[--[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 500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 0.15 0 - 0 0 393
11 Dec 410.70 0.15 0 37.09 14 -2 394
10 Dec 404.65 0.15 -0.1 37.93 9 2 390
9 Dec 415.30 0.2 0.05 34.51 70 -2 387
8 Dec 398.05 0.15 -0.05 38.28 101 -54 390
5 Dec 404.60 0.2 0 35.10 36 30 441
4 Dec 401.60 0.2 0 35.81 129 -12 411
3 Dec 401.95 0.2 -0.05 35.38 67 41 423
2 Dec 409.10 0.2 -0.15 32.00 57 15 382
1 Dec 417.60 0.4 -0.15 30.95 105 -8 367
28 Nov 426.20 0.55 -0.05 28.40 334 7 374
27 Nov 425.25 0.6 0.1 28.81 403 61 367
26 Nov 419.40 0.45 -0.15 28.94 248 -103 310
25 Nov 410.65 0.6 -0.05 31.75 168 24 426
24 Nov 405.85 0.65 -0.35 34.63 222 76 323
21 Nov 418.40 1 -0.25 31.55 93 -15 247
20 Nov 426.00 1.25 -0.75 28.86 88 12 262
19 Nov 436.00 2 -0.35 28.70 40 16 249
18 Nov 435.85 2.3 -0.9 29.28 35 -7 232
17 Nov 440.10 3.2 0.3 30.15 42 -3 237
14 Nov 436.40 2.9 -0.1 29.27 30 -11 237
13 Nov 434.05 2.95 0.3 30.16 61 19 249
12 Nov 431.40 2.65 -0.1 29.89 34 -9 231
11 Nov 430.10 2.75 0.05 30.36 11 -2 241
10 Nov 427.60 2.7 -0.45 30.82 8 -3 243
7 Nov 429.55 3.15 -1.5 29.86 48 4 246
6 Nov 442.60 4.3 -14.2 30.63 333 81 239
4 Nov 484.85 18.6 3.6 28.33 262 151 158
3 Nov 472.25 15 2.3 31.29 2 0 5
31 Oct 465.95 12.7 -7.25 - 6 2 2
29 Oct 484.70 19.95 0 1.02 0 0 0
27 Oct 473.00 19.95 0 2.70 0 0 0
23 Oct 473.70 19.95 0 - 0 0 0
21 Oct 476.55 19.95 0 2.07 0 0 0
20 Oct 474.90 19.95 0 2.27 0 0 0
15 Oct 460.75 19.95 0 - 0 0 0
14 Oct 469.35 19.95 0 2.81 0 0 0
13 Oct 473.80 19.95 0 1.86 0 0 0
10 Oct 464.85 19.95 0 3.30 0 0 0
9 Oct 468.00 19.95 0 - 0 0 0
8 Oct 467.30 19.95 0 2.74 0 0 0
7 Oct 468.95 19.95 0 2.62 0 0 0
6 Oct 462.60 0 0 - 0 0 0


For Delhivery Limited - strike price 500 expiring on 30DEC2025

Delta for 500 CE is -

Historical price for 500 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 393


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 37.09, the open interest changed by -2 which decreased total open position to 394


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 37.93, the open interest changed by 2 which increased total open position to 390


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 34.51, the open interest changed by -2 which decreased total open position to 387


On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.28, the open interest changed by -54 which decreased total open position to 390


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.10, the open interest changed by 30 which increased total open position to 441


On 4 Dec DELHIVERY was trading at 401.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.81, the open interest changed by -12 which decreased total open position to 411


On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.38, the open interest changed by 41 which increased total open position to 423


On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by 15 which increased total open position to 382


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.95, the open interest changed by -8 which decreased total open position to 367


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 28.40, the open interest changed by 7 which increased total open position to 374


On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 28.81, the open interest changed by 61 which increased total open position to 367


On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 28.94, the open interest changed by -103 which decreased total open position to 310


On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 31.75, the open interest changed by 24 which increased total open position to 426


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 34.63, the open interest changed by 76 which increased total open position to 323


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 31.55, the open interest changed by -15 which decreased total open position to 247


On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 28.86, the open interest changed by 12 which increased total open position to 262


On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 28.70, the open interest changed by 16 which increased total open position to 249


On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 2.3, which was -0.9 lower than the previous day. The implied volatity was 29.28, the open interest changed by -7 which decreased total open position to 232


On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 3.2, which was 0.3 higher than the previous day. The implied volatity was 30.15, the open interest changed by -3 which decreased total open position to 237


On 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 29.27, the open interest changed by -11 which decreased total open position to 237


On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 2.95, which was 0.3 higher than the previous day. The implied volatity was 30.16, the open interest changed by 19 which increased total open position to 249


On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 2.65, which was -0.1 lower than the previous day. The implied volatity was 29.89, the open interest changed by -9 which decreased total open position to 231


On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 30.36, the open interest changed by -2 which decreased total open position to 241


