The Delta Brainwave is an essential brainwave that determines the IQ of all living things, robots & plants possess, except Philip J. Fry. He was born without this brainwave because he was his own grandfather due to his "past nastification" with his grandmother during the episode "Roswell that Ends Well." Due to this, his IQ can be very high or very low, as seen in "The Duh-Vinci Code". The Nibblonians sent Lord Nibbler to knock Fry into a cryogenic tube on December 31, 1999, in order to preserve him so that he could defeat the Brainspawn, a species able to control others through this Delta Brainwave.
Fry used his lack of the Delta Brainwave twice against the Brainspawn. The first time was in "The Day the Earth Stood Stupid", when the Brainspawn attacked Earth directly. Turanga Leela relayed the message to him from the Nibblonians despite the effect of the Brainspawn. The second time, in "The Why of Fry", Fry himself traveled with Nibbler to his home world and learned how he came to lack the Delta Brainwave, and why he was frozen in the first place. It seems the Brainspawn were learning everything there was to learn in the universe, placing it in something called an Infosphere and then destroying the universe so their knowledge would be complete. It was for this mission that Fry was sent to the future.