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DELHIVERY

Delhivery Limited
479.25 +8.25 (1.75%)
L: 472.4 H: 484.5

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Historical option data for DELHIVERY

07 May 2026 11:56 AM IST
DELHIVERY 26-May-2026 (19d) 460 CE
Delta: 0.71
Vega: 0
Theta: -0.4
Gamma: 0.0081
Date Close Ltp Change IV Volume OI Chg OI
7 May 479.70 29 5.949999999999999 (25.81%) 38.33 103 -14 105
6 May 471.00 23 6.399999999999999 (38.55%) 35.89 354 -42 119
5 May 459.50 16.7 -5.050000000000001 (-23.22%) 34.81 903 32 161
4 May 467.35 21.75 -1.6999999999999993 (-7.25%) 37.65 68 10 128
30 Apr 467.05 23.8 1.1000000000000014 (4.85%) 38.66 215 3 121
29 Apr 466.30 22.75 -0.8000000000000007 (-3.40%) 36.41 138 23 119
28 Apr 465.40 24.75 2.6999999999999993 (12.24%) 38.95 109 2 97
27 Apr 462.70 21.45 4 (22.92%) 37.68 278 -18 97
24 Apr 449.70 17.45 -0.10000000000000142 (-0.57%) 39.01 85 22 114
23 Apr 449.40 17.15 -7 (-28.99%) 39.52 69 45 91
22 Apr 462.70 24.3 -5.699999999999999 (-19.00%) 37.7 56 24 47
21 Apr 472.05 30 3.25 (12.15%) 37.64 29 3 23
20 Apr 464.50 26.75 1.25 (4.90%) 38.43 34 4 19
17 Apr 463.00 25.5 2.3500000000000014 (10.15%) 37.92 11 1 15
16 Apr 459.75 23 -8.2 (-26.28%) 36.39 22 14 14
15 Apr 459.80 31.2 31.2 - 0 0 0
13 Apr 465.30 31.2 31.2 - 0 0 0
10 Apr 470.15 31.2 31.2 (20.00%) - 0 0 0
9 Apr 469.85 31.2 5.2 (20.00%) 33.13 1 0 1
8 Apr 459.85 26 -1.2 (-4.41%) 36.49 1 0 0
7 Apr 442.00 27.2 0 (0.00%) - 0 0 0
6 Apr 435.90 27.2 0 (0.00%) 3.64 0 0 0
2 Apr 426.25 - - - 0 0 0
1 Apr 431.40 27.2 0 (0.00%) 3.12 0 0 0
30 Mar 416.70 27.2 0 (0.00%) 6.13 0 0 0
27 Mar 428.75 27.2 0 (0.00%) 4.28 0 0 0
25 Mar 430.35 27.2 0 (0.00%) 3.52 0 0 0
24 Mar 418.90 27.2 0 (0.00%) 5.55 0 0 0
23 Mar 411.40 27.2 0 (0.00%) 6.68 0 0 0
20 Mar 422.85 27.2 0 (0.00%) 4.73 0 0 0
19 Mar 413.40 27.2 0 (0.00%) 5.75 0 0 0
18 Mar 422.55 0 0 (0.00%) 4.49 0 0 0
13 Mar 403.25 - - - 0 0 0
12 Mar 408.20 0 0 (0.00%) 5.37 0 0 0
11 Mar 417.95 0 0 (0.00%) 4.36 0 0 0
10 Mar 425.85 0 0 (0.00%) 3.92 0 0 0
9 Mar 415.65 0 0 (0.00%) 4.77 0 0 0
6 Mar 422.60 0 0 (0.00%) 4.14 0 0 0
5 Mar 428.10 0 0 (0.00%) - 0 0 0
4 Mar 416.70 0 0 (0.00%) 4.39 0 0 0
2 Mar 427.90 0 0 (0.00%) 3.12 0 0 0
27 Feb 433.40 0 0 (0.00%) 1.95 0 0 0


For Delhivery Limited - strike price 460 expiring on 26MAY2026

Delta for 460 CE is 0.71

Historical price for 460 CE is as follows

On 7 May DELHIVERY was trading at 479.70. The strike last trading price was 29, which was 5.949999999999999 higher than the previous day. The implied volatity was 38.33, the open interest changed by -14 which decreased total open position to 105


