3 |
| 19 May | 459.40 | 21 | 0 (0.00%) | 37.47 | 0 | 0 | 3 |
| 18 May | 455.75 | 21 | -1.75 (-7.69%) | 37.47 | 3 | 2 | 2 |
| 15 May | 475.75 | 0 | -22.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 470.30 | 0 | -22.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 465.20 | 0 | -22.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 464.70 | 0 | -22.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 479.15 | 0 | -22.75 (-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 |
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 455 expiring on 30JUN2026
Delta for 455 PE is -0.71
Historical price for 455 PE is as follows
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 21.9, which was 9.6 higher than the previous day. The implied volatity was 22.79, the open interest changed by -3 which decreased total open position to 48
On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 12.35, which was 2.35 higher than the previous day. The implied volatity was 22.21, the open interest changed by 27 which increased total open position to 50
On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 10.3, which was 0.45 higher than the previous day. The implied volatity was 24.46, the open interest changed by 8 which increased total open position to 23
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 9, which was -6 lower than the previous day. The implied volatity was 25.97, the open interest changed by 8 which increased total open position to 15
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 15.25, which was -5.75 lower than the previous day. The implied volatity was 28.59, the open interest changed by 3 which increased total open position to 6
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 21, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 21, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 3
On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 21, which was -1.75 lower than the previous day. The implied volatity was 37.47, the open interest changed by 2 which increased total open position to 2
On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -22.75 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 -22.75 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 -22.75 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 -22.75 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 479.15. The strike last trading price was 0, which was -22.75 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 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
