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	-7.65	27529025	280125	Short Buildup
Nov. 23, 2026	403.4500	-7.50	456500	-10375	Long Unwinding
Dec. 29, 2026	404.9000	-10.90	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
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

Options Chain

As of Sept. 25, 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).

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

PCR (OI) 0.725

Max Pain 430.0000

Open Interest by Strike (Max Pain: 430.0000)

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	129.2000	233.07	0.708	350.0000	-0.085	36.04	1.7500	0	0
0	0	120.0500	221.5	0.691	360.0000	-0.120	33.64	2.4500	0	0
0	0	111.1500	210.65	0.673	370.0000	-0.166	31.07	3.4000	0	0
0	0	80.5000	145.26	0.648	375.0000	-0.188	28.64	3.6500	0	0
0	0	102.5000	200.44	0.653	380.0000	-0.150	19.53	1.8500	134875	143175
0	0	72.1000	136.93	0.623	385.0000	-0.265	25.88	5.1500	0	0
0	0	94.1500	190.9	0.633	390.0000	-0.315	24.36	6.1000	0	0
0	0	64.1500	129.37	0.596	395.0000	-0.372	22.34	7.0500	0	0
58100	14525	28.0000	56.52	0.550	400.0000	-0.414	11.7	4.2500	24900	188825
0	0	56.6000	122.36	0.566	405.0000	-0.583	8.42	5.2000	8300	8300
0	0	78.4000	173.66	0.588	410.0000		—	6.8500	589300	653625
0	0	49.5500	116.02	0.534	415.0000	-0.953	6.02	12.3000	0	0
16600	12450	14.5000	45.62	0.404	420.0000		—	10.0000	622500	651550
85075	74700	12.5500	45.0	0.368	425.0000		—	8.2000	0	8300
726250	672300	9.9000	42.34	0.323	430.0000		—	14.3500	8300	105825
39425	6225	8.0500	41.01	0.283	435.0000		—	12.5500	0	10375
732475	632875	6.5500	40.05	0.246	440.0000		—	22.2000	18675	33200
0	0	31.8500	101.06	0.427	445.0000		—	24.2500	0	0
342375	22825	3.9000	37.43	0.172	450.0000		—	29.0000	72625	205425
0	0	27.0500	97.11	0.390	455.0000		—	29.3500	0	0
510450	4150	2.4000	36.34	0.119	460.0000		—	39.0000	6225	6225
60175	4150	1.6500	34.83	0.090	465.0000		—	41.0000	0	2075
35275	0	2.4000	40.4	0.109	470.0000		—	42.0500	12450	12450
0	0	19.1000	90.59	0.315	475.0000		—	41.2000	0	0
66400	0	1.0000	36.22	0.057	480.0000		—	51.2000	0	12450
0	0	15.8500	87.83	0.279	485.0000		—	47.8500	0	0
0	0	31.8500	127.85	0.371	490.0000		—	49.1000	0	16600
0	0	13.1000	85.5	0.246	495.0000		—	55.0000	0	0
205425	-4150	0.5000	37.72	0.030	500.0000		—	71.0000	2075	29050
0	0	10.7500	83.42	0.214	505.0000		—	62.5500	0	0
0	0	24.4500	120.91	0.315	510.0000		—	54.6000	0	0
0	0	8.7500	81.53	0.185	515.0000		—	70.4500	0	0
0	0	21.3000	117.89	0.289	520.0000		—	61.2500	0	0
0	0	18.4500	115.05	0.263	530.0000		—	68.3000	0	0
0	0	16.0000	112.66	0.238	540.0000		—	75.7000	0	0