On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 23, which was 6.399999999999999 higher than the previous day. The implied volatity was 35.89, the open interest changed by -42 which decreased total open position to 119


On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 16.7, which was -5.050000000000001 lower than the previous day. The implied volatity was 34.81, the open interest changed by 32 which increased total open position to 161


On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 21.75, which was -1.6999999999999993 lower than the previous day. The implied volatity was 37.65, the open interest changed by 10 which increased total open position to 128


On 30 Apr DELHIVERY was trading at 467.05. The strike last trading price was 23.8, which was 1.1000000000000014 higher than the previous day. The implied volatity was 38.66, the open interest changed by 3 which increased total open position to 121


On 29 Apr DELHIVERY was trading at 466.30. The strike last trading price was 22.75, which was -0.8000000000000007 lower than the previous day. The implied volatity was 36.41, the open interest changed by 23 which increased total open position to 119


On 28 Apr DELHIVERY was trading at 465.40. The strike last trading price was 24.75, which was 2.6999999999999993 higher than the previous day. The implied volatity was 38.95, the open interest changed by 2 which increased total open position to 97


On 27 Apr DELHIVERY was trading at 462.70. The strike last trading price was 21.45, which was 4 higher than the previous day. The implied volatity was 37.68, the open interest changed by -18 which decreased total open position to 97


On 24 Apr DELHIVERY was trading at 449.70. The strike last trading price was 17.45, which was -0.10000000000000142 lower than the previous day. The implied volatity was 39.01, the open interest changed by 22 which increased total open position to 114


On 23 Apr DELHIVERY was trading at 449.40. The strike last trading price was 17.15, which was -7 lower than the previous day. The implied volatity was 39.52, the open interest changed by 45 which increased total open position to 91


On 22 Apr DELHIVERY was trading at 462.70. The strike last trading price was 24.3, which was -5.699999999999999 lower than the previous day. The implied volatity was 37.7, the open interest changed by 24 which increased total open position to 47


On 21 Apr DELHIVERY was trading at 472.05. The strike last trading price was 30, which was 3.25 higher than the previous day. The implied volatity was 37.64, the open interest changed by 3 which increased total open position to 23


On 20 Apr DELHIVERY was trading at 464.50. The strike last trading price was 26.75, which was 1.25 higher than the previous day. The implied volatity was 38.43, the open interest changed by 4 which increased total open position to 19


On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was 25.5, which was 2.3500000000000014 higher than the previous day. The implied volatity was 37.92, the open interest changed by 1 which increased total open position to 15


On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 23, which was -8.2 lower than the previous day. The implied volatity was 36.39, the open interest changed by 14 which increased total open position to 14


On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 31.2, which was 31.2 higher 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 31.2, which was 31.2 higher 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 31.2, which was 31.2 higher 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 31.2, which was 5.2 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 1


