DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2025 04:13 PM IST
| DELHIVERY 30-DEC-2025 475 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 412.30 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 410.70 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 404.65 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 415.30 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 8 Dec | 398.05 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 404.60 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 401.60 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 401.95 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 409.10 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 417.60 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 426.20 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 425.25 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 419.40 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 410.65 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 405.85 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 418.40 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 426.00 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 436.00 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 435.85 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 440.10 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 436.40 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 434.05 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 431.40 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 430.10 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 427.60 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 429.55 | 12.7 | -21.7 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 442.60 | 12.7 | -21.7 | 36.72 | 2 | 1 | 1 | |||||||||
| 4 Nov | 484.85 | 34.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 472.25 | 34.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 465.95 | 34.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 484.70 | 34.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 475 expiring on 30DEC2025
Delta for 475 CE is -
Historical price for 475 CE is as follows
On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 12.7, 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 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 12.7, 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 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 12.7, 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 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 12.7, 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 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 12.7, 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 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 12.7, 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 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 12.7, 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 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 12.7, 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 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 12.7, 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 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 12.7, 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 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 12.7, 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 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 12.7, 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 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 12.7, 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 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 12.7, 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 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 12.7, 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 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 12.7, 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 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 12.7, 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 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 12.7, 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 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 12.7, 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 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 12.7, 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 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 12.7, 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 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 12.7, 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 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 12.7, 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 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 12.7, 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 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 12.7, 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 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 12.7, 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 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 12.7, which was -21.7 lower than the previous day. The implied volatity was 36.72, the open interest changed by 1 which increased total open position to 1
On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 34.4, 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 Nov DELHIVERY was trading at 472.25. The strike last trading price was 34.4, 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 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 34.4, 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 Oct DELHIVERY was trading at 484.70. The strike last trading price was 34.4, 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 30DEC2025 475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.19
Theta: -0.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 412.30 | 63.95 | 23.95 | 52.56 | 1 | 0 | 1 |
| 11 Dec | 410.70 | 40 | 11.4 | - | 0 | 0 | 1 |
| 10 Dec | 404.65 | 40 | 11.4 | - | 0 | 0 | 1 |
| 9 Dec | 415.30 | 40 | 11.4 | - | 0 | 0 | 0 |
| 8 Dec | 398.05 | 40 | 11.4 | - | 0 | 0 | 1 |
| 5 Dec | 404.60 | 40 | 11.4 | - | 0 | 0 | 0 |
| 4 Dec | 401.60 | 40 | 11.4 | - | 0 | 0 | 0 |
| 3 Dec | 401.95 | 40 | 11.4 | - | 0 | 0 | 0 |
| 2 Dec | 409.10 | 40 | 11.4 | - | 0 | 0 | 0 |
| 1 Dec | 417.60 | 40 | 11.4 | - | 0 | 0 | 0 |
| 28 Nov | 426.20 | 40 | 11.4 | - | 0 | 0 | 0 |
| 27 Nov | 425.25 | 40 | 11.4 | - | 0 | 0 | 0 |
| 26 Nov | 419.40 | 40 | 11.4 | - | 0 | 0 | 0 |
| 25 Nov | 410.65 | 40 | 11.4 | - | 0 | 0 | 0 |
| 24 Nov | 405.85 | 40 | 11.4 | - | 0 | 0 | 0 |
| 21 Nov | 418.40 | 40 | 11.4 | - | 0 | 0 | 0 |
| 20 Nov | 426.00 | 40 | 11.4 | - | 0 | 1 | 0 |
| 19 Nov | 436.00 | 40 | 11.4 | 30.52 | 1 | 0 | 0 |
| 18 Nov | 435.85 | 28.6 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 440.10 | 28.6 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 436.40 | 28.6 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 434.05 | 28.6 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 431.40 | 28.6 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 430.10 | 28.6 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 427.60 | 28.6 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 429.55 | 28.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 442.60 | 28.6 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 484.85 | 28.6 | 0 | 2.98 | 0 | 0 | 0 |
| 3 Nov | 472.25 | 28.6 | 0 | 0.85 | 0 | 0 | 0 |
| 31 Oct | 465.95 | 28.6 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 484.70 | 28.6 | 0 | 2.81 | 0 | 0 | 0 |
For Delhivery Limited - strike price 475 expiring on 30DEC2025
Delta for 475 PE is -0.87
Historical price for 475 PE is as follows
On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 63.95, which was 23.95 higher than the previous day. The implied volatity was 52.56, the open interest changed by 0 which decreased total open position to 1
On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 40, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 40, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 40, which was 11.4 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 40, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 40, which was 11.4 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 40, which was 11.4 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 40, which was 11.4 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 40, which was 11.4 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 40, which was 11.4 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 40, which was 11.4 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 40, which was 11.4 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 40, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 40, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 40, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 40, which was 11.4 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, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 40, which was 11.4 higher than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 440.10. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 436.40. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 434.05. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 431.40. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 430.10. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 427.60. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 429.55. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 442.60. The strike last trading price was 28.6, 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 Nov DELHIVERY was trading at 484.85. The strike last trading price was 28.6, which was 0 lower than the previous day. The implied volatity was 2.98, 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 28.6, which was 0 lower than the previous day. The implied volatity was 0.85, 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 28.6, 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 Oct DELHIVERY was trading at 484.70. The strike last trading price was 28.6, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































