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) —

Max Pain 340.0000

Open Interest by Strike (Max Pain: 340.0000)

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	86.6500	64.47	0.766	340.0000	-0.121	33.57	4.2500	0	0
0	0	70.4500	58.65	0.716	360.0000	-0.200	32.73	7.8000	0	0
0	0	63.0000	56.33	0.686	370.0000	-0.248	32.24	10.2000	0	0
0	0	56.0000	54.32	0.652	380.0000	-0.301	31.65	13.0500	0	0
0	0	49.5000	52.61	0.616	390.0000	-0.360	31.0	16.4000	0	0
0	0	43.5000	51.14	0.578	400.0000	-0.423	30.24	20.2500	0	0
0	0	38.0000	49.87	0.538	410.0000	-0.490	29.34	24.6000	0	0
0	0	33.0000	48.78	0.497	420.0000	-0.561	28.24	29.4500	0	0
0	0	28.5000	47.84	0.455	430.0000	-0.635	26.89	34.8000	0	0
0	0	24.5000	47.06	0.414	440.0000	-0.713	25.19	40.6500	0	0
0	0	20.9500	46.38	0.374	450.0000	-0.797	22.81	46.9500	0	0
0	0	17.8000	45.75	0.335	460.0000	-0.896	18.91	53.7000	0	0