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Delivery percentage scanners for NSE

Delivery percentage is the NSE's most underused public signal: the exchange reports, for every stock, every day, what fraction of traded volume was actually taken home rather than squared off before the close. It is the closest thing retail traders get to seeing intent — a 5% price move on 25% delivery was day-traders playing pass-the-parcel, while the same move on 70% delivery means the shares changed owners and stayed changed. The scans here read the figure in its useful combinations: a delivery surge with a price move confirms the move is owned; rising delivery under a quiet price is the accumulation profile before a markup; low delivery under a spike is the churn profile that tends to retrace. Delivery data is unique to Indian exchanges and most screeners treat it as a footnote — here it is a first-class field, scannable and backtestable like any other.

Over 65% of a heavy day's volume taken to demat. Buyers who intend to hold, not day traders — and a figure most screeners do not expose as a field at all.

where delivery_pct > 65
  and volume > 1.5x avg(volume, 20)
  and change > 1

Top 500 by turnover

High delivery on ordinary volume while the stock grinds above its 50-day average — accumulation without a headline.

where delivery_pct > 60
  and rel_volume < 1.2
  and close > sma(50)
  and return_1m > 0

Top 500 by turnover

Delivery above 55% for five sessions running — a steady hand rather than one unusual day.

where delivery_pct has been above 55 for 5 bars and close > sma(20)

Top 500 by turnover

A 20-day high where most of the volume was actually delivered — the breakout with real buyers behind it.

where delivery_pct > 55
  and close is highest in 20 bars
  and rel_volume > 1.3

Top 500 by turnover

Heavy volume, weak delivery, price down — the shape of a day traders' exit.

where rel_volume > 1.8
  and delivery_pct < 42
  and change < -1.5

Top 500 by turnover

Two and a half times normal volume with under 30% delivered — a lot of noise, no ownership.

where delivery_pct < 30 and rel_volume > 2.5

Top 500 by turnover

Chaikin Money Flow positive, price above the 50-day, and delivery confirming it.

where cmf > 0.15
  and close > sma(50)
  and delivery_pct > 55

Top 500 by turnover

Over 70% of a ₹50-crore day taken home — size and conviction in the same session.

where delivery_pct > 70 and turnover > 50cr

Top 500 by turnover

Three straight sessions of climbing delivery in a stock holding its 20-day average.

where delivery_pct rising for 3 bars and close > sma(20)

Top 500 by turnover

Five straight sessions of net volume inflow — the tape voting yes all week.

where obv() rising for 5 bars and close > sma(20)

Top 500 by turnover

Common questions

What is delivery percentage in the stock market?

The fraction of a day's traded volume that resulted in actual share transfer between demat accounts, as reported by the NSE. High delivery means the buying was investment; low delivery means most of the volume was intraday trading that closed itself out.

What is a good delivery percentage for a stock?

Against its own norm, not an absolute number. Liquid large-caps often run 40–60% routinely; a jump from a stock's usual 35% to 75% on heavy volume is the signal, whatever the absolute level. Several scans here compare delivery to its own 20-day average for exactly this reason.

Does high delivery percentage mean the price will rise?

No — delivery measures conviction, not direction. High delivery on an up-day suggests accumulation; high delivery on a down-day can mean determined distribution. It tells you the day's flows were meant, which side meant them is read from price.