[--[65.84.65.76]--]

DELHIVERY

Delhivery Limited
412.3 +1.60 (0.39%)
L: 409.05 H: 413.4

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Historical option data for DELHIVERY

12 Dec 2025 04:13 PM IST
DELHIVERY 30-DEC-2025 460 CE
Delta: 0.04
Vega: 0.09
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 0.45 -0.05 27.27 11 -2 346
11 Dec 410.70 0.5 0 28.05 17 -7 348
10 Dec 404.65 0.5 -0.5 30.10 95 -4 356
9 Dec 415.30 0.9 0.45 27.33 148 -4 361
8 Dec 398.05 0.45 -0.05 30.18 37 16 365
5 Dec 404.60 0.5 -0.05 26.23 52 11 363
4 Dec 401.60 0.55 -0.15 27.91 101 29 352
3 Dec 401.95 0.75 -0.25 29.39 115 1 323
2 Dec 409.10 1.1 -1.1 27.68 224 -16 320
1 Dec 417.60 2.25 -0.9 27.28 194 16 336
28 Nov 426.20 3.05 -0.3 24.67 239 19 319
27 Nov 425.25 3.45 0.9 26.04 104 8 299
26 Nov 419.40 2.5 0.05 25.75 186 98 291
25 Nov 410.65 2.5 0.3 27.80 82 37 193
24 Nov 405.85 2.15 -2.15 29.90 181 70 155
21 Nov 418.40 4.2 -1.2 29.13 220 33 82
20 Nov 426.00 5.55 -4.35 26.49 45 9 49
19 Nov 436.00 9.9 1 29.84 9 3 41
18 Nov 435.85 8.85 -2.65 27.30 27 17 37
17 Nov 440.10 11.5 0.95 29.05 4 -2 20
14 Nov 436.40 10.55 0.55 28.06 6 1 22
13 Nov 434.05 10 0.6 28.06 19 5 21
12 Nov 431.40 9.55 0.25 28.89 23 3 15
11 Nov 430.10 9.3 0 - 0 1 0
10 Nov 427.60 9.3 0 29.97 4 1 12
7 Nov 429.55 9.3 -4.7 27.02 15 1 11
6 Nov 442.60 14 -20.35 31.34 30 9 9
4 Nov 484.85 34.35 0 - 0 0 0
3 Nov 472.25 34.35 0 - 0 0 0
31 Oct 465.95 34.35 0 - 0 0 0
29 Oct 484.70 34.35 0 - 0 0 0
27 Oct 473.00 34.35 0 - 0 0 0
23 Oct 473.70 34.35 0 - 0 0 0
21 Oct 476.55 34.35 0 - 0 0 0
20 Oct 474.90 34.35 0 - 0 0 0
15 Oct 460.75 34.35 0 - 0 0 0
14 Oct 469.35 34.35 0 - 0 0 0
13 Oct 473.80 34.35 0 - 0 0 0
10 Oct 464.85 34.35 0 - 0 0 0
9 Oct 468.00 34.35 0 - 0 0 0
8 Oct 467.30 34.35 0 - 0 0 0
7 Oct 468.95 34.35 0 - 0 0 0
6 Oct 462.60 34.35 0 - 0 0 0
3 Oct 437.30 0 0 1.56 0 0 0


For Delhivery Limited - strike price 460 expiring on 30DEC2025

Delta for 460 CE is 0.04

Historical price for 460 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 27.27, the open interest changed by -2 which decreased total open position to 346


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 28.05, the open interest changed by -7 which decreased total open position to 348


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 30.10, the open interest changed by -4 which decreased total open position to 356


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 27.33, the open interest changed by -4 which decreased total open position to 361


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 30.18, the open interest changed by 16 which increased total open position to 365


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 26.23, the open interest changed by 11 which increased total open position to 363


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 29 which increased total open position to 352


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 29.39, the open interest changed by 1 which increased total open position to 323


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 27.68, the open interest changed by -16 which decreased total open position to 320


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 27.28, the open interest changed by 16 which increased total open position to 336