On 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 26, which was -1.2 lower than the previous day. The implied volatity was 36.49, 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 27.2, 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 27.2, 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 2 Apr DELHIVERY was trading at 426.25. The strike last trading price was -, which was - 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 27.2, which was 0 lower than the previous day. The implied volatity was 3.12, 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 27.2, which was 0 lower than the previous day. The implied volatity was 6.13, 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 27.2, which was 0 lower than the previous day. The implied volatity was 4.28, 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 27.2, which was 0 lower than the previous day. The implied volatity was 3.52, 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 27.2, which was 0 lower than the previous day. The implied volatity was 5.55, 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 27.2, which was 0 lower than the previous day. The implied volatity was 6.68, 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 27.2, which was 0 lower than the previous day. The implied volatity was 4.73, 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 27.2, which was 0 lower than the previous day. The implied volatity was 5.75, 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 0, which was 0 lower than the previous day. The implied volatity was 4.49, 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 -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 5.37, 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 0, which was 0 lower than the previous day. The implied volatity was 4.36, 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 0, which was 0 lower than the previous day. The implied volatity was 3.92, 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 0, which was 0 lower than the previous day. The implied volatity was 4.77, 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 0, which was 0 lower than the previous day. The implied volatity was 4.14, 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 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 Mar DELHIVERY was trading at 416.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.39, 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 0, which was 0 lower than the previous day. The implied volatity was 3.12, 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 0, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 26-May-2026 (19d) 460 PE
Delta: -0.3
Vega: 0
Theta: -0.33
Gamma: 0.00816
Date Close Ltp Change IV Volume OI Chg OI
7 May 479.70 8.25 -1.3499999999999996 (-14.06%) 38.19 335 11 154
6 May 471.00 9.5 -5.35 (-36.03%) 34.46 408 -6 148
5 May 459.50 15.15 2.5500000000000007 (20.24%) 36.9 796 55 153
4 May 467.35 12.2 -2.200000000000001 (-15.28%) 36.27 97 -21 97
30 Apr 467.05 13.6 -1.6500000000000004 (-10.82%) 36.06 180 -24 94
29 Apr 466.30 14.95 -0.9500000000000011 (-5.97%) 37.45 233 42 118
28 Apr 465.40 15 -3.3000000000000007 (-18.03%) 37.18 204 -25 83
27 Apr 462.70 18.95 -4.350000000000001 (-18.67%) 39.85 160 56 108
24 Apr 449.70 23.3 -1.3999999999999986 (-5.67%) 36.93 19 -3 52
23 Apr 449.40 25.25 6.300000000000001 (33.25%) 37.37 68 -19 54
22 Apr 462.70 18.9 4.649999999999999 (32.63%) 38.66 138 29 49
21 Apr 472.05 14.25 -3.1000000000000014 (-17.87%) 36.08 22 7 20
20 Apr 464.50 17.3 -0.5999999999999979 (-3.35%) 36.5 5 2 12
17 Apr 463.00 17.9 -1.6500000000000021 (-8.44%) 35.43 5 3 8
16 Apr 459.75 20 1.3000000000000007 (6.95%) 34.73 4 0 3
15 Apr 459.80 18.7 -2.150000000000002 (-10.31%) - 0 0 3
13 Apr 465.30 18.7 1.3999999999999986 (8.09%) 36.34 1 0 3
10 Apr 470.15 17.3 -0.6999999999999993 (-3.89%) 35.97 4 1 2
9 Apr 469.85 18 -24.9 (-58.04%) 38.46 1 0 0
8 Apr 459.85 42.9 0 (0.00%) 0.79 0 0 0
7 Apr 442.00 42.9 0 (0.00%) - 0 0 0
6 Apr 435.90 42.9 0 (0.00%) - 0 0 0
2 Apr 426.25 - - - 0 0 0
1 Apr 431.40 42.9 0 (0.00%) - 0 0 0
30 Mar 416.70 0 0 (0.00%) - 0 0 0
27 Mar 428.75 0 0 (0.00%) - 0 0 0
25 Mar 430.35 0 0 (0.00%) - 0 0 0
24 Mar 418.90 0 0 (0.00%) - 0 0 0
23 Mar 411.40 0 0 (0.00%) - 0 0 0
20 Mar 422.85 0 0 (0.00%) - 0 0 0
19 Mar 413.40 0 0 (0.00%) - 0 0 0
18 Mar 422.55 0 0 (0.00%) - 0 0 0
13 Mar 403.25 - - - 0 0 0
12 Mar 408.20 0 0 (0.00%) - 0 0 0
11 Mar 417.95 0 0 (0.00%) - 0 0 0
10 Mar 425.85 0 0 (0.00%) - 0 0 0
9 Mar 415.65 0 0 (0.00%) - 0 0 0
6 Mar 422.60 0 0 (0.00%) - 0 0 0
5 Mar 428.10 0 0 (0.00%) - 0 0 0
4 Mar 416.70 0 0 (0.00%) - 0 0 0
2 Mar 427.90 0 0 (0.00%) - 0 0 0
27 Feb 433.40 0 0 (0.00%) - 0 0 0


For Delhivery Limited - strike price 460 expiring on 26MAY2026

Delta for 460 PE is -0.3

Historical price for 460 PE is as follows

On 7 May DELHIVERY was trading at 479.70. The strike last trading price was 8.25, which was -1.3499999999999996 lower than the previous day. The implied volatity was 38.19, the open interest changed by 11 which increased total open position to 154


