[--[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 480 CE
Delta: 0.02
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 32.87 5 3 171
11 Dec 410.70 0.2 0 31.64 19 -1 163
10 Dec 404.65 0.2 -0.2 32.61 45 -9 164
9 Dec 415.30 0.45 0.25 31.66 78 15 172
8 Dec 398.05 0.2 -0.05 33.32 50 -23 157
5 Dec 404.60 0.25 -0.05 29.97 11 -2 181
4 Dec 401.60 0.3 -0.05 31.75 33 -24 183
3 Dec 401.95 0.35 -0.05 32.16 21 -5 207
2 Dec 409.10 0.4 -0.4 29.21 128 39 212
1 Dec 417.60 0.8 -0.4 28.18 343 48 173
28 Nov 426.20 1.1 -0.3 25.62 38 5 125
27 Nov 425.25 1.4 0.35 27.21 24 2 118
26 Nov 419.40 1 -0.1 27.06 100 31 116
25 Nov 410.65 1.15 0 29.51 68 -7 85
24 Nov 405.85 1.15 -1.05 32.32 52 -9 91
21 Nov 418.40 2.05 -0.5 30.32 104 9 99
20 Nov 426.00 2.65 -1.45 27.65 89 11 89
19 Nov 436.00 4.2 -0.45 27.88 46 13 76
18 Nov 435.85 4.6 -1.25 28.32 31 15 63
17 Nov 440.10 5.85 0.1 28.79 22 15 48
14 Nov 436.40 5.75 -0.1 28.83 8 1 33
13 Nov 434.05 5.85 1.05 29.70 24 5 33
12 Nov 431.40 4.8 -0.2 28.59 20 2 27
11 Nov 430.10 5 0.4 29.31 5 -2 24
10 Nov 427.60 4.6 -0.85 29.20 9 2 25
7 Nov 429.55 5.4 -2.95 28.44 13 8 23
6 Nov 442.60 8.35 -20.3 31.50 46 -2 14
4 Nov 484.85 28.65 5.6 28.50 12 5 16
3 Nov 472.25 23.3 0.95 31.69 8 5 10
31 Oct 465.95 22.35 -1.55 - 1 0 4
30 Oct 475.30 23.9 -2.5 29.01 5 3 3
29 Oct 484.70 26.4 0 - 0 0 0
27 Oct 473.00 26.4 0 - 0 0 0
23 Oct 473.70 26.4 0 - 0 0 0
21 Oct 476.55 26.4 0 - 0 0 0
20 Oct 474.90 26.4 0 - 0 0 0
15 Oct 460.75 26.4 0 - 0 0 0
14 Oct 469.35 26.4 0 0.15 0 0 0
13 Oct 473.80 26.4 0 - 0 0 0
10 Oct 464.85 26.4 0 0.75 0 0 0
9 Oct 468.00 26.4 0 0.07 0 0 0
8 Oct 467.30 26.4 0 0.16 0 0 0
7 Oct 468.95 26.4 0 - 0 0 0
6 Oct 462.60 26.4 0 - 0 0 0
3 Oct 437.30 26.4 0 4.82 0 0 0


For Delhivery Limited - strike price 480 expiring on 30DEC2025

Delta for 480 CE is 0.02

Historical price for 480 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 higher than the previous day. The implied volatity was 32.87, the open interest changed by 3 which increased total open position to 171


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 31.64, the open interest changed by -1 which decreased total open position to 163


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 32.61, the open interest changed by -9 which decreased total open position to 164


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.45, which was 0.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by 15 which increased total open position to 172


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by -23 which decreased total open position to 157


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.97, the open interest changed by -2 which decreased total open position to 181


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 31.75, the open interest changed by -24 which decreased total open position to 183


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.16, the open interest changed by -5 which decreased total open position to 207


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 29.21, the open interest changed by 39 which increased total open position to 212


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 28.18, the open interest changed by 48 which increased total open position to 173


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 25.62, the open interest changed by 5 which increased total open position to 125


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 118


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by 31 which increased total open position to 116


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 29.51, the open interest changed by -7 which decreased total open position to 85