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 3.05, which was -0.3 lower than the previous day. The implied volatity was 24.67, the open interest changed by 19 which increased total open position to 319


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 3.45, which was 0.9 higher than the previous day. The implied volatity was 26.04, the open interest changed by 8 which increased total open position to 299


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 25.75, the open interest changed by 98 which increased total open position to 291


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 2.5, which was 0.3 higher than the previous day. The implied volatity was 27.80, the open interest changed by 37 which increased total open position to 193


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 2.15, which was -2.15 lower than the previous day. The implied volatity was 29.90, the open interest changed by 70 which increased total open position to 155


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 4.2, which was -1.2 lower than the previous day. The implied volatity was 29.13, the open interest changed by 33 which increased total open position to 82


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 5.55, which was -4.35 lower than the previous day. The implied volatity was 26.49, the open interest changed by 9 which increased total open position to 49


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 9.9, which was 1 higher than the previous day. The implied volatity was 29.84, the open interest changed by 3 which increased total open position to 41


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 8.85, which was -2.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by 17 which increased total open position to 37


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 11.5, which was 0.95 higher than the previous day. The implied volatity was 29.05, the open interest changed by -2 which decreased total open position to 20


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 10.55, which was 0.55 higher than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 22


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 10, which was 0.6 higher than the previous day. The implied volatity was 28.06, the open interest changed by 5 which increased total open position to 21


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 9.55, which was 0.25 higher than the previous day. The implied volatity was 28.89, the open interest changed by 3 which increased total open position to 15


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 29.97, the open interest changed by 1 which increased total open position to 12


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 9.3, which was -4.7 lower than the previous day. The implied volatity was 27.02, the open interest changed by 1 which increased total open position to 11


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 14, which was -20.35 lower than the previous day. The implied volatity was 31.34, the open interest changed by 9 which increased total open position to 9


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct DELHIVERY was trading at 484.70. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct DELHIVERY was trading at 469.35. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct DELHIVERY was trading at 473.80. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct DELHIVERY was trading at 468.00. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct DELHIVERY was trading at 467.30. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Oct DELHIVERY was trading at 468.95. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Oct DELHIVERY was trading at 462.60. The strike last trading price was 34.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Oct DELHIVERY was trading at 437.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30DEC2025 460 PE
Delta: -0.89
Vega: 0.17
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 47.5 -3.9 37.43 5 -2 23
11 Dec 410.70 51.4 -6.85 47.42 7 -6 26
10 Dec 404.65 58.25 8.25 59.72 6 -3 32
9 Dec 415.30 50 9.4 55.73 6 -4 35
8 Dec 398.05 40.6 -7.9 - 0 0 39
5 Dec 404.60 40.6 -7.9 - 0 0 0
4 Dec 401.60 40.6 -7.9 - 0 0 0
3 Dec 401.95 40.6 -7.9 - 0 0 0
2 Dec 409.10 40.6 -7.9 - 0 0 0
1 Dec 417.60 40.6 -7.9 - 0 0 0
28 Nov 426.20 40.6 -7.9 - 0 0 0
27 Nov 425.25 40.6 -7.9 - 0 -7 0
26 Nov 419.40 40.6 -7.9 29.94 31 -8 38
25 Nov 410.65 49 -3.5 41.54 49 12 47
24 Nov 405.85 53 10 34.73 5 2 35
21 Nov 418.40 43 7.3 33.11 9 1 33
20 Nov 426.00 35.4 9.6 32.48 14 6 31
19 Nov 436.00 25.8 -3.45 24.28 5 0 24
18 Nov 435.85 29.25 2.95 30.86 9 7 24
17 Nov 440.10 26.3 -8.7 29.71 2 1 18
14 Nov 436.40 35 -0.85 - 0 0 0
13 Nov 434.05 35 -0.85 - 0 0 0
12 Nov 431.40 35 -0.85 33.86 3 0 17
11 Nov 430.10 35.85 1.35 - 0 2 0
10 Nov 427.60 35.85 1.35 31.56 6 1 16
7 Nov 429.55 34.5 9.55 32.56 12 -2 13
6 Nov 442.60 24.95 13.45 22.06 27 -4 15
4 Nov 484.85 11.45 -4.05 33.43 22 15 16
3 Nov 472.25 15.5 -21.85 - 0 1 0
31 Oct 465.95 15.5 -21.85 - 1 0 0
29 Oct 484.70 37.35 0 5.05 0 0 0
27 Oct 473.00 37.35 0 3.37 0 0 0
23 Oct 473.70 37.35 0 3.27 0 0 0
21 Oct 476.55 37.35 0 3.72 0 0 0
20 Oct 474.90 37.35 0 3.50 0 0 0
15 Oct 460.75 37.35 0 - 0 0 0
14 Oct 469.35 37.35 0 2.74 0 0 0
13 Oct 473.80 37.35 0 3.64 0 0 0
10 Oct 464.85 37.35 0 2.11 0 0 0
9 Oct 468.00 37.35 0 - 0 0 0
8 Oct 467.30 37.35 0 2.61 0 0 0
7 Oct 468.95 37.35 0 2.71 0 0 0
6 Oct 462.60 0 0 - 0 0 0
3 Oct 437.30 0 0 - 0 0 0