On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 9.5, which was -5.35 lower than the previous day. The implied volatity was 34.46, the open interest changed by -6 which decreased total open position to 148


On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 15.15, which was 2.5500000000000007 higher than the previous day. The implied volatity was 36.9, the open interest changed by 55 which increased total open position to 153


On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 12.2, which was -2.200000000000001 lower than the previous day. The implied volatity was 36.27, the open interest changed by -21 which decreased total open position to 97


On 30 Apr DELHIVERY was trading at 467.05. The strike last trading price was 13.6, which was -1.6500000000000004 lower than the previous day. The implied volatity was 36.06, the open interest changed by -24 which decreased total open position to 94


On 29 Apr DELHIVERY was trading at 466.30. The strike last trading price was 14.95, which was -0.9500000000000011 lower than the previous day. The implied volatity was 37.45, the open interest changed by 42 which increased total open position to 118


On 28 Apr DELHIVERY was trading at 465.40. The strike last trading price was 15, which was -3.3000000000000007 lower than the previous day. The implied volatity was 37.18, the open interest changed by -25 which decreased total open position to 83


On 27 Apr DELHIVERY was trading at 462.70. The strike last trading price was 18.95, which was -4.350000000000001 lower than the previous day. The implied volatity was 39.85, the open interest changed by 56 which increased total open position to 108


On 24 Apr DELHIVERY was trading at 449.70. The strike last trading price was 23.3, which was -1.3999999999999986 lower than the previous day. The implied volatity was 36.93, the open interest changed by -3 which decreased total open position to 52


On 23 Apr DELHIVERY was trading at 449.40. The strike last trading price was 25.25, which was 6.300000000000001 higher than the previous day. The implied volatity was 37.37, the open interest changed by -19 which decreased total open position to 54


On 22 Apr DELHIVERY was trading at 462.70. The strike last trading price was 18.9, which was 4.649999999999999 higher than the previous day. The implied volatity was 38.66, the open interest changed by 29 which increased total open position to 49


On 21 Apr DELHIVERY was trading at 472.05. The strike last trading price was 14.25, which was -3.1000000000000014 lower than the previous day. The implied volatity was 36.08, the open interest changed by 7 which increased total open position to 20


On 20 Apr DELHIVERY was trading at 464.50. The strike last trading price was 17.3, which was -0.5999999999999979 lower than the previous day. The implied volatity was 36.5, the open interest changed by 2 which increased total open position to 12


On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was 17.9, which was -1.6500000000000021 lower than the previous day. The implied volatity was 35.43, the open interest changed by 3 which increased total open position to 8


On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 20, which was 1.3000000000000007 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 3


On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 18.7, which was -2.150000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 13 Apr DELHIVERY was trading at 465.30. The strike last trading price was 18.7, which was 1.3999999999999986 higher than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 3


On 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 17.3, which was -0.6999999999999993 lower than the previous day. The implied volatity was 35.97, the open interest changed by 1 which increased total open position to 2


On 9 Apr DELHIVERY was trading at 469.85. The strike last trading price was 18, which was -24.9 lower than the previous day. The implied volatity was 38.46, 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 42.9, which was 0 lower than the previous day. The implied volatity was 0.79, 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 42.9, 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 42.9, 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 -, which was - 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 42.9, 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 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 Mar DELHIVERY was trading at 428.75. 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 25 Mar DELHIVERY was trading at 430.35. 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 24 Mar DELHIVERY was trading at 418.90. 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 23 Mar DELHIVERY was trading at 411.40. 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 20 Mar DELHIVERY was trading at 422.85. 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 19 Mar DELHIVERY was trading at 413.40. 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 Mar DELHIVERY was trading at 422.55. 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 Mar DELHIVERY was trading at 403.25. The strike last trading price was -, which was - 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 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 11 Mar DELHIVERY was trading at 417.95. 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 Mar DELHIVERY was trading at 425.85. 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 Mar DELHIVERY was trading at 415.65. 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 Mar DELHIVERY was trading at 422.60. 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 5 Mar DELHIVERY was trading at 428.10. 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 4 Mar DELHIVERY was trading at 416.70. 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 2 Mar DELHIVERY was trading at 427.90. 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 27 Feb DELHIVERY was trading at 433.40. 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