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Volume / Delivery1D CANDLESALL SEGMENT3 FILTERS

Delivery Volume Spike: Up Day (2x Month Average)

Delivered volume at 2x or more of the stock's one-month average on a day it closed at least 1% higher. Heavy delivery on a rising day, where investors rather than traders did the buying. Liquid stocks only (Rs 5 Cr+).

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About This Scan

Delivery volume counts the shares that were actually taken delivery of, not squared off the same day, so it is often read as investor activity rather than trading. This scan lists NSE stocks whose delivered volume was at least twice their one-month average on a day the stock closed at least 1% higher, on Rs 5 Cr of last-session turnover. Delivery data is published after the close, so the list reflects the last completed session. For a delivery percentage view, see High Delivery Percentage. The mirror scan is Delivery Volume Spike: Down Day.

Sell-side twin
Delivery Volume Spike: Down Day (2x Month Average)
Delivered volume at 2x or more of the stock's one-month average on a day it closed at least 1% lower. Heavy delivery on a falling day, often a sign of investors exiting. Liquid stocks only (Rs 5 Cr+).

Scan Rules

Stock passes all of the below filters in the ALL segment using 1D candles:

  1. 1.Delivery Volume vs Month Average greater than or equal to 2
  2. 2.Close greater than 101% of 1 candle ago Close
  3. 3.Traded Value (Rs lakh) greater than or equal to 500

Last Session Sample

As of 2026-11-06, 41 stocks passed every rule. The 5 below are the strongest movers on the list.

SymbolCloseChange vs previous close
SYMBIOTEC1513.6+19.04%
TTML39.77+12.57%
SAILIFE1785.1+11.95%
LINDEINDIA6859+8.73%
AGIIL300.93+8.62%
Matches per day, 2026-07-22 to 2026-11-06 (peak 129)

Sign in to see the full list, the sector breakdown, a clickable history of every day and extra columns. Past matches are not a forecast.

How To Use This Scan

  • •Look at the price level. Heavy delivery on a breakout above resistance is a different story from heavy delivery in the middle of a range.
  • •Check the news. Results, block deals and index changes all raise delivery for a day.
  • •Watch whether the next sessions hold the gains. One day of delivery is a clue, not a trend. This scan has not been back-tested for an edge.

Frequently Asked Questions

What is delivery volume?

The number of shares that changed hands for delivery, not intraday squaring off. Exchanges publish it after the close.

Does high delivery mean the price will keep rising?

No. It shows that more investors than usual took delivery that day. Direction depends on what follows.

Why does it not update during the session?

Delivery data is only known at the end of the day, so intraday runs show the last completed session.

Related Prebuilt Scans

Volume Spike Green Candle
Green candle with relative volume expansion and positive day move.
First Candle Volume Break
The latest completed candle out-trades the first candle of the session (09:15 bar on 5m / 15m / 1h; the month's first trading day on 1d) AND runs at 3x or more of the stock's own typical volume for that time of day - a genuine surge of buying or selling interest, not just a heavy open. Volume has no direction: read the candle colour and close. Back-test (5m and 15m, 14 months): in the following hour these stocks moved on average about 20-30% more than their own normal move at that time of day, but the typical stock moved about the same and direction was not predictable. On 1d, today's volume builds through the session, so the list is most reliable after 3:15 PM.
First Candle Volume Break: Bullish
Buying-side version of the First Candle Volume Break: the latest completed candle is green, closes ABOVE the first candle's high, out-trades the first candle and runs at 3x or more of the stock's own typical volume for that time of day. Flags where buyers are driving a genuine volume surge. Back-test (5m and 15m, 14 months): the following hour's move was about 45-55% larger than normal on average, but holding such signals to the close lost about 2-3 bps - use it as a watch-list, not a stand-alone entry.
First Candle Volume Break: Bearish
Selling-side version of the First Candle Volume Break: the latest completed candle is red, closes BELOW the first candle's low, out-trades the first candle and runs at 3x or more of the stock's own typical volume for that time of day. Flags where sellers are driving a genuine volume surge. Back-test (5m and 15m, 14 months): the following hour's move was about 15-30% larger than normal on average, but shorting such signals into the close lost about 3-5 bps - use it as a watch-list, not a stand-alone entry.
All volume and delivery scans Browse all prebuilt scans

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