Historical option data for DELHIVERY
29 Jun 2026 10:50 AM IST
| DELHIVERY 28-Jul-2026 (27d) 490 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.01
Theta: -0.33
Gamma: 0.00813
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 470.00 | 11.7 | 1.7 (17.00%) | 34.92 | 29 | 0 | 113 | |||||||||
| 25 Jun | 464.80 | 9.5 | -6.5 (-40.63%) | 32.55 | 94 | 22 | 113 | |||||||||
| 24 Jun | 481.05 | 16.2 | 2.2 (15.71%) | 33.71 | 119 | 7 | 86 | |||||||||
| 23 Jun | 476.45 | 13.2 | -4.8 (-26.67%) | 30.68 | 71 | 20 | 79 | |||||||||
| 22 Jun | 483.80 | 17.7 | 11.7 (195.00%) | 31.21 | 150 | 43 | 60 | |||||||||
| 19 Jun | 461.10 | 6.5 | 0.5 (8.33%) | 27.28 | 7 | 1 | 17 | |||||||||
| 18 Jun | 459.20 | 6.5 | 1.5 (30.00%) | 26.99 | 23 | 1 | 15 | |||||||||
| 17 Jun | 451.55 | 4.4 | 0.4 (10.00%) | 27.27 | 3 | 1 | 14 | |||||||||
| 16 Jun | 451.30 | 4.4 | -1.6 (-26.67%) | 26.26 | 3 | 3 | 13 | |||||||||
| 15 Jun | 453.55 | 5.55 | 1.55 (38.75%) | 26.28 | 14 | -3 | 11 | |||||||||
| 12 Jun | 440.50 | 3.5 | -2.5 (-41.67%) | 27.28 | 8 | 6 | 15 | |||||||||
| 11 Jun | 432.25 | 6 | 0 (0.00%) | - | 1 | 0 | 9 | |||||||||
| 10 Jun | 431.10 | 6 | 0 (0.00%) | 31.54 | 1 | 0 | 9 | |||||||||
| 9 Jun | 439.40 | 6 | 0 (0.00%) | 31.54 | 1 | 0 | 9 | |||||||||
| 8 Jun | 439.35 | 6 | 0 (0.00%) | - | 9 | 0 | 9 | |||||||||
| 5 Jun | 445.25 | 6 | 0 (0.00%) | - | 9 | 0 | 9 | |||||||||
| 4 Jun | 438.35 | 6 | 0 (0.00%) | - | 9 | 0 | 9 | |||||||||
| 3 Jun | 437.90 | 6 | 0 (0.00%) | - | 9 | 0 | 9 | |||||||||
| 2 Jun | 437.95 | 6 | 0 (0.00%) | 30.69 | 9 | 0 | 9 | |||||||||
| 1 Jun | 437.25 | 6 | -23 (-79.31%) | 30.69 | 9 | 9 | 9 | |||||||||
For Delhivery Limited - strike price 490 expiring on 28JUL2026
Delta for 490 CE is 0.38
Historical price for 490 CE is as follows
On 29 Jun DELHIVERY was trading at 470.00. The strike last trading price was 11.7, which was 1.7 higher than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 113
On 25 Jun DELHIVERY was trading at 464.80. The strike last trading price was 9.5, which was -6.5 lower than the previous day. The implied volatity was 32.55, the open interest changed by 22 which increased total open position to 113
On 24 Jun DELHIVERY was trading at 481.05. The strike last trading price was 16.2, which was 2.2 higher than the previous day. The implied volatity was 33.71, the open interest changed by 7 which increased total open position to 86
On 23 Jun DELHIVERY was trading at 476.45. The strike last trading price was 13.2, which was -4.8 lower than the previous day. The implied volatity was 30.68, the open interest changed by 20 which increased total open position to 79
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 17.7, which was 11.7 higher than the previous day. The implied volatity was 31.21, the open interest changed by 43 which increased total open position to 60
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 27.28, the open interest changed by 1 which increased total open position to 17
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 6.5, which was 1.5 higher than the previous day. The implied volatity was 26.99, the open interest changed by 1 which increased total open position to 15
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 4.4, which was 0.4 higher than the previous day. The implied volatity was 27.27, the open interest changed by 1 which increased total open position to 14
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 4.4, which was -1.6 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 13
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 5.55, which was 1.55 higher than the previous day. The implied volatity was 26.28, the open interest changed by -3 which decreased total open position to 11
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 3.5, which was -2.5 lower than the previous day. The implied volatity was 27.28, the open interest changed by 6 which increased total open position to 15
On 11 Jun DELHIVERY was trading at 432.25. The strike last trading price was 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 9
On 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 9
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 9
On 8 Jun DELHIVERY was trading at 439.35. The strike last trading price was 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 9
On 5 Jun DELHIVERY was trading at 445.25. The strike last trading price was 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 9
On 4 Jun DELHIVERY was trading at 438.35. The strike last trading price was 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 9
On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 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 9
On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 9
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 6, which was -23 lower than the previous day. The implied volatity was 30.69, the open interest changed by 9 which increased total open position to 9
| DELHIVERY 28-Jul-2026 (27d) 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 470.00 | 31.4 | 31.4 | - | 3 | 0 | 46 |
| 25 Jun | 464.80 | 31.8 | 9.35 (41.65%) | 31.61 | 3 | 0 | 46 |
| 24 Jun | 481.05 | 22.85 | -0.15 (-0.65%) | 32.32 | 27 | 16 | 45 |
| 23 Jun | 476.45 | 23 | 3.15 (15.87%) | 29.02 | 14 | 9 | 29 |
| 22 Jun | 483.80 | 19.85 | -26.4 (-57.08%) | 30.19 | 23 | 19 | 19 |
| 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 |
| 8 Jun | 439.35 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 445.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 438.35 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 437.90 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 437.95 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 437.25 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 490 expiring on 28JUL2026
Delta for 490 PE is -
Historical price for 490 PE is as follows
On 29 Jun DELHIVERY was trading at 470.00. The strike last trading price was 31.4, which was 31.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 25 Jun DELHIVERY was trading at 464.80. The strike last trading price was 31.8, which was 9.35 higher than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 46
On 24 Jun DELHIVERY was trading at 481.05. The strike last trading price was 22.85, which was -0.15 lower than the previous day. The implied volatity was 32.32, the open interest changed by 16 which increased total open position to 45
On 23 Jun DELHIVERY was trading at 476.45. The strike last trading price was 23, which was 3.15 higher than the previous day. The implied volatity was 29.02, the open interest changed by 9 which increased total open position to 29
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 19.85, which was -26.4 lower than the previous day. The implied volatity was 30.19, the open interest changed by 19 which increased total open position to 19
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 8 Jun DELHIVERY was trading at 439.35. 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 5 Jun DELHIVERY was trading at 445.25. 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 4 Jun DELHIVERY was trading at 438.35. 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 Jun DELHIVERY was trading at 437.90. 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 2 Jun DELHIVERY was trading at 437.95. 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 1 Jun DELHIVERY was trading at 437.25. 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