On 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 30.82, the open interest changed by -3 which decreased total open position to 243


On 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 3.15, which was -1.5 lower than the previous day. The implied volatity was 29.86, the open interest changed by 4 which increased total open position to 246


On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 4.3, which was -14.2 lower than the previous day. The implied volatity was 30.63, the open interest changed by 81 which increased total open position to 239


On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 18.6, which was 3.6 higher than the previous day. The implied volatity was 28.33, the open interest changed by 151 which increased total open position to 158


On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 15, which was 2.3 higher than the previous day. The implied volatity was 31.29, the open interest changed by 0 which decreased total open position to 5


On 31 Oct DELHIVERY was trading at 465.95. The strike last trading price was 12.7, which was -7.25 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 19.95, which was 0 lower than the previous day. The implied volatity was 1.02, 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 19.95, which was 0 lower than the previous day. The implied volatity was 2.70, 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 19.95, 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 19.95, which was 0 lower than the previous day. The implied volatity was 2.07, 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 19.95, 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 15 Oct DELHIVERY was trading at 460.75. The strike last trading price was 19.95, 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 19.95, 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


On 13 Oct DELHIVERY was trading at 473.80. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 1.86, 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 19.95, which was 0 lower than the previous day. The implied volatity was 3.30, 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 19.95, 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 19.95, which was 0 lower than the previous day. The implied volatity was 2.74, 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 19.95, which was 0 lower than the previous day. The implied volatity was 2.62, 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


DELHIVERY 30DEC2025 500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 412.30 71.65 -18.85 - 0 0 4
11 Dec 410.70 71.65 -18.85 - 0 0 4
10 Dec 404.65 71.65 -18.85 - 0 0 4
9 Dec 415.30 71.65 -18.85 - 0 0 0
8 Dec 398.05 71.65 -18.85 - 0 0 4
5 Dec 404.60 71.65 -18.85 - 0 0 0
4 Dec 401.60 71.65 -18.85 - 0 0 0
3 Dec 401.95 71.65 -18.85 - 0 0 0
2 Dec 409.10 71.65 -18.85 - 0 1 0
1 Dec 417.60 71.65 -18.85 - 6 0 3
28 Nov 426.20 90.5 2.25 - 0 0 0
27 Nov 425.25 90.5 2.25 - 0 0 0
26 Nov 419.40 90.5 2.25 - 0 1 0
25 Nov 410.65 90.5 2.25 64.95 1 0 2
24 Nov 405.85 88.25 12.25 - 1 0 1
21 Nov 418.40 76 13.7 - 1 0 0
20 Nov 426.00 62.3 0 - 0 0 0
19 Nov 436.00 62.3 0 - 0 0 0
18 Nov 435.85 62.3 0 - 0 0 0
17 Nov 440.10 62.3 0 - 0 0 0
14 Nov 436.40 62.3 0 - 0 0 0
13 Nov 434.05 62.3 0 - 0 0 0
12 Nov 431.40 62.3 0 - 0 0 0
11 Nov 430.10 62.3 0 - 0 0 0
10 Nov 427.60 62.3 0 - 0 0 0
7 Nov 429.55 62.3 0 - 0 0 0
6 Nov 442.60 62.3 0 - 0 0 0
4 Nov 484.85 62.3 0 - 0 0 0
3 Nov 472.25 62.3 0 - 0 0 0
31 Oct 465.95 62.3 0 - 0 0 0
29 Oct 484.70 62.3 0 - 0 0 0
27 Oct 473.00 62.3 0 - 0 0 0
23 Oct 473.70 62.3 0 - 0 0 0
21 Oct 476.55 62.3 0 - 0 0 0
20 Oct 474.90 62.3 0 - 0 0 0
15 Oct 460.75 62.3 0 - 0 0 0
14 Oct 469.35 62.3 0 - 0 0 0
13 Oct 473.80 62.3 0 - 0 0 0
10 Oct 464.85 62.3 0 - 0 0 0
9 Oct 468.00 62.3 0 - 0 0 0
8 Oct 467.30 62.3 0 - 0 0 0
7 Oct 468.95 62.3 0 - 0 0 0
6 Oct 462.60 0 0 - 0 0 0


For Delhivery Limited - strike price 500 expiring on 30DEC2025

Delta for 500 PE is -

Historical price for 500 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 71.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 71.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 71.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 71.65, which was -18.85 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 71.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 71.65, which was -18.85 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 71.65, which was -18.85 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 71.65, which was -18.85 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 71.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 71.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 90.5, which was 2.25 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 90.5, which was 2.25 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 90.5, which was 2.25 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 90.5, which was 2.25 higher than the previous day. The implied volatity was 64.95, the open interest changed by 0 which decreased total open position to 2


On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 88.25, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 76, which was 13.7 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 62.3, 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 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 62.3, 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 Nov DELHIVERY was trading at 435.85. The strike last trading price was 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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 62.3, 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