DELHIVERY
Delhivery Limited
Historical option data for DELHIVERY
12 Dec 2025 04:13 PM IST
| DELHIVERY 30-DEC-2025 520 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 412.30 | 0.1 | 0.05 | - | 0 | 0 | 96 | |||||||||
| 11 Dec | 410.70 | 0.1 | 0.05 | - | 0 | 0 | 96 | |||||||||
| 10 Dec | 404.65 | 0.1 | 0.05 | - | 0 | 0 | 96 | |||||||||
| 9 Dec | 415.30 | 0.1 | 0.05 | 37.72 | 19 | 0 | 96 | |||||||||
| 8 Dec | 398.05 | 0.05 | 0 | 39.07 | 13 | 0 | 96 | |||||||||
| 5 Dec | 404.60 | 0.05 | -0.05 | 34.68 | 15 | -1 | 96 | |||||||||
| 3 Dec | 401.95 | 0.1 | 0 | 37.08 | 12 | 0 | 102 | |||||||||
| 2 Dec | 409.10 | 0.1 | -0.1 | 33.66 | 2 | 0 | 102 | |||||||||
| 1 Dec | 417.60 | 0.2 | 0 | 33.46 | 14 | 0 | 102 | |||||||||
| 28 Nov | 426.20 | 0.2 | -0.1 | 29.30 | 2 | 0 | 102 | |||||||||
| 27 Nov | 425.25 | 0.3 | -0.25 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 419.40 | 0.3 | -0.25 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 410.65 | 0.3 | -0.25 | - | 0 | -1 | 0 | |||||||||
| 24 Nov | 405.85 | 0.3 | -0.25 | 35.50 | 5 | -1 | 102 | |||||||||
| 21 Nov | 418.40 | 0.55 | -0.1 | 33.37 | 4 | 0 | 103 | |||||||||
| 20 Nov | 426.00 | 0.65 | -0.35 | 30.56 | 53 | 6 | 103 | |||||||||
| 19 Nov | 436.00 | 1 | 0.1 | 29.98 | 35 | 0 | 97 | |||||||||
| 18 Nov | 435.85 | 0.9 | -0.6 | 28.86 | 1 | 0 | 97 | |||||||||
| 17 Nov | 440.10 | 1.5 | 0.1 | 30.36 | 2 | 0 | 97 | |||||||||
| 13 Nov | 434.05 | 1.4 | 0 | 30.26 | 5 | 0 | 97 | |||||||||
| 12 Nov | 431.40 | 1.45 | -0.45 | 31.05 | 10 | 4 | 97 | |||||||||
| 11 Nov | 430.10 | 1.9 | -0.8 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 427.60 | 1.9 | -0.8 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 429.55 | 1.9 | -0.8 | 31.40 | 5 | 0 | 93 | |||||||||
| 6 Nov | 442.60 | 2.7 | -9.35 | 32.24 | 40 | 0 | 93 | |||||||||
| 4 Nov | 484.85 | 12.4 | -2.5 | 29.70 | 194 | 93 | 93 | |||||||||
| 3 Nov | 472.25 | 14.9 | 0 | 6.09 | 0 | 0 | 0 | |||||||||
| 27 Oct | 473.00 | 14.9 | 0 | 5.01 | 0 | 0 | 0 | |||||||||
| 23 Oct | 473.70 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 476.55 | 14.9 | 0 | 4.35 | 0 | 0 | 0 | |||||||||
| 20 Oct | 474.90 | 14.9 | 0 | 4.51 | 0 | 0 | 0 | |||||||||
| 13 Oct | 473.80 | 14.9 | 0 | 4.04 | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 520 expiring on 30DEC2025
Delta for 520 CE is -
Historical price for 520 CE is as follows
On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 96
On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 39.07, the open interest changed by 0 which decreased total open position to 96
On 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 34.68, the open interest changed by -1 which decreased total open position to 96
On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 102
On 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 102
On 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 102
On 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 102
On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 0.3, which was -0.25 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 0.3, which was -0.25 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 0.3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 35.50, the open interest changed by -1 which decreased total open position to 102
On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 33.37, the open interest changed by 0 which decreased total open position to 103
On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 30.56, the open interest changed by 6 which increased total open position to 103
On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 97
On 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 97
On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 97
On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 97
On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 31.05, the open interest changed by 4 which increased total open position to 97
On 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 1.9, which was -0.8 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 1.9, which was -0.8 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 1.9, which was -0.8 lower than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 93
On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 2.7, which was -9.35 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 93
On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 12.4, which was -2.5 lower than the previous day. The implied volatity was 29.70, the open interest changed by 93 which increased total open position to 93
On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 6.09, 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 14.9, which was 0 lower than the previous day. The implied volatity was 5.01, 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 14.9, 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 14.9, which was 0 lower than the previous day. The implied volatity was 4.35, 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 14.9, which was 0 lower than the previous day. The implied volatity was 4.51, 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 14.9, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
