DELHIVERY

Delhivery Limited

436.1 -8.00 (-1.80%)

L: 430 H: 444.65

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Historical option data for DELHIVERY
06 Feb 2026 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 24-FEB-2026 425 CE
Delta: 0.65 Vega: 0.36 Theta: -0.4 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	436.10	19 ₹ 39,425	-12.45 -25833.75	33.17	20 41,500	-1 -2,075	192 3,98,400
5 Feb	444.10	31.45 ₹ 65,258.75	3.8 7885.00	-	0 0	0 0	193 4,00,475
4 Feb	448.30	31.45 ₹ 65,258.75	3.8 7885.00	38.48	3 6,225	0 0	193 4,00,475
3 Feb	443.25	27.3 ₹ 56,647.5	2.7 5602.50	33.81	47 97,525	2 4,150	193 4,00,475
2 Feb	439.90	24.85 ₹ 51,563.75	0.2 415.00	34.3	95 1,97,125	-6 -12,450	194 4,02,550
1 Feb	436.80	22.8 ₹ 47,310	2.35 4876.25	38.04	591 12,26,325	-98 -2,03,350	200 4,15,000
30 Jan	422.95	21 ₹ 43,575	7.55 15666.25	42.46	865 17,94,875	197 4,08,775	291 6,03,825
29 Jan	411.80	13.2 ₹ 27,390	2.35 4876.25	40.99	99 2,05,425	19 39,425	95 1,97,125

28 Jan	407.75	10.4 ₹ 21,580	1.85 3838.75	37.42	154 3,19,550	41 85,075	76 1,57,700
27 Jan	400.35	8.45 ₹ 17,533.75	-2.55 -5291.25	38.36	88 1,82,600	35 72,625	36 74,700
23 Jan	387.10	11 ₹ 22,825	-6.4 -13280.00	-	0 0	0 0	1 2,075
22 Jan	389.85	11 ₹ 22,825	-6.4 -13280.00	-	0 0	0 0	1 2,075
21 Jan	378.50	11 ₹ 22,825	-6.4 -13280.00	-	0 0	0 0	1 2,075
20 Jan	384.85	11 ₹ 22,825	-6.4 -13280.00	-	0 0	0 0	1 2,075
19 Jan	401.50	11 ₹ 22,825	-6.4 -13280.00	-	0 0	0 0	1 2,075
16 Jan	401.45	11 ₹ 22,825	-6.4 -13280.00	35.93	1 2,075	0 0	0 0
14 Jan	403.65	17.4 ₹ 36,105	0 0.00	3.85	0 0	0 0	0 0
13 Jan	396.85	17.4 ₹ 36,105	0 0.00	6.28	0 0	0 0	0 0
12 Jan	395.40	17.4 ₹ 36,105	0 0.00	4.91	0 0	0 0	0 0
9 Jan	405.95	17.4 ₹ 36,105	0 0.00	3.25	0 0	0 0	0 0
8 Jan	417.45	17.4 ₹ 36,105	0 0.00	0.27	0 0	0 0	0 0
7 Jan	422.25	17.4 ₹ 36,105	0 0.00	-	0 0	0 0	0 0
6 Jan	414.25	17.4 ₹ 36,105	0 0.00	1.29	0 0	0 0	0 0
5 Jan	411.95	17.4 ₹ 36,105	0 0.00	1.58	0 0	0 0	0 0
2 Jan	404.50	17.4 ₹ 36,105	0 0.00	2.86	0 0	0 0	0 0
1 Jan	400.60	17.4 ₹ 36,105	0 0.00	3.56	0 0	0 0	0 0
31 Dec	403.85	17.4 ₹ 36,105	- NaN	-	0 0	0 0	0 0

For Delhivery Limited - strike price 425 expiring on 24FEB2026

Delta for 425 CE is 0.65

Historical price for 425 CE is as follows

On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 19, which was -12.45 lower than the previous day. The implied volatity was 33.17, the open interest changed by -1 which decreased total open position to 192

On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 31.45, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193

On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 31.45, which was 3.8 higher than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 193

On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 27.3, which was 2.7 higher than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 193

On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 24.85, which was 0.2 higher than the previous day. The implied volatity was 34.3, the open interest changed by -6 which decreased total open position to 194

On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 22.8, which was 2.35 higher than the previous day. The implied volatity was 38.04, the open interest changed by -98 which decreased total open position to 200

On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 21, which was 7.55 higher than the previous day. The implied volatity was 42.46, the open interest changed by 197 which increased total open position to 291

On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 13.2, which was 2.35 higher than the previous day. The implied volatity was 40.99, the open interest changed by 19 which increased total open position to 95

On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 10.4, which was 1.85 higher than the previous day. The implied volatity was 37.42, the open interest changed by 41 which increased total open position to 76

On 27 Jan DELHIVERY was trading at 400.35. The strike last trading price was 8.45, which was -2.55 lower than the previous day. The implied volatity was 38.36, the open interest changed by 35 which increased total open position to 36

On 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 11, which was -6.4 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 0

On 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0

On 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0

On 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0

On 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0

On 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0

On 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 17.4, 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 Jan DELHIVERY was trading at 414.25. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0

On 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0

On 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0

On 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0

On 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 17.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

DELHIVERY 24FEB2026 425 PE
Delta: -0.35 Vega: 0.36 Theta: -0.29 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	436.10	7.95 ₹ 16,496.25	1.75 3631.25	33.71	82 1,70,150	1 2,075	152 3,15,400
5 Feb	444.10	6.2 ₹ 12,865	-0.1 -207.50	36.08	44 91,300	-13 -26,975	152 3,15,400
4 Feb	448.30	6.45 ₹ 13,383.75	-0.8 -1660.00	39.45	80 1,66,000	11 22,825	166 3,44,450
3 Feb	443.25	6.95 ₹ 14,421.25	-1.2 -2490.00	37.07	330 6,84,750	-13 -26,975	154 3,19,550
2 Feb	439.90	8.95 ₹ 18,571.25	-2.9 -6017.50	38.39	209 4,33,675	-9 -18,675	168 3,48,600
1 Feb	436.80	12.8 ₹ 26,560	-6.65 -13798.75	42.09	437 9,06,775	-58 -1,20,350	175 3,63,125
30 Jan	422.95	18.35 ₹ 38,076.25	-5.85 -12138.75	46.1	378 7,84,350	226 4,68,950	232 4,81,400
29 Jan	411.80	24.3 ₹ 50,422.5	-11.9 -24692.50	41.26	10 20,750	3 6,225	3 6,225
28 Jan	407.75	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
27 Jan	400.35	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
23 Jan	387.10	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
22 Jan	389.85	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
21 Jan	378.50	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
20 Jan	384.85	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
19 Jan	401.50	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
16 Jan	401.45	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
14 Jan	403.65	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
13 Jan	396.85	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
12 Jan	395.40	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
9 Jan	405.95	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
8 Jan	417.45	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
7 Jan	422.25	36.2 ₹ 75,115	0 0.00	0.43	0 0	0 0	0 0
6 Jan	414.25	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
5 Jan	411.95	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
2 Jan	404.50	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
1 Jan	400.60	36.2 ₹ 75,115	0 0.00	-	0 0	0 0	0 0
31 Dec	403.85	36.2 ₹ 75,115	- NaN	-	0 0	0 0	0 0

For Delhivery Limited - strike price 425 expiring on 24FEB2026

Delta for 425 PE is -0.35

Historical price for 425 PE is as follows

On 6 Feb DELHIVERY was trading at 436.10. The strike last trading price was 7.95, which was 1.75 higher than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 152

On 5 Feb DELHIVERY was trading at 444.10. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 36.08, the open interest changed by -13 which decreased total open position to 152

On 4 Feb DELHIVERY was trading at 448.30. The strike last trading price was 6.45, which was -0.8 lower than the previous day. The implied volatity was 39.45, the open interest changed by 11 which increased total open position to 166

On 3 Feb DELHIVERY was trading at 443.25. The strike last trading price was 6.95, which was -1.2 lower than the previous day. The implied volatity was 37.07, the open interest changed by -13 which decreased total open position to 154

On 2 Feb DELHIVERY was trading at 439.90. The strike last trading price was 8.95, which was -2.9 lower than the previous day. The implied volatity was 38.39, the open interest changed by -9 which decreased total open position to 168

On 1 Feb DELHIVERY was trading at 436.80. The strike last trading price was 12.8, which was -6.65 lower than the previous day. The implied volatity was 42.09, the open interest changed by -58 which decreased total open position to 175

On 30 Jan DELHIVERY was trading at 422.95. The strike last trading price was 18.35, which was -5.85 lower than the previous day. The implied volatity was 46.1, the open interest changed by 226 which increased total open position to 232

On 29 Jan DELHIVERY was trading at 411.80. The strike last trading price was 24.3, which was -11.9 lower than the previous day. The implied volatity was 41.26, the open interest changed by 3 which increased total open position to 3

On 28 Jan DELHIVERY was trading at 407.75. The strike last trading price was 36.2, 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 Jan DELHIVERY was trading at 400.35. The strike last trading price was 36.2, 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 23 Jan DELHIVERY was trading at 387.10. The strike last trading price was 36.2, 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 22 Jan DELHIVERY was trading at 389.85. The strike last trading price was 36.2, 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 21 Jan DELHIVERY was trading at 378.50. The strike last trading price was 36.2, 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 20 Jan DELHIVERY was trading at 384.85. The strike last trading price was 36.2, 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 19 Jan DELHIVERY was trading at 401.50. The strike last trading price was 36.2, 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 16 Jan DELHIVERY was trading at 401.45. The strike last trading price was 36.2, 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 14 Jan DELHIVERY was trading at 403.65. The strike last trading price was 36.2, 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 13 Jan DELHIVERY was trading at 396.85. The strike last trading price was 36.2, 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 12 Jan DELHIVERY was trading at 395.40. The strike last trading price was 36.2, 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 9 Jan DELHIVERY was trading at 405.95. The strike last trading price was 36.2, 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 8 Jan DELHIVERY was trading at 417.45. The strike last trading price was 36.2, 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 7 Jan DELHIVERY was trading at 422.25. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0

On 6 Jan DELHIVERY was trading at 414.25. The strike last trading price was 36.2, 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 5 Jan DELHIVERY was trading at 411.95. The strike last trading price was 36.2, 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 2 Jan DELHIVERY was trading at 404.50. The strike last trading price was 36.2, 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 1 Jan DELHIVERY was trading at 400.60. The strike last trading price was 36.2, 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 31 Dec DELHIVERY was trading at 403.85. The strike last trading price was 36.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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