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 1.15, which was -1.05 lower than the previous day. The implied volatity was 32.32, the open interest changed by -9 which decreased total open position to 91


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 2.05, which was -0.5 lower than the previous day. The implied volatity was 30.32, the open interest changed by 9 which increased total open position to 99


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 2.65, which was -1.45 lower than the previous day. The implied volatity was 27.65, the open interest changed by 11 which increased total open position to 89


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 4.2, which was -0.45 lower than the previous day. The implied volatity was 27.88, the open interest changed by 13 which increased total open position to 76


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 4.6, which was -1.25 lower than the previous day. The implied volatity was 28.32, the open interest changed by 15 which increased total open position to 63


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 5.85, which was 0.1 higher than the previous day. The implied volatity was 28.79, the open interest changed by 15 which increased total open position to 48


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 5.75, which was -0.1 lower than the previous day. The implied volatity was 28.83, the open interest changed by 1 which increased total open position to 33


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 5.85, which was 1.05 higher than the previous day. The implied volatity was 29.70, the open interest changed by 5 which increased total open position to 33


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 4.8, which was -0.2 lower than the previous day. The implied volatity was 28.59, the open interest changed by 2 which increased total open position to 27


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 5, which was 0.4 higher than the previous day. The implied volatity was 29.31, the open interest changed by -2 which decreased total open position to 24


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 4.6, which was -0.85 lower than the previous day. The implied volatity was 29.20, the open interest changed by 2 which increased total open position to 25


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 5.4, which was -2.95 lower than the previous day. The implied volatity was 28.44, the open interest changed by 8 which increased total open position to 23


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 8.35, which was -20.3 lower than the previous day. The implied volatity was 31.50, the open interest changed by -2 which decreased total open position to 14


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 28.65, which was 5.6 higher than the previous day. The implied volatity was 28.50, the open interest changed by 5 which increased total open position to 16


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 23.3, which was 0.95 higher than the previous day. The implied volatity was 31.69, the open interest changed by 5 which increased total open position to 10


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 22.35, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 30 Oct DELHIVERY was trading at 475.30. The strike last trading price was 23.9, which was -2.5 lower than the previous day. The implied volatity was 29.01, the open interest changed by 3 which increased total open position to 3


On 29 Oct DELHIVERY was trading at 484.70. The strike last trading price was 26.4, 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 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 26.4, 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 23 Oct DELHIVERY was trading at 473.70. The strike last trading price was 26.4, 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 21 Oct DELHIVERY was trading at 476.55. The strike last trading price was 26.4, 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 20 Oct DELHIVERY was trading at 474.90. The strike last trading price was 26.4, 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 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 26.4, 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 14 Oct DELHIVERY was trading at 469.35. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 0.15, 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 26.4, 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 10 Oct DELHIVERY was trading at 464.85. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 0.75, 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 26.4, 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


On 8 Oct DELHIVERY was trading at 467.30. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 0.16, 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 26.4, 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 6 Oct DELHIVERY was trading at 462.60. The strike last trading price was 26.4, 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 Oct DELHIVERY was trading at 437.30. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0


