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+).
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% lower, on Rs 5 Cr of last-session turnover. Heavy delivery on a falling day can mean investors are exiting, or that buyers are absorbing the supply. Delivery data is published after the close, so the list reflects the last completed session. The mirror scan is Delivery Volume Spike: Up Day.
Scan Rules
Stock passes all of the below filters in the ALL segment using 1D candles:
- 1.Delivery Volume vs Month Average greater than or equal to 2
- 2.Close less than 99% of 1 candle ago Close
- 3.Traded Value (Rs lakh) greater than or equal to 500
Last Session Sample
As of 2026-11-06, 72 stocks passed every rule. The 5 below are the strongest movers on the list.
| Symbol | Close | Change vs previous close |
|---|---|---|
| KMEW | 652.8 | -79.23% |
| SUPRIYA | 695.8 | -19.99% |
| EBGNG | 584.35 | -19.9% |
| THERMAX | 2746.3 | -17.27% |
| RPTECH | 738.55 | -14.82% |
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How To Use This Scan
- •Look at the price level. Heavy delivery on a break of support is a different story from heavy delivery at a long-term low.
- •Check the news. Results, block deals and index changes all raise delivery for a day.
- •Watch whether the next sessions extend the fall. 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 on a down day mean more selling ahead?
Not necessarily. It shows heavy investor activity. Whether sellers or buyers win depends on the sessions that follow.
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.