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ClearStrike

DELHIVERY options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where DELHIVERY can go (next trading day)

For the next trading day, options point to about 1.7% either way: DELHIVERY between 393.6 and 407.4 (from 400.5).

2026-07-16 O 500.0 H 501.1 L 490.1 C 496.72026-07-17 O 496.5 H 503.9 L 485.3 C 492.22026-07-20 O 487.0 H 493.4 L 479.9 C 486.92026-07-21 O 486.1 H 488.1 L 482.4 C 484.82026-07-22 O 483.2 H 484.1 L 465.6 C 467.62026-07-23 O 467.6 H 474.3 L 464.2 C 465.52026-07-24 O 463.0 H 466.8 L 458.2 C 462.62026-07-27 O 466.0 H 471.3 L 461.5 C 470.02026-07-28 O 471.0 H 474.4 L 466.1 C 472.22026-07-29 O 476.0 H 476.5 L 465.2 C 470.02026-07-30 O 470.0 H 470.9 L 463.1 C 468.32026-07-31 O 468.3 H 491.4 L 465.0 C 482.02026-08-03 O 488.0 H 488.0 L 468.9 C 470.02026-08-04 O 470.0 H 482.0 L 468.8 C 482.02026-08-05 O 475.2 H 476.8 L 466.9 C 470.32026-08-06 O 470.5 H 473.5 L 463.6 C 463.62026-08-07 O 466.0 H 480.0 L 464.1 C 473.32026-08-10 O 456.4 H 483.4 L 452.5 C 478.42026-08-11 O 478.1 H 486.8 L 470.1 C 473.52026-08-12 O 475.3 H 475.3 L 466.8 C 470.32026-08-13 O 466.0 H 473.0 L 466.0 C 467.02026-08-14 O 467.0 H 469.6 L 459.7 C 459.72026-08-17 O 458.7 H 459.6 L 453.2 C 456.02026-08-18 O 451.7 H 457.0 L 448.8 C 451.82026-08-19 O 450.0 H 451.8 L 446.4 C 450.02026-08-20 O 453.0 H 457.0 L 449.4 C 450.12026-08-21 O 450.1 H 454.2 L 448.4 C 450.72026-08-24 O 452.0 H 452.6 L 441.2 C 444.82026-08-25 O 441.7 H 448.0 L 439.1 C 448.02026-08-26 O 447.8 H 452.2 L 445.1 C 449.02026-08-27 O 450.0 H 466.7 L 449.2 C 466.02026-08-28 O 466.7 H 471.1 L 460.0 C 470.22026-08-31 O 472.0 H 472.0 L 456.2 C 456.22026-09-01 O 462.7 H 464.4 L 457.2 C 460.82026-09-02 O 458.5 H 459.7 L 452.5 C 454.82026-09-03 O 455.0 H 465.0 L 449.5 C 464.42026-09-04 O 465.0 H 465.9 L 457.9 C 457.92026-09-07 O 456.0 H 458.8 L 450.4 C 453.82026-09-08 O 452.8 H 458.2 L 450.3 C 454.92026-09-09 O 451.7 H 454.0 L 448.0 C 451.22026-09-10 O 449.0 H 451.2 L 444.2 C 447.72026-09-11 O 445.4 H 447.4 L 434.9 C 439.02026-09-15 O 439.0 H 441.9 L 416.5 C 420.52026-09-16 O 418.1 H 428.2 L 414.6 C 421.82026-09-17 O 422.6 H 430.0 L 418.9 C 426.02026-09-18 O 426.1 H 433.6 L 425.9 C 428.02026-09-21 O 426.8 H 437.6 L 425.9 C 435.02026-09-22 O 435.5 H 437.4 L 428.4 C 430.82026-09-23 O 430.8 H 436.8 L 429.0 C 435.02026-09-24 O 430.0 H 432.2 L 424.2 C 426.32026-09-25 O 426.3 H 426.4 L 418.4 C 422.72026-09-28 O 421.3 H 421.9 L 405.1 C 407.52026-09-29 O 409.0 H 418.3 L 405.3 C 417.42026-09-30 O 418.4 H 418.4 L 400.4 C 409.72026-10-01 O 408.0 H 408.7 L 397.0 C 400.02026-10-05 O 403.3 H 404.9 L 398.0 C 400.32026-10-06 O 400.3 H 410.8 L 400.3 C 407.52026-10-07 O 407.5 H 407.5 L 398.2 C 398.22026-10-08 O 397.5 H 406.1 L 393.0 C 397.02026-10-09 O 400.0 H 403.0 L 393.9 C 400.5Upper end 407.4Lower end 393.6Now 400.516 Jul9 Oct
Lower end 393.6Now 400.5Upper end 407.4

Where DELHIVERY can go in the next 3 days

Options imply about 3.0% either way over 3 days (about 1.7% in a day). That puts DELHIVERY between 388.5 and 412.5 in 3 days (now 400.5).

