Delhivery Limited

Services · Transport Services

NSE: DELHIVERY BSE: 543529

₹400.30

Oct. 5, 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) +4.60

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	401.5000	+0.55	27529025	280125	Long Buildup
Nov. 23, 2026	403.4500	-0.35	456500	-10375	Long Unwinding
Dec. 29, 2026	404.9000	0.00	22825	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	404.9000	22825	0
Oct. 5, 2026	Nov. 23, 2026	406.7000	407.2000	402.9000	403.4500	456500	-10375
Oct. 5, 2026	Oct. 27, 2026	406.7000	406.7000	400.0000	401.5000	27529025	280125
Oct. 1, 2026	Dec. 29, 2026	411.9000	411.9000	404.6500	404.9000	22825	12450
Oct. 1, 2026	Nov. 23, 2026	410.2500	410.2500	400.8000	403.8000	466875	26975
Oct. 1, 2026	Oct. 27, 2026	408.4500	409.5000	398.1500	400.9500	27248900	18675
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

Options Chain

As of Oct. 1, 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) 0.601

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
					340.0000	-0.049	39.42	0.9000	4150	78850
0	0	129.2000	259.05	0.708	350.0000	-0.071	36.86	1.3000	41500	91300
0	0	120.0500	246.21	0.691	360.0000	-0.106	34.61	1.9500	41500	83000
					365.0000	-0.132	33.98	2.5000	6225	33200
0	0	111.1500	234.17	0.672	370.0000	-0.163	33.41	3.2000	0	87150
0	0	80.5000	161.67	0.648	375.0000	-0.198	32.65	4.0000	0	12450
0	0	102.5000	222.83	0.653	380.0000	-0.237	31.67	4.9000	-26975	249000
0	0	72.1000	152.41	0.622	385.0000	-0.248	25.45	4.1500	0	58100
0	0	94.1500	212.24	0.632	390.0000	-0.337	30.64	7.6500	-16600	1680750
0	0	64.1500	144.01	0.595	395.0000	-0.395	30.33	9.5000	22825	60175
560250	56025	12.6000	26.87	0.546	400.0000	-0.456	30.04	11.6500	-101675	1137100
170150	114125	10.0500	26.53	0.476	405.0000	-0.518	29.62	14.0500	6225	130725
491775	136950	8.0000	26.55	0.408	410.0000	-0.578	29.89	17.0500	22825	817550
717950	20750	6.3000	26.65	0.344	415.0000	-0.634	30.45	20.4500	4150	95450
1357050	39425	4.8500	26.61	0.284	420.0000	-0.691	29.97	23.7000	-14525	446125
769825	20750	3.7500	26.82	0.232	425.0000		—	16.9000	0	39425
2614500	-62250	2.8500	26.95	0.187	430.0000	-0.795	28.94	31.0000	2075	155625
74700	-16600	2.2500	27.52	0.152	435.0000	-0.844	27.96	34.9000	-2075	8300
1118425	35275	1.6500	27.49	0.118	440.0000	-0.767	42.75	43.4000	-4150	78850
26975	-12450	1.4000	28.62	0.100	445.0000		—	24.2500	0	0
732475	41500	1.1000	29.12	0.080	450.0000		—	45.4000	0	257300
45650	16600	0.8500	29.51	0.064	455.0000		—	44.0000	0	20750
570625	-8300	0.7500	30.71	0.055	460.0000		—	43.0000	0	29050
80925	16600	0.6500	31.73	0.048	465.0000		—	54.5000	0	2075
95450	14525	0.4500	31.41	0.035	470.0000		—	53.0000	0	85075
207500	-2075	0.3500	33.43	0.027	480.0000		—	60.0000	0	18675
					490.0000		—	76.0000	0	18675
141100	-70550	0.2500	37.81	0.018	500.0000		—	92.0000	4150	97525
					530.0000		—	107.1000	0	2075