Historical option data for DELHIVERY
23 Jun 2026 12:14 PM IST
| DELHIVERY 28-Jul-2026 (35d) 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.01
Theta: -0.29
Gamma: 0.00843
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 482.15 | 20.75 | -2.25 (-9.78%) | 31.24 | 65 | 10 | 94 | |||||||||
| 22 Jun | 483.80 | 22.6 | 13.6 (151.11%) | 31.97 | 215 | 75 | 84 | |||||||||
| 19 Jun | 461.10 | 9 | 1 (12.50%) | 26.89 | 2 | -2 | 9 | |||||||||
| 18 Jun | 459.20 | 8.5 | 1.5 (21.43%) | 27.13 | 4 | 2 | 11 | |||||||||
| 17 Jun | 451.55 | 6.7 | 0.7 (11.67%) | 26.47 | 2 | 1 | 9 | |||||||||
| 16 Jun | 451.30 | 6.3 | -1.7 (-21.25%) | 25.64 | 7 | 1 | 8 | |||||||||
| 15 Jun | 453.55 | 8.3 | -24.7 (-74.85%) | 28.34 | 11 | 8 | 8 | |||||||||
| 15 May | 475.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Delhivery Limited - strike price 480 expiring on 28JUL2026
Delta for 480 CE is 0.55
Historical price for 480 CE is as follows
On 23 Jun DELHIVERY was trading at 482.15. The strike last trading price was 20.75, which was -2.25 lower than the previous day. The implied volatity was 31.24, the open interest changed by 10 which increased total open position to 94
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 22.6, which was 13.6 higher than the previous day. The implied volatity was 31.97, the open interest changed by 75 which increased total open position to 84
On 19 Jun DELHIVERY was trading at 461.10. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 26.89, the open interest changed by -2 which decreased total open position to 9
On 18 Jun DELHIVERY was trading at 459.20. The strike last trading price was 8.5, which was 1.5 higher than the previous day. The implied volatity was 27.13, the open interest changed by 2 which increased total open position to 11
On 17 Jun DELHIVERY was trading at 451.55. The strike last trading price was 6.7, which was 0.7 higher than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 9
On 16 Jun DELHIVERY was trading at 451.30. The strike last trading price was 6.3, which was -1.7 lower than the previous day. The implied volatity was 25.64, the open interest changed by 1 which increased total open position to 8
On 15 Jun DELHIVERY was trading at 453.55. The strike last trading price was 8.3, which was -24.7 lower than the previous day. The implied volatity was 28.34, the open interest changed by 8 which increased total open position to 8
On 15 May DELHIVERY was trading at 475.75. 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
| DELHIVERY 28-Jul-2026 (35d) 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.01
Theta: -0.2
Gamma: 0.00891
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 482.15 | 15.7 | 0.7 (4.67%) | 29.54 | 44 | 1 | 46 |
| 22 Jun | 483.80 | 15 | -25.4 (-62.87%) | 30.38 | 59 | 44 | 44 |
| 19 Jun | 461.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 459.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 451.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 451.30 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 453.55 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 475.75 | 0 | -40.4 (-100.00%) | - | 0 | 0 | 0 |
For Delhivery Limited - strike price 480 expiring on 28JUL2026
Delta for 480 PE is -0.45
Historical price for 480 PE is as follows
On 23 Jun DELHIVERY was trading at 482.15. The strike last trading price was 15.7, which was 0.7 higher than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 46
On 22 Jun DELHIVERY was trading at 483.80. The strike last trading price was 15, which was -25.4 lower than the previous day. The implied volatity was 30.38, the open interest changed by 44 which increased total open position to 44
On 19 Jun DELHIVERY was trading at 461.10. 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 18 Jun DELHIVERY was trading at 459.20. 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 17 Jun DELHIVERY was trading at 451.55. 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 16 Jun DELHIVERY was trading at 451.30. 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 Jun DELHIVERY was trading at 453.55. 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 15 May DELHIVERY was trading at 475.75. The strike last trading price was 0, which was -40.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