For Delhivery Limited - strike price 460 expiring on 30DEC2025

Delta for 460 PE is -0.89

Historical price for 460 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 47.5, which was -3.9 lower than the previous day. The implied volatity was 37.43, the open interest changed by -2 which decreased total open position to 23


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 51.4, which was -6.85 lower than the previous day. The implied volatity was 47.42, the open interest changed by -6 which decreased total open position to 26


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 58.25, which was 8.25 higher than the previous day. The implied volatity was 59.72, the open interest changed by -3 which decreased total open position to 32


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 50, which was 9.4 higher than the previous day. The implied volatity was 55.73, the open interest changed by -4 which decreased total open position to 35


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 40.6, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 40.6, which was -7.9 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 40.6, which was -7.9 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 40.6, which was -7.9 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 40.6, which was -7.9 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 40.6, which was -7.9 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 40.6, which was -7.9 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 40.6, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 40.6, which was -7.9 lower than the previous day. The implied volatity was 29.94, the open interest changed by -8 which decreased total open position to 38


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 49, which was -3.5 lower than the previous day. The implied volatity was 41.54, the open interest changed by 12 which increased total open position to 47


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 53, which was 10 higher than the previous day. The implied volatity was 34.73, the open interest changed by 2 which increased total open position to 35


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 43, which was 7.3 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 33


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 35.4, which was 9.6 higher than the previous day. The implied volatity was 32.48, the open interest changed by 6 which increased total open position to 31


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 25.8, which was -3.45 lower than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 24


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 29.25, which was 2.95 higher than the previous day. The implied volatity was 30.86, the open interest changed by 7 which increased total open position to 24


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 26.3, which was -8.7 lower than the previous day. The implied volatity was 29.71, the open interest changed by 1 which increased total open position to 18


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 35, which was -0.85 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 35, which was -0.85 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 35, which was -0.85 lower than the previous day. The implied volatity was 33.86, the open interest changed by 0 which decreased total open position to 17


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 35.85, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 35.85, which was 1.35 higher than the previous day. The implied volatity was 31.56, the open interest changed by 1 which increased total open position to 16


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 34.5, which was 9.55 higher than the previous day. The implied volatity was 32.56, the open interest changed by -2 which decreased total open position to 13


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 24.95, which was 13.45 higher than the previous day. The implied volatity was 22.06, the open interest changed by -4 which decreased total open position to 15


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 11.45, which was -4.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by 15 which increased total open position to 16


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 15.5, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 15.5, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct DELHIVERY was trading at 484.70. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0


On 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0


On 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0


On 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0


On 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct DELHIVERY was trading at 469.35. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 13 Oct DELHIVERY was trading at 473.80. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 9 Oct DELHIVERY was trading at 468.00. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct DELHIVERY was trading at 467.30. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0


On 7 Oct DELHIVERY was trading at 468.95. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 6 Oct DELHIVERY was trading at 462.60. 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 3 Oct DELHIVERY was trading at 437.30. 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