2026-07-16 O 500.0 H 501.1 L 490.1 C 496.72026-07-17 O 496.5 H 503.9 L 485.3 C 492.22026-07-20 O 487.0 H 493.4 L 479.9 C 486.92026-07-21 O 486.1 H 488.1 L 482.4 C 484.82026-07-22 O 483.2 H 484.1 L 465.6 C 467.62026-07-23 O 467.6 H 474.3 L 464.2 C 465.52026-07-24 O 463.0 H 466.8 L 458.2 C 462.62026-07-27 O 466.0 H 471.3 L 461.5 C 470.02026-07-28 O 471.0 H 474.4 L 466.1 C 472.22026-07-29 O 476.0 H 476.5 L 465.2 C 470.02026-07-30 O 470.0 H 470.9 L 463.1 C 468.32026-07-31 O 468.3 H 491.4 L 465.0 C 482.02026-08-03 O 488.0 H 488.0 L 468.9 C 470.02026-08-04 O 470.0 H 482.0 L 468.8 C 482.02026-08-05 O 475.2 H 476.8 L 466.9 C 470.32026-08-06 O 470.5 H 473.5 L 463.6 C 463.62026-08-07 O 466.0 H 480.0 L 464.1 C 473.32026-08-10 O 456.4 H 483.4 L 452.5 C 478.42026-08-11 O 478.1 H 486.8 L 470.1 C 473.52026-08-12 O 475.3 H 475.3 L 466.8 C 470.32026-08-13 O 466.0 H 473.0 L 466.0 C 467.02026-08-14 O 467.0 H 469.6 L 459.7 C 459.72026-08-17 O 458.7 H 459.6 L 453.2 C 456.02026-08-18 O 451.7 H 457.0 L 448.8 C 451.82026-08-19 O 450.0 H 451.8 L 446.4 C 450.02026-08-20 O 453.0 H 457.0 L 449.4 C 450.12026-08-21 O 450.1 H 454.2 L 448.4 C 450.72026-08-24 O 452.0 H 452.6 L 441.2 C 444.82026-08-25 O 441.7 H 448.0 L 439.1 C 448.02026-08-26 O 447.8 H 452.2 L 445.1 C 449.02026-08-27 O 450.0 H 466.7 L 449.2 C 466.02026-08-28 O 466.7 H 471.1 L 460.0 C 470.22026-08-31 O 472.0 H 472.0 L 456.2 C 456.22026-09-01 O 462.7 H 464.4 L 457.2 C 460.82026-09-02 O 458.5 H 459.7 L 452.5 C 454.82026-09-03 O 455.0 H 465.0 L 449.5 C 464.42026-09-04 O 465.0 H 465.9 L 457.9 C 457.92026-09-07 O 456.0 H 458.8 L 450.4 C 453.82026-09-08 O 452.8 H 458.2 L 450.3 C 454.92026-09-09 O 451.7 H 454.0 L 448.0 C 451.22026-09-10 O 449.0 H 451.2 L 444.2 C 447.72026-09-11 O 445.4 H 447.4 L 434.9 C 439.02026-09-15 O 439.0 H 441.9 L 416.5 C 420.52026-09-16 O 418.1 H 428.2 L 414.6 C 421.82026-09-17 O 422.6 H 430.0 L 418.9 C 426.02026-09-18 O 426.1 H 433.6 L 425.9 C 428.02026-09-21 O 426.8 H 437.6 L 425.9 C 435.02026-09-22 O 435.5 H 437.4 L 428.4 C 430.82026-09-23 O 430.8 H 436.8 L 429.0 C 435.02026-09-24 O 430.0 H 432.2 L 424.2 C 426.32026-09-25 O 426.3 H 426.4 L 418.4 C 422.72026-09-28 O 421.3 H 421.9 L 405.1 C 407.52026-09-29 O 409.0 H 418.3 L 405.3 C 417.42026-09-30 O 418.4 H 418.4 L 400.4 C 409.72026-10-01 O 408.0 H 408.7 L 397.0 C 400.02026-10-05 O 403.3 H 404.9 L 398.0 C 400.32026-10-06 O 400.3 H 410.8 L 400.3 C 407.52026-10-07 O 407.5 H 407.5 L 398.2 C 398.22026-10-08 O 397.5 H 406.1 L 393.0 C 397.02026-10-09 O 400.0 H 403.0 L 393.9 C 400.5Upper end 412.5Lower end 388.5Now 400.516 Jul9 Oct
Lower end 388.5Now 400.5Upper end 412.5

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

DELHIVERY (New-age Internet): ATM IV is 27.4%, higher than 21% of days over the last year in the same expiry-cycle phase. Options imply about ±1.73% in a day and ±2.99% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
27.4%
IV percentile
21%
Expected move 1d
±1.73%
Expected move 3d
±2.99%
IV / realised
1.05
Gamma flip
-2.0%
from spot
Max pain
+2.4%
from spot
Lot size
2075
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

41.6%16.4%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: New-age Internet

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.