Historical option data for DELHIVERY
22 Jun 2026 02:29 PM IST
| DELHIVERY 28-Jul-2026 (36d) 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.01
Theta: -0.29
Gamma: 0.00713
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 484.85 | 30.2 | 17.2 (132.31%) | 33.77 | 79 | 22 | 32 | |||||||||
| 19 Jun | 461.10 | 13 | -1 (-7.14%) | 26.76 | 11 | -1 | 10 | |||||||||
| 18 Jun | 459.20 | 13.75 | 0.75 (5.77%) | 28.67 | 15 | 9 | 11 | |||||||||
| 17 Jun | 451.55 | 12.6 | -0.4 (-3.08%) | - | 1 | 0 | 2 | |||||||||
| 16 Jun | 451.30 | 12.6 | -0.4 (-3.08%) | 25.93 | 1 | 0 | 2 | |||||||||
| 15 Jun | 453.55 | 12.6 | 5.6 (80.00%) | 25.93 | 1 | 0 | 1 | |||||||||
| 12 Jun | 440.50 | 7 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 432.25 | 7 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 431.10 | 7 | 0 (0.00%) | 26.49 | 1 | 0 | 1 | |||||||||
| 9 Jun | 439.40 | 7 | -30 (-81.08%) | 26.49 | 1 | 1 | 1 | |||||||||
| 11 May | 481.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 470 expiring on 28JUL2026
Delta for 470 CE is 0.65
Historical price for 470 CE is as follows
On 22 Jun DELHIVERY was trading at 484.85. The strike last trading price was 30.2, which was 17.2 higher than the previous day. The implied volatity was 33.77, the open interest changed by 22 which increased total open position to 32
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 26.76, the open interest changed by -1 which decreased total open position to 10
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 13.75, which was 0.75 higher than the previous day. The implied volatity was 28.67, the open interest changed by 9 which increased total open position to 11
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 12.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 12.6, which was -0.4 lower than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 2
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 12.6, which was 5.6 higher than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 1
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 7, 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 11 Jun DELHIVERY was trading at 432.25. The strike last trading price was 7, 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 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 1
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 7, which was -30 lower than the previous day. The implied volatity was 26.49, the open interest changed by 1 which increased total open position to 1
On 11 May DELHIVERY was trading at 481.95. 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 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
| DELHIVERY 28-Jul-2026 (36d) 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.01
Theta: -0.18
Gamma: 0.00792
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 484.85 | 10.55 | -24.45 (-69.86%) | 29.94 | 138 | 59 | 59 |
| 19 Jun | 461.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 459.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 451.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 451.30 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 453.55 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 440.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 432.25 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 431.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 439.40 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 481.95 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 470 expiring on 28JUL2026
Delta for 470 PE is -0.33
Historical price for 470 PE is as follows
On 22 Jun DELHIVERY was trading at 484.85. The strike last trading price was 10.55, which was -24.45 lower than the previous day. The implied volatity was 29.94, the open interest changed by 59 which increased total open position to 59
On 19 Jun DELHIVERY was trading at 461.10. 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 18 Jun DELHIVERY was trading at 459.20. 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 17 Jun DELHIVERY was trading at 451.55. 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 16 Jun DELHIVERY was trading at 451.30. 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 15 Jun DELHIVERY was trading at 453.55. 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 12 Jun DELHIVERY was trading at 440.50. 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 11 Jun DELHIVERY was trading at 432.25. 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
On 10 Jun DELHIVERY was trading at 431.10. 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 9 Jun DELHIVERY was trading at 439.40. 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 11 May DELHIVERY was trading at 481.95. 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 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
