Delhivery Limited

Services · Transport Services

NSE: DELHIVERY BSE: 543529

₹409.70

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +6.10

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	409.1500	-10.70	27230225	184675	Short Buildup
Nov. 23, 2026	410.9500	-11.65	439900	39425	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	414.0000	415.8000	410.0000	415.8000	10375	10375
Sept. 30, 2026	Nov. 23, 2026	417.0000	417.0000	405.2000	410.9500	439900	39425
Sept. 30, 2026	Oct. 27, 2026	421.3500	424.8000	403.1000	409.1500	27230225	184675
Sept. 29, 2026	Nov. 23, 2026	417.0000	423.2000	417.0000	422.6000	400475	105825
Sept. 29, 2026	Oct. 27, 2026	405.2500	421.9000	405.2500	419.8500	27045550	2830300
Sept. 29, 2026	Sept. 29, 2026	407.3500	423.7000	405.9500	417.3500	1257450	-2946500
Sept. 28, 2026	Nov. 23, 2026	420.0000	420.0000	408.9000	410.0000	294650	76775
Sept. 28, 2026	Oct. 27, 2026	426.0000	426.5000	406.3000	408.6500	24215250	4965475
Sept. 28, 2026	Sept. 29, 2026	422.5000	422.5000	405.0000	406.4500	4203950	-6154450
Sept. 25, 2026	Nov. 23, 2026	428.8500	429.8500	424.0000	427.6000	217875	60175

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.624

Max Pain 415.0000

Open Interest by Strike (Max Pain: 415.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	138.5000	248.59	0.733	340.0000	-0.033	39.58	0.6000	74700	74700
0	0	129.2000	236.3	0.717	350.0000	-0.040	35.07	0.6500	49800	49800
0	0	120.0500	224.58	0.700	360.0000	-0.074	35.33	1.3500	39425	41500
0	0	89.2500	152.11	0.691	365.0000	-0.085	33.41	1.5000	26975	26975
0	0	111.1500	213.6	0.683	370.0000	-0.107	32.85	1.9500	26975	87150
0	0	80.5000	143.29	0.668	375.0000	-0.136	32.65	2.6000	12450	12450
0	0	102.5000	203.29	0.663	380.0000	-0.166	31.86	3.2500	-68475	275975
0	0	72.1000	135.15	0.643	385.0000	-0.203	31.41	4.1500	45650	58100
0	0	94.1500	193.69	0.643	390.0000	-0.246	30.98	5.2500	24900	1697350
0	0	64.1500	127.83	0.616	395.0000	-0.290	29.84	6.3000	4150	37350
504225	444050	16.7000	22.15	0.696	400.0000	-0.345	29.91	8.0500	904700	1238775
56025	56025	13.7500	22.66	0.619	405.0000	-0.403	29.88	10.0500	83000	124500
354825	197125	11.0500	22.81	0.541	410.0000	-0.462	29.97	12.4000	-6225	794725
697200	535350	8.9000	23.31	0.464	415.0000	-0.519	31.42	15.6500	-4150	91300
1317625	398400	6.9500	23.44	0.391	420.0000	-0.577	30.53	18.1500	-298800	460650
749075	666075	5.4000	23.7	0.324	425.0000	-0.714	19.59	16.9000	0	39425
2676750	-348600	4.1000	23.82	0.263	430.0000	-0.677	31.56	25.1500	6225	153550
91300	20750	3.2000	24.36	0.214	435.0000		—	12.5500	0	10375
1083150	249000	2.4500	24.74	0.171	440.0000		—	25.2500	0	83000
39425	14525	2.0500	25.87	0.143	445.0000		—	24.2500	0	0
690975	176375	1.5500	26.14	0.113	450.0000	-0.800	36.51	42.3000	-4150	257300
29050	29050	1.2000	26.61	0.090	455.0000	-0.917	25.75	44.0000	0	20750
578925	43575	0.9500	27.21	0.072	460.0000		—	43.0000	0	29050
64325	0	1.3500	31.7	0.086	465.0000	-0.904	33.08	54.5000	0	2075
80925	16600	0.6500	28.83	0.050	470.0000		—	53.0000	0	85075
0	0	19.1000	91.25	0.326	475.0000		—	41.2000	0	0
209575	124500	0.4500	30.32	0.035	480.0000		—	60.0000	0	18675
0	0	15.8500	88.72	0.289	485.0000		—	47.8500	0	0
0	0	31.8500	131.02	0.378	490.0000		—	76.0000	0	18675
0	0	13.1000	86.61	0.254	495.0000		—	55.0000	0	0
211650	-64325	0.3000	34.51	0.022	500.0000	-0.924	47.7	89.4500	26975	93375
0	0	10.7500	84.74	0.221	505.0000		—	62.5500	0	0
0	0	24.4500	124.27	0.321	510.0000		—	54.6000	0	0
0	0	8.7500	83.03	0.190	515.0000		—	70.4500	0	0
0	0	21.3000	121.35	0.294	520.0000		—	61.2500	0	0
0	0	18.4500	118.58	0.267	530.0000		—	107.1000	0	2075
0	0	16.0000	116.29	0.242	540.0000		—	75.7000	0	0