What are my Options in this Case

If the courier states it was delivered to your address, then the vendor won't have any interest in giving you a refund when they show you recieved the parts. You will need to get details from the courier as to when, where and to whom the items were cliamed to be delivered. If this was to an unsecure location like a porch, its possible porch pirates stole the items, which is not generally the responsibility of the seller/shipper unless it required signature. If you can show the item was not delivered to you, but the wrong location or person, you have a more viable dispute. You should also file a dispute with the credit card you used and hopefully they will issue a chargeback.