[--[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 470 CE
Delta: 0.03
Vega: 0.05
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 0.25 -0.05 28.80 40 -5 179
11 Dec 410.70 0.3 -0.05 29.76 47 13 186
10 Dec 404.65 0.35 -0.25 31.69 70 11 172
9 Dec 415.30 0.6 0.25 29.51 44 6 158
8 Dec 398.05 0.35 0.05 32.64 16 -1 152
5 Dec 404.60 0.3 -0.05 27.46 99 -29 154
4 Dec 401.60 0.3 -0.15 28.47 18 -2 183
3 Dec 401.95 0.45 -0.15 30.15 58 -6 185
2 Dec 409.10 0.65 -0.7 28.33 104 4 193
1 Dec 417.60 1.35 -0.65 27.71 134 39 188
28 Nov 426.20 1.8 -0.3 24.95 70 16 148
27 Nov 425.25 2.25 0.65 26.77 108 43 131
26 Nov 419.40 1.55 -0.15 26.25 106 22 87
25 Nov 410.65 1.7 0.15 28.69 54 12 68
24 Nov 405.85 1.55 -1.65 31.04 59 -10 56
21 Nov 418.40 3 -0.85 29.91 139 49 66
20 Nov 426.00 3.8 -2.7 26.94 25 5 17
19 Nov 436.00 6.5 0.7 28.56 13 4 11
18 Nov 435.85 5.8 0.3 26.54 11 -5 7
17 Nov 440.10 5.5 -3.6 - 0 0 0
14 Nov 436.40 5.5 -3.6 - 0 0 0
13 Nov 434.05 5.5 -3.6 - 0 0 0
12 Nov 431.40 5.5 -3.6 26.03 2 1 13
11 Nov 430.10 9.1 -2.4 - 0 0 0
10 Nov 427.60 9.1 -2.4 - 0 -1 0
7 Nov 429.55 9.1 -2.4 31.34 3 -1 12
6 Nov 442.60 11.5 -16.05 32.43 8 3 12
4 Nov 484.85 27.55 -2.6 - 0 0 0
3 Nov 472.25 27.55 -2.6 - 0 9 0
31 Oct 465.95 27.55 -2.6 - 9 2 2
29 Oct 484.70 30.15 0 - 0 0 0
27 Oct 473.00 30.15 0 - 0 0 0
23 Oct 473.70 30.15 0 - 0 0 0
21 Oct 476.55 30.15 0 - 0 0 0
20 Oct 474.90 30.15 0 - 0 0 0
15 Oct 460.75 30.15 0 - 0 0 0
14 Oct 469.35 30.15 0 - 0 0 0
13 Oct 473.80 30.15 0 - 0 0 0
10 Oct 464.85 30.15 0 - 0 0 0
9 Oct 468.00 30.15 0 - 0 0 0
8 Oct 467.30 30.15 0 - 0 0 0
7 Oct 468.95 30.15 0 - 0 0 0
6 Oct 462.60 30.15 0 - 0 0 0
3 Oct 437.30 30.15 0 3.68 0 0 0


For Delhivery Limited - strike price 470 expiring on 30DEC2025

Delta for 470 CE is 0.03

Historical price for 470 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.80, the open interest changed by -5 which decreased total open position to 179


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29.76, the open interest changed by 13 which increased total open position to 186


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 31.69, the open interest changed by 11 which increased total open position to 172


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 29.51, the open interest changed by 6 which increased total open position to 158


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 32.64, the open interest changed by -1 which decreased total open position to 152


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.46, the open interest changed by -29 which decreased total open position to 154


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by -2 which decreased total open position to 183


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 30.15, the open interest changed by -6 which decreased total open position to 185


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.65, which was -0.7 lower than the previous day. The implied volatity was 28.33, the open interest changed by 4 which increased total open position to 193


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 27.71, the open interest changed by 39 which increased total open position to 188


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 24.95, the open interest changed by 16 which increased total open position to 148


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 2.25, which was 0.65 higher than the previous day. The implied volatity was 26.77, the open interest changed by 43 which increased total open position to 131


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 26.25, the open interest changed by 22 which increased total open position to 87


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 28.69, the open interest changed by 12 which increased total open position to 68


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 1.55, which was -1.65 lower than the previous day. The implied volatity was 31.04, the open interest changed by -10 which decreased total open position to 56


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 29.91, the open interest changed by 49 which increased total open position to 66


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 3.8, which was -2.7 lower than the previous day. The implied volatity was 26.94, the open interest changed by 5 which increased total open position to 17


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 6.5, which was 0.7 higher than the previous day. The implied volatity was 28.56, the open interest changed by 4 which increased total open position to 11


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was 26.54, the open interest changed by -5 which decreased total open position to 7


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 5.5, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 5.5, which was -3.6 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 5.5, which was -3.6 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 5.5, which was -3.6 lower than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 13


