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) 1.125

Max Pain 360.0000

Open Interest by Strike (Max Pain: 360.0000)

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	105.9500	135.65	0.705	350.0000	-0.110	32.61	2.8000	0	0
0	0	97.2000	128.59	0.685	360.0000	-0.151	31.35	3.9500	0	18675
0	0	88.7000	121.95	0.664	370.0000	-0.199	29.61	5.3000	0	0
0	0	52.8000	62.28	0.669	375.0000	-0.241	30.68	7.0500	0	0
0	0	80.6000	115.93	0.641	380.0000	-0.260	27.65	7.0000	0	0
0	0	45.5000	59.18	0.630	385.0000	-0.312	29.76	9.7000	0	0
0	0	72.8500	110.37	0.617	390.0000	-0.337	25.48	9.1500	0	0
0	0	38.8000	56.56	0.586	395.0000	-0.393	28.53	12.9000	0	0
0	0	65.5500	105.38	0.590	400.0000	-0.433	22.67	11.6500	0	0
0	0	32.7500	54.37	0.538	405.0000	-0.485	27.02	16.7500	0	0
0	0	58.6500	100.8	0.562	410.0000	-0.561	18.96	14.6000	0	0
0	0	27.3500	52.53	0.488	415.0000	-0.588	25.13	21.3000	0	0
0	0	52.2000	96.65	0.532	420.0000	-0.770	13.03	18.0500	0	0
0	0	22.6500	51.07	0.437	425.0000	-0.706	22.35	26.4500	0	0
0	0	46.2500	92.97	0.502	430.0000		—	21.9500	0	0
0	0	18.5000	49.73	0.386	435.0000	-0.854	17.58	32.2500	0	0
0	0	40.8000	89.72	0.470	440.0000		—	26.3000	0	0
0	0	15.0000	48.69	0.336	445.0000		—	38.6500	0	0
14525	0	5.7000	32.7	0.213	450.0000		—	31.1500	0	0
2075	2075	4.0000	32.31	0.162	460.0000		—	36.4500	0	0
0	0	27.1500	81.75	0.372	470.0000		—	42.2000	0	0