DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
07 May 2026 01:06 PM IST
| DELHIVERY 26-May-2026 (19d) 465 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0
Theta: -0.42
Gamma: 0.00844
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 481.05 | 26.5 | 6.300000000000001 (31.19%) | 38.6 | 182 | -10 | 89 | |||||||||
| 6 May | 471.00 | 20 | 5.85 (41.34%) | 35.72 | 369 | 15 | 106 | |||||||||
| 5 May | 459.50 | 14.4 | -4.9 (-25.39%) | 35.27 | 378 | 27 | 95 | |||||||||
| 4 May | 467.35 | 19.75 | -1.1499999999999986 (-5.50%) | 38.97 | 79 | 11 | 69 | |||||||||
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| 30 Apr | 467.05 | 21.05 | 0.9499999999999993 (4.73%) | 38.44 | 107 | 6 | 64 | |||||||||
| 29 Apr | 466.30 | 20.2 | -0.9499999999999993 (-4.49%) | 36.2 | 120 | 9 | 60 | |||||||||
| 28 Apr | 465.40 | 20.6 | 0.6000000000000014 (3.00%) | 38.27 | 191 | 17 | 50 | |||||||||
| 27 Apr | 462.70 | 19.35 | -2.049999999999997 (-9.58%) | 38.65 | 86 | 20 | 31 | |||||||||
| 24 Apr | 449.70 | 21.4 | 0 (0.00%) | 42.94 | 0 | 0 | 11 | |||||||||
| 23 Apr | 449.40 | 21.4 | 0 (0.00%) | 42.94 | 1 | 0 | 10 | |||||||||
| 22 Apr | 462.70 | 21.4 | -2.400000000000002 (-10.08%) | 36.6 | 18 | 7 | 11 | |||||||||
| 21 Apr | 472.05 | 23.8 | 0 (0.00%) | 37.64 | 0 | 0 | 4 | |||||||||
| 20 Apr | 464.50 | 23.8 | -0.5999999999999979 (-2.46%) | 37.64 | 2 | 0 | 2 | |||||||||
| 17 Apr | 463.00 | 24.4 | 0 (0.00%) | 38.3 | 1 | 0 | 1 | |||||||||
| 16 Apr | 459.75 | 24.4 | 1.0999999999999979 (4.72%) | 43.93 | 0 | 0 | 1 | |||||||||
| 15 Apr | 459.80 | 24.4 | 13.749999999999998 (129.11%) | 43.93 | 1 | 0 | 0 | |||||||||
| 13 Apr | 465.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 470.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 469.85 | 10.65 | 0 (0.00%) | 0.21 | 0 | 0 | 0 | |||||||||
| 8 Apr | 459.85 | 10.65 | 0 (0.00%) | 0.26 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 465 expiring on 26MAY2026
Delta for 465 CE is 0.67
Historical price for 465 CE is as follows
On 7 May DELHIVERY was trading at 481.05. The strike last trading price was 26.5, which was 6.300000000000001 higher than the previous day. The implied volatity was 38.6, the open interest changed by -10 which decreased total open position to 89
On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 20, which was 5.85 higher than the previous day. The implied volatity was 35.72, the open interest changed by 15 which increased total open position to 106
On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 14.4, which was -4.9 lower than the previous day. The implied volatity was 35.27, the open interest changed by 27 which increased total open position to 95
On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 19.75, which was -1.1499999999999986 lower than the previous day. The implied volatity was 38.97, the open interest changed by 11 which increased total open position to 69
On 30 Apr DELHIVERY was trading at 467.05. The strike last trading price was 21.05, which was 0.9499999999999993 higher than the previous day. The implied volatity was 38.44, the open interest changed by 6 which increased total open position to 64
On 29 Apr DELHIVERY was trading at 466.30. The strike last trading price was 20.2, which was -0.9499999999999993 lower than the previous day. The implied volatity was 36.2, the open interest changed by 9 which increased total open position to 60
On 28 Apr DELHIVERY was trading at 465.40. The strike last trading price was 20.6, which was 0.6000000000000014 higher than the previous day. The implied volatity was 38.27, the open interest changed by 17 which increased total open position to 50
On 27 Apr DELHIVERY was trading at 462.70. The strike last trading price was 19.35, which was -2.049999999999997 lower than the previous day. The implied volatity was 38.65, the open interest changed by 20 which increased total open position to 31
On 24 Apr DELHIVERY was trading at 449.70. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 42.94, the open interest changed by 0 which decreased total open position to 11
On 23 Apr DELHIVERY was trading at 449.40. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 42.94, the open interest changed by 0 which decreased total open position to 10
On 22 Apr DELHIVERY was trading at 462.70. The strike last trading price was 21.4, which was -2.400000000000002 lower than the previous day. The implied volatity was 36.6, the open interest changed by 7 which increased total open position to 11
On 21 Apr DELHIVERY was trading at 472.05. The strike last trading price was 23.8, which was 0 lower than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 4
On 20 Apr DELHIVERY was trading at 464.50. The strike last trading price was 23.8, which was -0.5999999999999979 lower than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 2
On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was 24.4, which was 0 lower than the previous day. The implied volatity was 38.3, the open interest changed by 0 which decreased total open position to 1
On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 24.4, which was 1.0999999999999979 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 1
On 15 Apr DELHIVERY was trading at 459.80. The strike last trading price was 24.4, which was 13.749999999999998 higher than the previous day. The implied volatity was 43.93, 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 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 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 10.65, which was 0 lower than the previous day. The implied volatity was 0.21, 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 10.65, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 26-May-2026 (19d) 465 PE | |||||||
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Delta: -0.32
Vega: 0
Theta: -0.34
Gamma: 0.0086
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 481.05 | 9.3 | -2.1999999999999993 (-19.13%) | 37.72 | 135 | 16 | 97 |
| 6 May | 471.00 | 11.5 | -6.25 (-35.21%) | 33.87 | 137 | 23 | 82 |
| 5 May | 459.50 | 16.95 | 2.3499999999999996 (16.10%) | 35.14 | 257 | 15 | 55 |
| 4 May | 467.35 | 14.4 | -2.0999999999999996 (-12.73%) | 35.17 | 89 | -10 | 41 |
| 30 Apr | 467.05 | 16.45 | -1.1000000000000014 (-6.27%) | 36.93 | 88 | -20 | 31 |
| 29 Apr | 466.30 | 17.1 | -1.2999999999999972 (-7.07%) | 37.21 | 110 | 17 | 54 |
| 28 Apr | 465.40 | 17.1 | -3.5 (-16.99%) | 36.74 | 49 | 19 | 38 |
| 27 Apr | 462.70 | 20.85 | -7.149999999999999 (-25.54%) | 38.88 | 34 | 14 | 19 |
| 24 Apr | 449.70 | 28 | 4 (16.67%) | 34.75 | 1 | 0 | 4 |
| 23 Apr | 449.40 | 24 | 24 (22.45%) | 37.69 | 0 | 0 | 4 |
| 22 Apr | 462.70 | 24 | 4.399999999999999 (22.45%) | 37.69 | 1 | 0 | 3 |
| 21 Apr | 472.05 | 19.6 | 19.6 | - | 0 | 0 | 3 |
| 20 Apr | 464.50 | 19.6 | 19.6 | - | 0 | 0 | 3 |
| 17 Apr | 463.00 | 19.6 | 19.6 | - | 0 | 0 | 3 |
| 16 Apr | 459.75 | 19.6 | 19.6 (-15.70%) | - | 0 | 0 | 3 |
| 15 Apr | 459.80 | 19.6 | -3.6499999999999986 (-15.70%) | - | 0 | 0 | 3 |
| 13 Apr | 465.30 | 19.6 | -34.199999999999996 (-63.57%) | 33.81 | 3 | 2 | 2 |
| 10 Apr | 470.15 | 0 | 0 (0.00%) | 2.45 | 0 | 0 | 0 |
| 9 Apr | 469.85 | 53.8 | 0 (0.00%) | 2.15 | 0 | 0 | 0 |
| 8 Apr | 459.85 | 53.8 | 0 (0.00%) | 0.07 | 0 | 0 | 0 |
For Delhivery Limited - strike price 465 expiring on 26MAY2026
Delta for 465 PE is -0.32
Historical price for 465 PE is as follows
On 7 May DELHIVERY was trading at 481.05. The strike last trading price was 9.3, which was -2.1999999999999993 lower than the previous day. The implied volatity was 37.72, the open interest changed by 16 which increased total open position to 97
On 6 May DELHIVERY was trading at 471.00. The strike last trading price was 11.5, which was -6.25 lower than the previous day. The implied volatity was 33.87, the open interest changed by 23 which increased total open position to 82
On 5 May DELHIVERY was trading at 459.50. The strike last trading price was 16.95, which was 2.3499999999999996 higher than the previous day. The implied volatity was 35.14, the open interest changed by 15 which increased total open position to 55
On 4 May DELHIVERY was trading at 467.35. The strike last trading price was 14.4, which was -2.0999999999999996 lower than the previous day. The implied volatity was 35.17, the open interest changed by -10 which decreased total open position to 41
On 30 Apr DELHIVERY was trading at 467.05. The strike last trading price was 16.45, which was -1.1000000000000014 lower than the previous day. The implied volatity was 36.93, the open interest changed by -20 which decreased total open position to 31
On 29 Apr DELHIVERY was trading at 466.30. The strike last trading price was 17.1, which was -1.2999999999999972 lower than the previous day. The implied volatity was 37.21, the open interest changed by 17 which increased total open position to 54
On 28 Apr DELHIVERY was trading at 465.40. The strike last trading price was 17.1, which was -3.5 lower than the previous day. The implied volatity was 36.74, the open interest changed by 19 which increased total open position to 38
On 27 Apr DELHIVERY was trading at 462.70. The strike last trading price was 20.85, which was -7.149999999999999 lower than the previous day. The implied volatity was 38.88, the open interest changed by 14 which increased total open position to 19
On 24 Apr DELHIVERY was trading at 449.70. The strike last trading price was 28, which was 4 higher than the previous day. The implied volatity was 34.75, the open interest changed by 0 which decreased total open position to 4
On 23 Apr DELHIVERY was trading at 449.40. The strike last trading price was 24, which was 24 higher than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 4
On 22 Apr DELHIVERY was trading at 462.70. The strike last trading price was 24, which was 4.399999999999999 higher than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 3
On 21 Apr DELHIVERY was trading at 472.05. The strike last trading price was 19.6, which was 19.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr DELHIVERY was trading at 464.50. The strike last trading price was 19.6, which was 19.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr DELHIVERY was trading at 463.00. The strike last trading price was 19.6, which was 19.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr DELHIVERY was trading at 459.75. The strike last trading price was 19.6, which was 19.6 higher than the previous day. The implied volatity was -, 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 19.6, which was -3.6499999999999986 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 19.6, which was -34.199999999999996 lower than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 2
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 2.45, 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 53.8, which was 0 lower than the previous day. The implied volatity was 2.15, 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 53.8, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
