Price Down With High Volume and High Delivery
Closed down 2% to 25% on 1.5x volume with at least half of the traded shares taken for delivery. A heavy fall with investor-type participation. Liquid stocks only (Rs 5 Cr+).
About This Scan
Delivery percentage is the share of traded volume that was actually taken delivery of, not squared off the same day. A fall on heavy volume with a high delivery percentage can mean investors are exiting, or that buyers are absorbing the supply. This scan lists NSE stocks down 2% to 25% against the previous official close, on at least 1.5 times normal volume and with 50% or more of the shares delivered, on Rs 5 Cr of last-session turnover. Falls beyond 25% are skipped because they are mostly splits and bonus issues. The mirror scan is Price Up With High Delivery.
Scan Rules
Stock passes all of the below filters in the ALL segment using 1D candles:
- 1.Day Change vs Previous Close % less than or equal to -2
- 2.Day Change vs Previous Close % greater than or equal to -25
- 3.Delivery % greater than or equal to 50
- 4.Relative Volume greater than or equal to 1.5
- 5.Traded Value (Rs lakh) greater than or equal to 500
Last Session Sample
As of 2026-11-06, 25 stocks passed every rule. The 5 below are the strongest movers on the list.
| Symbol | Close | Change vs previous close |
|---|---|---|
| HAPPYFORGE | 1694.5 | -10% |
| DEEDEV | 542.8 | -9.99% |
| AVALON | 1893.6 | -9.83% |
| UTLSOLAR | 351.8 | -9.21% |
| VIDYAWIRES | 67.8 | -7.99% |
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How To Use This Scan
- •Check the news and results calendar. Delivery spikes often follow results, block deals or index changes.
- •Look at where the stock closed and at the nearest support. A fall into a long-term support zone can attract buyers, so heavy delivery can go either way.
- •One session is a clue, not a trend. See whether the next sessions extend the fall. This scan has not been back-tested for an edge.
Frequently Asked Questions
What is delivery percentage?
The part of the day's traded shares that went to delivery. A higher number means fewer shares were squared off intraday.
Does high delivery on a down day mean more selling?
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 after the close, so intraday runs show the last completed session.