DELHIVERY

Delhivery Limited

412.3 +1.60 (0.39%)

L: 409.05 H: 413.4

Back to Option Chain

Historical option data for DELHIVERY
12 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

DELHIVERY 30-DEC-2025 530 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	0.05 ₹ 103.75	0 0.00	-	0 0	0 0	36 74,700
11 Dec	410.70	0.05 ₹ 103.75	0 0.00	-	0 0	0 0	36 74,700
10 Dec	404.65	0.05 ₹ 103.75	0 0.00	42.99	17 35,275	-9 -18,675	44 91,300

8 Dec	398.05	0.05 ₹ 103.75	-0.05 -103.75	-	0 0	0 0	53 1,09,975
3 Dec	401.95	0.05 ₹ 103.75	-0.05 -103.75	36.79	1 2,075	0 0	53 1,09,975
2 Dec	409.10	0.1 ₹ 207.5	-0.1 -207.50	36.47	13 26,975	1 2,075	55 1,14,125
1 Dec	417.60	0.2 ₹ 415	0 0.00	-	0 0	0 0	0 0
28 Nov	426.20	0.2 ₹ 415	0 0.00	-	0 0	0 0	0 0
27 Nov	425.25	0.2 ₹ 415	0 0.00	-	0 0	-7 -14,525	0 0
26 Nov	419.40	0.2 ₹ 415	0 0.00	33.13	10 20,750	-7 -14,525	54 1,12,050
25 Nov	410.65	0.2 ₹ 415	-0.2 -415.00	33.90	8 16,600	0 0	63 1,30,725
21 Nov	418.40	0.4 ₹ 830	-0.1 -207.50	34.35	2 4,150	0 0	64 1,32,800
20 Nov	426.00	0.45 ₹ 933.75	-0.3 -622.50	31.12	2 4,150	0 0	65 1,34,875
19 Nov	436.00	0.75 ₹ 1,556.25	-0.6 -1245.00	30.91	55 1,14,125	8 16,600	64 1,32,800
17 Nov	440.10	1.35 ₹ 2,801.25	0.15 311.25	32.40	3 6,225	-1 -2,075	58 1,20,350
13 Nov	434.05	1.2 ₹ 2,490	-0.95 -1971.25	31.82	1 2,075	0 0	60 1,24,500
12 Nov	431.40	2.15 ₹ 4,461.25	-7.55 -15666.25	-	0 0	0 0	0 0
11 Nov	430.10	2.15 ₹ 4,461.25	-7.55 -15666.25	-	0 0	0 0	0 0
10 Nov	427.60	2.15 ₹ 4,461.25	-7.55 -15666.25	-	0 0	0 0	0 0
7 Nov	429.55	2.15 ₹ 4,461.25	-7.55 -15666.25	-	0 0	-5 -10,375	0 0
6 Nov	442.60	2.15 ₹ 4,461.25	-7.55 -15666.25	33.01	26 53,950	-4 -8,300	61 1,26,575
4 Nov	484.85	9.8 ₹ 20,335	-3 -6225.00	29.91	80 1,66,000	63 1,30,725	63 1,30,725
3 Nov	472.25	12.8 ₹ 26,560	0 0.00	7.37	0 0	0 0	0 0

For Delhivery Limited - strike price 530 expiring on 30DEC2025

Delta for 530 CE is -

Historical price for 530 CE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 42.99, the open interest changed by -9 which decreased total open position to 44

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 36.79, the open interest changed by 0 which decreased total open position to 53

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 36.47, the open interest changed by 1 which increased total open position to 55

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 -, 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 0.2, 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 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 33.13, the open interest changed by -7 which decreased total open position to 54

On 25 Nov DELHIVERY was trading at 410.65. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 33.90, the open interest changed by 0 which decreased total open position to 63

On 21 Nov DELHIVERY was trading at 418.40. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 64

On 20 Nov DELHIVERY was trading at 426.00. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 65

On 19 Nov DELHIVERY was trading at 436.00. The strike last trading price was 0.75, which was -0.6 lower than the previous day. The implied volatity was 30.91, the open interest changed by 8 which increased total open position to 64

On 17 Nov DELHIVERY was trading at 440.10. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 32.40, the open interest changed by -1 which decreased total open position to 58

On 13 Nov DELHIVERY was trading at 434.05. The strike last trading price was 1.2, which was -0.95 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 60

On 12 Nov DELHIVERY was trading at 431.40. The strike last trading price was 2.15, which was -7.55 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 2.15, which was -7.55 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 2.15, which was -7.55 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 2.15, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0

On 6 Nov DELHIVERY was trading at 442.60. The strike last trading price was 2.15, which was -7.55 lower than the previous day. The implied volatity was 33.01, the open interest changed by -4 which decreased total open position to 61

On 4 Nov DELHIVERY was trading at 484.85. The strike last trading price was 9.8, which was -3 lower than the previous day. The implied volatity was 29.91, the open interest changed by 63 which increased total open position to 63

On 3 Nov DELHIVERY was trading at 472.25. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0

DELHIVERY 30DEC2025 530 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	412.30	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	2 4,150
11 Dec	410.70	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	2 4,150
10 Dec	404.65	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	2 4,150
8 Dec	398.05	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	2 4,150
3 Dec	401.95	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	0 0
2 Dec	409.10	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	0 0
1 Dec	417.60	100.6 ₹ 2,08,745	-13.4 -27805.00	-	0 0	0 0	0 0
28 Nov	426.20	100.6 ₹ 2,08,745	-13.4 -27805.00	42.83	2 4,150	0 0	2 4,150
27 Nov	425.25	114 ₹ 2,36,550	29.3 60797.50	-	0 0	2 4,150	0 0
26 Nov	419.40	114 ₹ 2,36,550	29.3 60797.50	71.25	2 4,150	0 0	0 0
25 Nov	410.65	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
21 Nov	418.40	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
20 Nov	426.00	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
19 Nov	436.00	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
17 Nov	440.10	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
13 Nov	434.05	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
12 Nov	431.40	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
11 Nov	430.10	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
10 Nov	427.60	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
7 Nov	429.55	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
6 Nov	442.60	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
4 Nov	484.85	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0
3 Nov	472.25	84.7 ₹ 1,75,752.5	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 530 expiring on 30DEC2025

Delta for 530 PE is -

Historical price for 530 PE is as follows

On 12 Dec DELHIVERY was trading at 412.30. The strike last trading price was 100.6, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 11 Dec DELHIVERY was trading at 410.70. The strike last trading price was 100.6, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 10 Dec DELHIVERY was trading at 404.65. The strike last trading price was 100.6, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 8 Dec DELHIVERY was trading at 398.05. The strike last trading price was 100.6, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 3 Dec DELHIVERY was trading at 401.95. The strike last trading price was 100.6, which was -13.4 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 100.6, which was -13.4 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 100.6, which was -13.4 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 100.6, which was -13.4 lower than the previous day. The implied volatity was 42.83, the open interest changed by 0 which decreased total open position to 2

On 27 Nov DELHIVERY was trading at 425.25. The strike last trading price was 114, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 26 Nov DELHIVERY was trading at 419.40. The strike last trading price was 114, which was 29.3 higher than the previous day. The implied volatity was 71.25, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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 84.7, 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

Related Pages for DELHIVERY

DELHIVERY

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD