Historical option data for DELHIVERY
23 Jun 2026 12:21 PM IST
| DELHIVERY 30-Jun-2026 (7d) 465 CE | ||||||||||||||||
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Delta: 0.9
Vega: 0
Theta: -0.18
Gamma: 0.01217
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 481.75 | 18.55 | -2.45 (-11.67%) | 20.74 | 38 | -12 | 169 | |||||||||
| 22 Jun | 483.80 | 21.2 | 16.2 (324.00%) | 28.2 | 1,749 | -345 | 184 | |||||||||
| 19 Jun | 461.10 | 5.7 | 0.7 (14.00%) | 21.07 | 909 | -160 | 513 | |||||||||
| 18 Jun | 459.20 | 4.8 | 1.8 (60.00%) | 22.69 | 1,815 | 492 | 674 | |||||||||
| 17 Jun | 451.55 | 3.1 | 0.1 (3.33%) | 21.3 | 185 | 9 | 183 | |||||||||
| 16 Jun | 451.30 | 3.2 | -1.8 (-36.00%) | 22.69 | 65 | -27 | 174 | |||||||||
| 15 Jun | 453.55 | 4.25 | 2.25 (112.50%) | 24.04 | 507 | -104 | 201 | |||||||||
| 12 Jun | 440.50 | 1.95 | -0.05 (-2.50%) | 23.49 | 208 | 110 | 304 | |||||||||
| 11 Jun | 432.25 | 1.5 | -0.5 (-25.00%) | 25.11 | 121 | 45 | 195 | |||||||||
| 10 Jun | 431.10 | 1.8 | -1.25 (-40.98%) | 26.88 | 19 | 5 | 148 | |||||||||
| 9 Jun | 439.40 | 3.05 | -0.55 (-15.28%) | 26.41 | 72 | 40 | 145 | |||||||||
| 8 Jun | 439.35 | 3.6 | -1.9 (-34.55%) | 26.64 | 21 | 6 | 104 | |||||||||
| 5 Jun | 445.25 | 5.5 | 0.95 (20.88%) | 25.56 | 60 | -7 | 100 | |||||||||
| 4 Jun | 438.35 | 4.55 | -0.2 (-4.21%) | 27.7 | 47 | 13 | 109 | |||||||||
| 3 Jun | 437.90 | 4.75 | 0.05 (1.06%) | 27.94 | 45 | 1 | 96 | |||||||||
| 2 Jun | 437.95 | 4.7 | 0.1 (2.17%) | 27.37 | 62 | -23 | 95 | |||||||||
| 1 Jun | 437.25 | 4.6 | -5.9 (-56.19%) | 27.39 | 115 | 5 | 118 | |||||||||
| 29 May | 452.35 | 10.45 | -3.15 (-23.16%) | 28.27 | 211 | 62 | 115 | |||||||||
| 27 May | 459.75 | 13.7 | -2.7 (-16.46%) | 27.38 | 81 | 29 | 49 | |||||||||
| 26 May | 463.50 | 17.7 | 2.7 (18.00%) | 28.99 | 20 | 10 | 19 | |||||||||
| 25 May | 455.45 | 15 | 4 (36.36%) | 31.24 | 9 | -1 | 9 | |||||||||
| 22 May | 447.60 | 11 | -3 (-21.43%) | 28.79 | 9 | 3 | 9 | |||||||||
| 21 May | 452.75 | 13.85 | -8.15 (-37.05%) | 29.12 | 4 | 4 | 6 | |||||||||
| 20 May | 456.80 | 22 | 0 (0.00%) | 33.85 | 0 | 0 | 2 | |||||||||
| 19 May | 459.40 | 22 | 2 (10.00%) | 33.85 | 1 | 1 | 2 | |||||||||
| 18 May | 455.75 | 20 | -12 (-37.50%) | 35.49 | 1 | 1 | 1 | |||||||||
| 15 May | 475.75 | 0 | -32.5 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 470.30 | 0 | -32.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 465.20 | 0 | -32.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 464.70 | 0 | -32.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 479.15 | 0 | -32.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 481.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 471.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 459.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 465 expiring on 30JUN2026
Delta for 465 CE is 0.9
Historical price for 465 CE is as follows
On 23 Jun DELHIVERY was trading at 481.75. The strike last trading price was 18.55, which was -2.45 lower than the previous day. The implied volatity was 20.74, the open interest changed by -12 which decreased total open position to 169
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 21.2, which was 16.2 higher than the previous day. The implied volatity was 28.2, the open interest changed by -345 which decreased total open position to 184
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 5.7, which was 0.7 higher than the previous day. The implied volatity was 21.07, the open interest changed by -160 which decreased total open position to 513
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 4.8, which was 1.8 higher than the previous day. The implied volatity was 22.69, the open interest changed by 492 which increased total open position to 674
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was 21.3, the open interest changed by 9 which increased total open position to 183
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 3.2, which was -1.8 lower than the previous day. The implied volatity was 22.69, the open interest changed by -27 which decreased total open position to 174
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 4.25, which was 2.25 higher than the previous day. The implied volatity was 24.04, the open interest changed by -104 which decreased total open position to 201
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 23.49, the open interest changed by 110 which increased total open position to 304
On 11 Jun DELHIVERY was trading at 432.25. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 25.11, the open interest changed by 45 which increased total open position to 195
On 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 1.8, which was -1.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by 5 which increased total open position to 148
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 26.41, the open interest changed by 40 which increased total open position to 145
On 8 Jun DELHIVERY was trading at 439.35. The strike last trading price was 3.6, which was -1.9 lower than the previous day. The implied volatity was 26.64, the open interest changed by 6 which increased total open position to 104
On 5 Jun DELHIVERY was trading at 445.25. The strike last trading price was 5.5, which was 0.95 higher than the previous day. The implied volatity was 25.56, the open interest changed by -7 which decreased total open position to 100
On 4 Jun DELHIVERY was trading at 438.35. The strike last trading price was 4.55, which was -0.2 lower than the previous day. The implied volatity was 27.7, the open interest changed by 13 which increased total open position to 109
