Historical option data for DELHIVERY
26 May 2026 04:10 PM IST
| DELHIVERY 30-Jun-2026 (34d) 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0.01
Theta: -0.23
Gamma: 0.01056
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 463.50 | 18.65 | 2.55 (15.84%) | 25.29 | 467 | 5 | 162 | |||||||||
| 25 May | 455.45 | 16 | 3 (23.08%) | 29.12 | 212 | 79 | 156 | |||||||||
| 22 May | 447.60 | 12.95 | -3.05 (-19.06%) | 29.08 | 96 | 10 | 76 | |||||||||
| 21 May | 452.75 | 16.2 | -2.8 (-14.74%) | 30.5 | 47 | 10 | 66 | |||||||||
| 20 May | 456.80 | 18.5 | -2.5 (-11.90%) | 30.69 | 28 | 15 | 56 | |||||||||
| 19 May | 459.40 | 21.1 | 1.1 (5.50%) | 32.57 | 13 | 3 | 41 | |||||||||
| 18 May | 455.75 | 20.5 | -5.5 (-21.15%) | 32.66 | 95 | 35 | 36 | |||||||||
| 15 May | 475.75 | 25.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 470.30 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 465.20 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 464.70 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 479.15 | 25.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 479.10 | 25.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 481.75 | 25.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 471.00 | 25.8 | 0 (0.00%) | 32.41 | 0 | 0 | 1 | |||||||||
| 5 May | 459.50 | 25.8 | 6.6 (34.38%) | 32.41 | 1 | 0 | 0 | |||||||||
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 466.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 465.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 462.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 449.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 449.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 463.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 459.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 459.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 465.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 470.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 469.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 459.85 | 0 | 0 (0.00%) | 1.11 | 0 | 0 | 0 | |||||||||
| 7 Apr | 442.00 | 0 | 0 (0.00%) | 1.04 | 0 | 0 | 0 | |||||||||
| 6 Apr | 435.90 | 0 | 0 (0.00%) | 3.4 | 0 | 0 | 0 | |||||||||
| 2 Apr | 426.25 | 0 | 0 (0.00%) | 3.14 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 460 expiring on 30JUN2026
Delta for 460 CE is 0.6
Historical price for 460 CE is as follows
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 18.65, which was 2.55 higher than the previous day. The implied volatity was 25.29, the open interest changed by 5 which increased total open position to 162
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 16, which was 3 higher than the previous day. The implied volatity was 29.12, the open interest changed by 79 which increased total open position to 156
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 12.95, which was -3.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 10 which increased total open position to 76
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 16.2, which was -2.8 lower than the previous day. The implied volatity was 30.5, the open interest changed by 10 which increased total open position to 66
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 18.5, which was -2.5 lower than the previous day. The implied volatity was 30.69, the open interest changed by 15 which increased total open position to 56
On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 21.1, which was 1.1 higher than the previous day. The implied volatity was 32.57, the open interest changed by 3 which increased total open position to 41
On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 20.5, which was -5.5 lower than the previous day. The implied volatity was 32.66, the open interest changed by 35 which increased total open position to 36
On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 25.8, 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 1
On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 25.8, 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 1
On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 25.8, 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 1
On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 25.8, 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 1
On 8 May DELHIVERY was trading at 479.10. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May DELHIVERY was trading at 481.75. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 1
On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 25.8, which was 6.6 higher than the previous day. The implied volatity was 32.41, 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
On 29 Apr DELHIVERY was trading at 466.30. 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
On 28 Apr DELHIVERY was trading at 465.40. 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 27 Apr DELHIVERY was trading at 462.70. 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 24 Apr DELHIVERY was trading at 449.70. 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 23 Apr DELHIVERY was trading at 449.40. 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 17 Apr DELHIVERY was trading at 463.00. 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 16 Apr DELHIVERY was trading at 459.75. 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 Apr DELHIVERY was trading at 459.80. 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 Apr DELHIVERY was trading at 465.30. 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 10 Apr DELHIVERY was trading at 470.15. 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 Apr DELHIVERY was trading at 469.85. 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 8 Apr DELHIVERY was trading at 459.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.11, 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 0, which was 0 lower than the previous day. The implied volatity was 1.04, 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 0, which was 0 lower than the previous day. The implied volatity was 3.4, 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 0, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30-Jun-2026 (34d) 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.01
Theta: -0.16
Gamma: 0.01033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 463.50 | 12 | -6 (-33.33%) | 26.01 | 442 | 267 | 331 |
| 25 May | 455.45 | 17.75 | -4.25 (-19.32%) | 28.57 | 72 | 59 | 64 |
| 22 May | 447.60 | 22 | 2.15 (10.83%) | 28.66 | 7 | 4 | 5 |
| 21 May | 452.75 | 19.85 | -34.4 (-63.41%) | 28.84 | 3 | 1 | 1 |
| 20 May | 456.80 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | -54.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 470.30 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 465.20 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 464.70 | 0 | -54.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 479.15 | 0 | -54.25 (-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 |
| 29 Apr | 466.30 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 465.40 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 462.70 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 449.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 449.40 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 463.00 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 459.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 459.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 465.30 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 470.15 | 0 | 0 (0.00%) | 3.24 | 0 | 0 | 0 |
| 9 Apr | 469.85 | 0 | 0 (0.00%) | 2.9 | 0 | 0 | 0 |
| 8 Apr | 459.85 | 0 | 0 (0.00%) | 0.5 | 0 | 0 | 0 |
| 7 Apr | 442.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 435.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 426.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 460 expiring on 30JUN2026
Delta for 460 PE is -0.41
Historical price for 460 PE is as follows
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 12, which was -6 lower than the previous day. The implied volatity was 26.01, the open interest changed by 267 which increased total open position to 331
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 17.75, which was -4.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by 59 which increased total open position to 64
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 22, which was 2.15 higher than the previous day. The implied volatity was 28.66, the open interest changed by 4 which increased total open position to 5
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 19.85, which was -34.4 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 1
On 20 May DELHIVERY was trading at 456.80. 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 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 -54.25 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 -54.25 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 -54.25 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 -54.25 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 -54.25 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
On 29 Apr DELHIVERY was trading at 466.30. 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
On 28 Apr DELHIVERY was trading at 465.40. 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 27 Apr DELHIVERY was trading at 462.70. 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 24 Apr DELHIVERY was trading at 449.70. 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 23 Apr DELHIVERY was trading at 449.40. 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 17 Apr DELHIVERY was trading at 463.00. 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 16 Apr DELHIVERY was trading at 459.75. 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 Apr DELHIVERY was trading at 459.80. 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 Apr DELHIVERY was trading at 465.30. 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 10 Apr DELHIVERY was trading at 470.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.24, 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 0, which was 0 lower than the previous day. The implied volatity was 2.9, 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 0, which was 0 lower than the previous day. The implied volatity was 0.5, 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 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 Apr DELHIVERY was trading at 435.90. 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 2 Apr DELHIVERY was trading at 426.25. 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
