Windows Phone users in China and certain countries in Europe have started receiving the Lumia Denim update yesterday, and now it is time for Indian users to join in. The update is currently being rolled out to the Lumia 520 and Lumia 525 in the country.
Microsoft's support site still lists the latest available firmware as Cyan, so it is likely that the update is just starting to roll out. If you didn't get the OTA update, we suggest heading into your device's settings to manually check if one is available. If you're not sure as to how to proceed, follow along with Microsoft's video:
Thanks for the tips everyone!