On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 96
On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 27.37, the open interest changed by -23 which decreased total open position to 95
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 4.6, which was -5.9 lower than the previous day. The implied volatity was 27.39, the open interest changed by 5 which increased total open position to 118
On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 10.45, which was -3.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 62 which increased total open position to 115
On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 13.7, which was -2.7 lower than the previous day. The implied volatity was 27.38, the open interest changed by 29 which increased total open position to 49
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 17.7, which was 2.7 higher than the previous day. The implied volatity was 28.99, the open interest changed by 10 which increased total open position to 19
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 15, which was 4 higher than the previous day. The implied volatity was 31.24, the open interest changed by -1 which decreased total open position to 9
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 9
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 13.85, which was -8.15 lower than the previous day. The implied volatity was 29.12, the open interest changed by 4 which increased total open position to 6
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 2
On 19 May DELHIVERY was trading at 459.40. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 33.85, the open interest changed by 1 which increased total open position to 2
On 18 May DELHIVERY was trading at 455.75. The strike last trading price was 20, which was -12 lower than the previous day. The implied volatity was 35.49, the open interest changed by 1 which increased total open position to 1
On 15 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -32.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 0, which was -32.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 0, which was -32.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 0, which was -32.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 0, which was -32.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DELHIVERY was trading at 479.10. 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 7 May DELHIVERY was trading at 481.75. 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 6 May DELHIVERY was trading at 471.00. 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 5 May DELHIVERY was trading at 459.50. 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 4 May DELHIVERY was trading at 467.35. 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 30 Apr DELHIVERY was trading at 467.05. 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 30-Jun-2026 (7d) 465 PE | |||||||
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Delta: -0.14
Vega: 0
Theta: -0.21
Gamma: 0.01316
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 481.75 | 1.3 | -0.25 (-16.13%) | 25.03 | 145 | -33 | 225 |
| 22 Jun | 483.80 | 1.6 | -6.85 (-81.07%) | 27.68 | 1,577 | 179 | 258 |
| 19 Jun | 461.10 | 8.4 | -2.1 (-20.00%) | 21.83 | 94 | 16 | 79 |
| 18 Jun | 459.20 | 10.6 | -13.6 (-56.20%) | 20.04 | 98 | -26 | 63 |
| 17 Jun | 451.55 | 24.2 | 24.2 | - | 4 | 0 | 89 |
| 16 Jun | 451.30 | 24.2 | 24.2 | - | 4 | 0 | 89 |
| 15 Jun | 453.55 | 24.2 | 24.2 (11.95%) | 21.32 | 4 | 0 | 89 |
| 12 Jun | 440.50 | 24.35 | 2.6 (11.95%) | 21.32 | 4 | -2 | 89 |
| 11 Jun | 432.25 | 21.75 | 21.75 | - | 16 | 0 | 91 |
| 10 Jun | 431.10 | 21.75 | 21.75 | - | 16 | 0 | 91 |
| 9 Jun | 439.40 | 21.75 | 21.75 | - | 16 | 0 | 91 |
| 8 Jun | 439.35 | 21.75 | 21.75 | - | 16 | 0 | 91 |
| 5 Jun | 445.25 | 21.75 | -5.25 (-19.44%) | 22.98 | 16 | -1 | 91 |
| 4 Jun | 438.35 | 27.15 | -0.85 (-3.04%) | 22.33 | 12 | -1 | 92 |
| 3 Jun | 437.90 | 27.5 | -0.3 (-1.08%) | 20.31 | 17 | -4 | 93 |
| 2 Jun | 437.95 | 27.8 | -0.2 (-0.71%) | 19.43 | 15 | -1 | 97 |
| 1 Jun | 437.25 | 28.25 | 10.7 (60.97%) | 20.92 | 33 | 1 | 98 |
| 29 May | 452.35 | 17.3 | -1.7 (-8.95%) | 20.08 | 120 | 92 | 97 |
| 27 May | 459.75 | 19.3 | 19.3 | - | 4 | 0 | 5 |
| 26 May | 463.50 | 19 | 19 (-10.23%) | 27.87 | 4 | 0 | 5 |
| 25 May | 455.45 | 19.3 | -2.2 (-10.23%) | 27.87 | 4 | 0 | 1 |
| 22 May | 447.60 | 21.5 | 21.5 | - | 1 | 0 | 1 |
| 21 May | 452.75 | 21.5 | 21.5 (-21.68%) | 30.54 | 1 | 0 | 1 |
| 20 May | 456.80 | 21.5 | -5.95 (-21.68%) | 30.54 | 1 | 0 | 0 |
| 19 May | 459.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 455.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 475.75 | 0 | -27.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 470.30 | 0 | -27.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 465.20 | 0 | -27.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 464.70 | 0 | -27.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 479.15 | 0 | -27.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 479.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 481.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 471.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 459.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 467.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 467.05 | 0 | 0 | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 465 expiring on 30JUN2026
Delta for 465 PE is -0.14
Historical price for 465 PE is as follows