DELHIVERY 30DEC2025 480 PE
Delta: -0.94
Vega: 0.12
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 66.7 -2.65 42.58 15 -13 9
11 Dec 410.70 69.35 9.1 - 0 0 22
10 Dec 404.65 69.35 9.1 - 0 0 22
9 Dec 415.30 69.35 9.1 - 0 0 0
8 Dec 398.05 69.35 9.1 - 0 0 22
5 Dec 404.60 69.35 9.1 - 0 0 0
4 Dec 401.60 69.35 9.1 - 0 0 0
3 Dec 401.95 69.35 9.1 - 0 0 0
2 Dec 409.10 69.35 9.1 - 0 0 0
1 Dec 417.60 69.35 9.1 - 0 0 0
28 Nov 426.20 69.35 9.1 - 0 0 0
27 Nov 425.25 69.35 9.1 - 0 0 0
26 Nov 419.40 69.35 9.1 - 0 1 0
25 Nov 410.65 69.35 9.1 52.57 1 0 21
24 Nov 405.85 60.25 11.35 - 0 0 0
21 Nov 418.40 60.25 11.35 34.60 2 0 21
20 Nov 426.00 48.9 -1.85 - 0 0 0
19 Nov 436.00 48.9 -1.85 - 0 0 0
18 Nov 435.85 48.9 -1.85 - 0 0 0
17 Nov 440.10 48.9 -1.85 - 0 0 0
14 Nov 436.40 48.9 -1.85 - 0 0 0
13 Nov 434.05 48.9 -1.85 - 0 0 0
12 Nov 431.40 48.9 -1.85 - 0 5 0
11 Nov 430.10 48.9 -1.85 31.39 6 5 21
10 Nov 427.60 50.75 1.8 29.88 5 0 11
7 Nov 429.55 50.15 11.6 34.74 5 4 12
6 Nov 442.60 38.55 19.65 18.26 11 2 8
4 Nov 484.85 18.9 -30.15 33.39 7 5 5
3 Nov 472.25 49.05 0 - 0 0 0
31 Oct 465.95 49.05 0 - 0 0 0
30 Oct 475.30 49.05 0 0.52 0 0 0
29 Oct 484.70 49.05 0 2.05 0 0 0
27 Oct 473.00 49.05 0 0.32 0 0 0
23 Oct 473.70 49.05 0 0.31 0 0 0
21 Oct 476.55 49.05 0 0.89 0 0 0
20 Oct 474.90 49.05 0 0.65 0 0 0
15 Oct 460.75 49.05 0 - 0 0 0
14 Oct 469.35 49.05 0 - 0 0 0
13 Oct 473.80 49.05 0 0.88 0 0 0
10 Oct 464.85 49.05 0 - 0 0 0
9 Oct 468.00 49.05 0 - 0 0 0
8 Oct 467.30 49.05 0 - 0 0 0
7 Oct 468.95 49.05 0 - 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 480 expiring on 30DEC2025

Delta for 480 PE is -0.94

Historical price for 480 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 66.7, which was -2.65 lower than the previous day. The implied volatity was 42.58, the open interest changed by -13 which decreased total open position to 9


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 69.35, which was 9.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 69.35, which was 9.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 69.35, which was 9.1 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 69.35, which was 9.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 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 69.35, which was 9.1 higher than the previous day. The implied volatity was 52.57, the open interest changed by 0 which decreased total open position to 21


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 60.25, which was 11.35 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 60.25, which was 11.35 higher than the previous day. The implied volatity was 34.60, the open interest changed by 0 which decreased total open position to 21


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 48.9, which was -1.85 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 48.9, which was -1.85 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 48.9, which was -1.85 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 48.9, which was -1.85 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 48.9, which was -1.85 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 48.9, which was -1.85 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 48.9, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 48.9, which was -1.85 lower than the previous day. The implied volatity was 31.39, the open interest changed by 5 which increased total open position to 21


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 50.75, which was 1.8 higher than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 11


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 50.15, which was 11.6 higher than the previous day. The implied volatity was 34.74, the open interest changed by 4 which increased total open position to 12


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 38.55, which was 19.65 higher than the previous day. The implied volatity was 18.26, the open interest changed by 2 which increased total open position to 8


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 18.9, which was -30.15 lower than the previous day. The implied volatity was 33.39, the open interest changed by 5 which increased total open position to 5


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 49.05, 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 49.05, 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 Oct DELHIVERY was trading at 475.30. The strike last trading price was 49.05, which was 0 lower than the previous day. The implied volatity was 0.52, 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 49.05, 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 27 Oct DELHIVERY was trading at 473.00. The strike last trading price was 49.05, which was 0 lower than the previous day. The implied volatity was 0.32, 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 49.05, which was 0 lower than the previous day. The implied volatity was 0.31, 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 49.05, which was 0 lower than the previous day. The implied volatity was 0.89, 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 49.05, which was 0 lower than the previous day. The implied volatity was 0.65, 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 49.05, 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 49.05, 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 49.05, which was 0 lower than the previous day. The implied volatity was 0.88, 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 49.05, 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 49.05, 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 49.05, 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 49.05, 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 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