DELHIVERY

Delhivery Limited

405.95 +3.60 (0.89%)

L: 399.5 H: 407.45

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Historical option data for DELHIVERY
21 Dec 2025 04:15 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 27-JAN-2026 430 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

21 Dec	405.95	6.55 ₹ 13,591.25	1.35 2801.25	-	4 8,300	4 8,300	16 33,200
20 Dec	405.95	6.55 ₹ 13,591.25	1.35 2801.25	-	4 8,300	4 8,300	16 33,200
14 Dec	412.30	10.45 ₹ 21,683.75	0.75 1556.25	-	6 12,450	-2 -4,150	12 24,900
13 Dec	412.30	10.45 ₹ 21,683.75	0.75 1556.25	-	6 12,450	-2 -4,150	12 24,900
7 Dec	404.60	14.2 ₹ 29,465	-2.2 -4565.00	-	0 0	0 0	0 0
5 Dec	404.60	14.2 ₹ 29,465	-2.2 -4565.00	-	0 0	0 0	0 0
30 Nov	426.20	21.4 ₹ 44,405	2.25 4668.75	-	2 4,150	1 2,075	4 8,300
29 Nov	426.20	21.4 ₹ 44,405	2.25 4668.75	-	2 4,150	1 2,075	4 8,300
23 Nov	418.40	21 ₹ 43,575	-46.9 -97317.50	-	1 2,075	1 2,075	0 0
22 Nov	418.40	21 ₹ 43,575	-46.9 -97317.50	-	1 2,075	1 2,075	0 0
16 Nov	436.40	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
15 Nov	436.40	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
14 Nov	436.40	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
9 Nov	429.55	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
8 Nov	429.55	67.9 ₹ 1,40,892.5	0 0.00	-	0 0	0 0	0 0
2 Nov	465.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Nov	465.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Delhivery Limited - strike price 430 expiring on 27JAN2026

Delta for 430 CE is -

Historical price for 430 CE is as follows

On 21 Dec DELHIVERY was trading at 405.95. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 16

On 20 Dec DELHIVERY was trading at 405.95. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 16

On 14 Dec DELHIVERY was trading at 412.30. The strike last trading price was 10.45, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12

On 13 Dec DELHIVERY was trading at 412.30. The strike last trading price was 10.45, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12

On 7 Dec DELHIVERY was trading at 404.60. The strike last trading price was 14.2, which was -2.2 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 14.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Nov DELHIVERY was trading at 426.20. The strike last trading price was 21.4, 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 4

On 29 Nov DELHIVERY was trading at 426.20. The strike last trading price was 21.4, 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 4

On 23 Nov DELHIVERY was trading at 418.40. The strike last trading price was 21, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 22 Nov DELHIVERY was trading at 418.40. The strike last trading price was 21, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 16 Nov DELHIVERY was trading at 436.40. The strike last trading price was 67.9, 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 15 Nov DELHIVERY was trading at 436.40. The strike last trading price was 67.9, 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 14 Nov DELHIVERY was trading at 436.40. The strike last trading price was 67.9, 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 9 Nov DELHIVERY was trading at 429.55. The strike last trading price was 67.9, 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 8 Nov DELHIVERY was trading at 429.55. The strike last trading price was 67.9, 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 2 Nov DELHIVERY was trading at 465.95. 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 Nov DELHIVERY was trading at 465.95. 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

DELHIVERY 27JAN2026 430 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	405.95	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	24 49,800
20 Dec	405.95	25.65 ₹ 53,223.75	-2.1 -4357.50	-	0 0	0 0	24 49,800
14 Dec	412.30	25.65 ₹ 53,223.75	-2.1 -4357.50	-	1 2,075	0 0	24 49,800
13 Dec	412.30	25.65 ₹ 53,223.75	-2.1 -4357.50	-	1 2,075	0 0	24 49,800
7 Dec	404.60	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
5 Dec	404.60	18.8 ₹ 39,010	-5.2 -10790.00	-	0 0	0 0	0 0
30 Nov	426.20	18.8 ₹ 39,010	-5.2 -10790.00	-	1 2,075	0 0	22 45,650
29 Nov	426.20	18.8 ₹ 39,010	-5.2 -10790.00	-	1 2,075	0 0	22 45,650
23 Nov	418.40	24 ₹ 49,800	7.5 15562.50	-	1 2,075	0 0	22 45,650
22 Nov	418.40	24 ₹ 49,800	7.5 15562.50	-	1 2,075	0 0	22 45,650
16 Nov	436.40	18.75 ₹ 38,906.25	-1.25 -2593.75	-	0 0	0 0	0 0
15 Nov	436.40	18.75 ₹ 38,906.25	-1.25 -2593.75	-	0 0	0 0	0 0
14 Nov	436.40	18.75 ₹ 38,906.25	-1.25 -2593.75	-	0 0	0 0	0 0
9 Nov	429.55	20 ₹ 41,500	5 10375.00	-	26 53,950	11 22,825	22 45,650
8 Nov	429.55	20 ₹ 41,500	5 10375.00	-	26 53,950	11 22,825	22 45,650
2 Nov	465.95	9.6 ₹ 19,920	-6 -12450.00	-	15 31,125	13 26,975	12 24,900
1 Nov	465.95	9.6 ₹ 19,920	-6 -12450.00	-	15 31,125	13 26,975	12 24,900

For Delhivery Limited - strike price 430 expiring on 27JAN2026

Delta for 430 PE is -

Historical price for 430 PE is as follows

On 21 Dec DELHIVERY was trading at 405.95. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 20 Dec DELHIVERY was trading at 405.95. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 14 Dec DELHIVERY was trading at 412.30. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 13 Dec DELHIVERY was trading at 412.30. The strike last trading price was 25.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 7 Dec DELHIVERY was trading at 404.60. The strike last trading price was 18.8, which was -5.2 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 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Nov DELHIVERY was trading at 426.20. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 29 Nov DELHIVERY was trading at 426.20. The strike last trading price was 18.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 23 Nov DELHIVERY was trading at 418.40. The strike last trading price was 24, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 22 Nov DELHIVERY was trading at 418.40. The strike last trading price was 24, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 16 Nov DELHIVERY was trading at 436.40. The strike last trading price was 18.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 15 Nov DELHIVERY was trading at 436.40. The strike last trading price was 18.75, which was -1.25 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 18.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 9 Nov DELHIVERY was trading at 429.55. The strike last trading price was 20, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 22

On 8 Nov DELHIVERY was trading at 429.55. The strike last trading price was 20, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 22

On 2 Nov DELHIVERY was trading at 465.95. The strike last trading price was 9.6, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 12

On 1 Nov DELHIVERY was trading at 465.95. The strike last trading price was 9.6, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 12

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