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 9.1, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 9.1, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 9.1, which was -2.4 lower than the previous day. The implied volatity was 31.34, the open interest changed by -1 which decreased total open position to 12


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 11.5, which was -16.05 lower than the previous day. The implied volatity was 32.43, the open interest changed by 3 which increased total open position to 12


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 27.55, which was -2.6 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 27.55, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 27.55, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 29 Oct DELHIVERY was trading at 484.70. The strike last trading price was 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30DEC2025 470 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 58 1.75 - 0 0 18
11 Dec 410.70 58 1.75 - 0 0 18
10 Dec 404.65 58 1.75 - 0 0 18
9 Dec 415.30 58 1.75 - 0 0 0
8 Dec 398.05 58 1.75 - 0 0 18
5 Dec 404.60 58 1.75 - 0 0 0
4 Dec 401.60 58 1.75 - 0 0 0
3 Dec 401.95 58 1.75 - 0 0 0
2 Dec 409.10 58 1.75 - 0 0 0
1 Dec 417.60 58 1.75 - 0 0 0
28 Nov 426.20 58 1.75 - 0 0 0
27 Nov 425.25 58 1.75 - 0 0 0
26 Nov 419.40 58 1.75 - 0 1 0
25 Nov 410.65 58 1.75 44.11 1 0 17
24 Nov 405.85 56.25 16 - 1 0 16
21 Nov 418.40 40.25 0.75 - 0 0 0
20 Nov 426.00 40.25 0.75 25.80 1 0 16
19 Nov 436.00 39.5 11.5 - 0 11 0
18 Nov 435.85 39.5 11.5 37.06 11 10 15
17 Nov 440.10 28 13.15 - 0 0 0
14 Nov 436.40 28 13.15 - 0 0 0
13 Nov 434.05 28 13.15 - 0 0 0
12 Nov 431.40 28 13.15 - 0 0 0
11 Nov 430.10 28 13.15 - 0 0 0
10 Nov 427.60 28 13.15 - 0 0 0
7 Nov 429.55 28 13.15 - 0 2 0
6 Nov 442.60 28 13.15 13.03 2 0 3
4 Nov 484.85 14.85 -6.45 33.38 3 2 2
3 Nov 472.25 21.3 -21.7 - 0 0 0
31 Oct 465.95 21.3 -21.7 - 2 1 1
29 Oct 484.70 43 0 3.56 0 0 0
27 Oct 473.00 43 0 1.84 0 0 0
23 Oct 473.70 43 0 1.78 0 0 0
21 Oct 476.55 43 0 2.27 0 0 0
20 Oct 474.90 43 0 2.05 0 0 0
15 Oct 460.75 43 0 - 0 0 0
14 Oct 469.35 43 0 1.33 0 0 0
13 Oct 473.80 43 0 2.27 0 0 0
10 Oct 464.85 43 0 0.78 0 0 0
9 Oct 468.00 43 0 - 0 0 0
8 Oct 467.30 43 0 1.25 0 0 0
7 Oct 468.95 43 0 1.35 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 470 expiring on 30DEC2025

Delta for 470 PE is -

Historical price for 470 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 58, which was 1.75 higher 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 58, which was 1.75 higher 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 58, which was 1.75 higher 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 58, which was 1.75 higher 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 58, which was 1.75 higher 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 58, which was 1.75 higher 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 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 58, which was 1.75 higher than the previous day. The implied volatity was 44.11, the open interest changed by 0 which decreased total open position to 17


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 56.25, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 40.25, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 40.25, which was 0.75 higher than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 16


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 39.5, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 39.5, which was 11.5 higher than the previous day. The implied volatity was 37.06, the open interest changed by 10 which increased total open position to 15


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 28, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 28, which was 13.15 higher 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 28, which was 13.15 higher 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 28, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 28, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 28, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 28, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 28, which was 13.15 higher than the previous day. The implied volatity was 13.03, the open interest changed by 0 which decreased total open position to 3


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 14.85, which was -6.45 lower than the previous day. The implied volatity was 33.38, the open interest changed by 2 which increased total open position to 2


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 21.3, which was -21.7 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 21.3, which was -21.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Oct DELHIVERY was trading at 484.70. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 3.56, 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 43, which was 0 lower than the previous day. The implied volatity was 1.84, 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 43, which was 0 lower than the previous day. The implied volatity was 1.78, 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 43, which was 0 lower than the previous day. The implied volatity was 2.27, 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 43, which was 0 lower than the previous day. The implied volatity was 2.05, 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 43, 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 43, which was 0 lower than the previous day. The implied volatity was 1.33, 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 43, which was 0 lower than the previous day. The implied volatity was 2.27, 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 43, which was 0 lower than the previous day. The implied volatity was 0.78, 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 43, 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 43, which was 0 lower than the previous day. The implied volatity was 1.25, 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 43, which was 0 lower than the previous day. The implied volatity was 1.35, 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