| DELHIVERY 30DEC2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 412.30 | 76.95 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 410.70 | 76.95 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 404.65 | 76.95 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 415.30 | 76.95 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 398.05 | 76.95 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 404.60 | 76.95 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 401.95 | 76.95 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 409.10 | 76.95 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 417.60 | 76.95 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 426.20 | 76.95 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 425.25 | 76.95 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 419.40 | 76.95 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 410.65 | 76.95 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 405.85 | 76.95 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 418.40 | 76.95 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 426.00 | 76.95 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 436.00 | 76.95 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 435.85 | 76.95 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 440.10 | 76.95 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 434.05 | 76.95 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 431.40 | 76.95 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 430.10 | 76.95 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 427.60 | 76.95 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 429.55 | 76.95 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 442.60 | 76.95 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 484.85 | 76.95 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 472.25 | 76.95 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 473.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 473.70 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 476.55 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 474.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 473.80 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 520 expiring on 30DEC2025
Delta for 520 PE is -
Historical price for 520 PE is as follows
On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 76.95, 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 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 76.95, 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 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 76.95, 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 9 Dec DELHIVERY was trading at 415.30. The strike last trading price was 76.95, 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 Dec DELHIVERY was trading at 398.05. The strike last trading price was 76.95, 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 5 Dec DELHIVERY was trading at 404.60. The strike last trading price was 76.95, 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 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 76.95, 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 2 Dec DELHIVERY was trading at 409.10. The strike last trading price was 76.95, 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 1 Dec DELHIVERY was trading at 417.60. The strike last trading price was 76.95, 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 28 Nov DELHIVERY was trading at 426.20. The strike last trading price was 76.95, 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 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 76.95, 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 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 76.95, 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 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 76.95, 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 24 Nov DELHIVERY was trading at 405.85. The strike last trading price was 76.95, 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 Nov DELHIVERY was trading at 418.40. The strike last trading price was 76.95, 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 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 76.95, 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 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 76.95, 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 18 Nov DELHIVERY was trading at 435.85. The strike last trading price was 76.95, 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 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 76.95, 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 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 76.95, 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 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 76.95, 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 11 Nov DELHIVERY was trading at 430.10. The strike last trading price was 76.95, 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 10 Nov DELHIVERY was trading at 427.60. The strike last trading price was 76.95, 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 7 Nov DELHIVERY was trading at 429.55. The strike last trading price was 76.95, 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 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 76.95, 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 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 76.95, 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 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 76.95, 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 27 Oct DELHIVERY was trading at 473.00. 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 23 Oct DELHIVERY was trading at 473.70. 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 21 Oct DELHIVERY was trading at 476.55. 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 20 Oct DELHIVERY was trading at 474.90. 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 13 Oct DELHIVERY was trading at 473.80. 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































































































































































































































