Somehow we persevere, even though the daytime temperature lingers like a low-grade fever fanned by a clammy breeze. Tempt us with a chance to breathe easier, and we'll probably pay through the nose.
By offering oxygen straight up, Deepak Singh, a canny businessman who imports medical equipment, is out to resuscitate the bar-room scene in Delhi. His voice is so high-pitched with excitement that you would swear he has had a few extra hits of helium when he touts the health benefits of pure oxygen.
"Next month we'll also offer lime or mango flavoured air," he promised, proferring a twin nasal tube like the one he has clipped over his moustache. "Go ahead. It recharges your tired brain." The first time costs 200 rupees (pounds 3).
When I located the Life Care 0-2 Bar, next door to a shop hung with bright plastic rubbish bins, the ambience had been a letdown. I'd envisioned scuba tanks, low lights and maybe soft new-age music, but it was more like a clinic than a bar. Four imposing black swivel chairs were positioned on shaggy artificial turf in front of a mirror. Sitting there felt solemn, as if I were ready to play Mastermind.
Each chair faced a filter/compressor gadget the size of an outboard motor. There were no oxygen cylinders. We'd be breathing regular Delhi air, after it was de-Delhified, with the oxygen content concentrated from 19 per cent to 93 per cent, and misted with mineral water.
Jaswant Singh, 23, takes a 30-minute session every other day. He is one of the regulars. "Formerly my head was heavy and I felt lethargic. After oxygen I feel fresh. I smoke about 20 cigarettes a day, and used to really react to the carbon. It is much better now," he told me. I nodded, terrified that he'd flick his lighter and blow us all up. Oxygen was hissing softly through the tubes, mildly pleasant
After only six weeks in business, the energetic Deepak Singh plans to franchise his Life Care 0-2 oxygen bars across the Indian capital, and to plant a tree for each person who signs up for a series of inhalations. This worries me a little, because even planting trees in Delhi can perversely add to the pollution.
Great piles of leaves smoulder away eternally, regardless of the heat, so pavement dwellers can keep mosquitoes at bay. But the smoke hangs in the sky alongside the exhaust from thousands of electric generators that kick in during the frequent power cuts. When nights grow cooler, slum fires fuelled with dried cow dung will further blacken the smog.
Breathing this cocktail of mega-city vapours cannot be healthy. No wonder over a third of Delhi's inhabitants suffer from chronic respiratory disease. Those who can afford it escape to a hill station scoured clean by Himalayan winds. Could oxygen bars make a difference for the rest?
Dr Bharatinder Singh, my general practitioner, scoffed. "All it's got is snoot value. It's a drug and some enjoy it. But it's not a continual process, and it's like racing your engine on overly high octane. You'd be just as well off having a whisky and breathing in deeply."
Acrid fumes billow out of a bonfire near my window. Bahadur, the watchman, says thieves dug up the phone lines across the alley and are burning the plastic to get at the copper wire inside. The stench is overpowering, and we all cough. Maybe I'll book another session at the oxygen bar.