On 23 Jun DELHIVERY was trading at 481.75. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 25.03, the open interest changed by -33 which decreased total open position to 225
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 1.6, which was -6.85 lower than the previous day. The implied volatity was 27.68, the open interest changed by 179 which increased total open position to 258
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 8.4, which was -2.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by 16 which increased total open position to 79
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 10.6, which was -13.6 lower than the previous day. The implied volatity was 20.04, the open interest changed by -26 which decreased total open position to 63
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 24.2, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 24.2, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 24.2, which was 24.2 higher than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 89
On 12 Jun DELHIVERY was trading at 440.50. The strike last trading price was 24.35, which was 2.6 higher than the previous day. The implied volatity was 21.32, the open interest changed by -2 which decreased total open position to 89
On 11 Jun DELHIVERY was trading at 432.25. The strike last trading price was 21.75, which was 21.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 10 Jun DELHIVERY was trading at 431.10. The strike last trading price was 21.75, which was 21.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 9 Jun DELHIVERY was trading at 439.40. The strike last trading price was 21.75, which was 21.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 8 Jun DELHIVERY was trading at 439.35. The strike last trading price was 21.75, which was 21.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 5 Jun DELHIVERY was trading at 445.25. The strike last trading price was 21.75, which was -5.25 lower than the previous day. The implied volatity was 22.98, the open interest changed by -1 which decreased total open position to 91
On 4 Jun DELHIVERY was trading at 438.35. The strike last trading price was 27.15, which was -0.85 lower than the previous day. The implied volatity was 22.33, the open interest changed by -1 which decreased total open position to 92
On 3 Jun DELHIVERY was trading at 437.90. The strike last trading price was 27.5, which was -0.3 lower than the previous day. The implied volatity was 20.31, the open interest changed by -4 which decreased total open position to 93
On 2 Jun DELHIVERY was trading at 437.95. The strike last trading price was 27.8, which was -0.2 lower than the previous day. The implied volatity was 19.43, the open interest changed by -1 which decreased total open position to 97
On 1 Jun DELHIVERY was trading at 437.25. The strike last trading price was 28.25, which was 10.7 higher than the previous day. The implied volatity was 20.92, the open interest changed by 1 which increased total open position to 98
On 29 May DELHIVERY was trading at 452.35. The strike last trading price was 17.3, which was -1.7 lower than the previous day. The implied volatity was 20.08, the open interest changed by 92 which increased total open position to 97
On 27 May DELHIVERY was trading at 459.75. The strike last trading price was 19.3, which was 19.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 May DELHIVERY was trading at 463.50. The strike last trading price was 19, which was 19 higher than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 5
On 25 May DELHIVERY was trading at 455.45. The strike last trading price was 19.3, which was -2.2 lower than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 1
On 22 May DELHIVERY was trading at 447.60. The strike last trading price was 21.5, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May DELHIVERY was trading at 452.75. The strike last trading price was 21.5, which was 21.5 higher than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 1
On 20 May DELHIVERY was trading at 456.80. The strike last trading price was 21.5, which was -5.95 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 0
On 19 May DELHIVERY was trading at 459.40. 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 18 May DELHIVERY was trading at 455.75. 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 15 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DELHIVERY was trading at 470.30. The strike last trading price was 0, which was -27.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DELHIVERY was trading at 465.20. The strike last trading price was 0, which was -27.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DELHIVERY was trading at 464.70. The strike last trading price was 0, which was -27.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DELHIVERY was trading at 479.15. The strike last trading price was 0, which was -27.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DELHIVERY was trading at 479.10. 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 7 May DELHIVERY was trading at 481.75. 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 6 May DELHIVERY was trading at 471.00. 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 5 May DELHIVERY was trading at 459.50. 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 4 May DELHIVERY was trading at 467.35. 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 30 Apr DELHIVERY was trading at 467.05. 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
