DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
21 Nov 2024 04:11 PM IST
| DEEPAKNTR 28NOV2024 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.85
Theta: -4.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2619.20 | 233.65 | -65.50 | 63.26 | 4 | 0 | 31 | |||
| 20 Nov | 2671.30 | 299.15 | 0.00 | 80.99 | 9 | 0 | 32 | |||
| 19 Nov | 2671.30 | 299.15 | 100.55 | 80.99 | 9 | 1 | 32 | |||
| 18 Nov | 2569.30 | 198.6 | -35.80 | 56.54 | 34 | -2 | 31 | |||
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| 14 Nov | 2638.50 | 234.4 | 105.80 | - | 107 | 8 | 33 | |||
| 13 Nov | 2493.60 | 128.6 | -47.45 | 23.09 | 61 | 20 | 25 | |||
| 12 Nov | 2572.90 | 176.05 | -65.05 | 26.80 | 7 | 2 | 5 | |||
| 11 Nov | 2622.00 | 241.1 | -318.25 | 26.64 | 4 | 2 | 2 | |||
| 8 Nov | 2678.25 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2816.00 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2846.10 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2695.10 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2647.65 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2646.25 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2636.30 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2712.15 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2707.05 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2692.20 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2671.40 | 559.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2717.10 | 559.35 | - | 0 | 0 | 0 | ||||
For Deepak Nitrite Ltd - strike price 2400 expiring on 28NOV2024
Delta for 2400 CE is 0.85
Historical price for 2400 CE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 233.65, which was -65.50 lower than the previous day. The implied volatity was 63.26, the open interest changed by 0 which decreased total open position to 31
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 299.15, which was 0.00 lower than the previous day. The implied volatity was 80.99, the open interest changed by 0 which decreased total open position to 32
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 299.15, which was 100.55 higher than the previous day. The implied volatity was 80.99, the open interest changed by 1 which increased total open position to 32
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 198.6, which was -35.80 lower than the previous day. The implied volatity was 56.54, the open interest changed by -2 which decreased total open position to 31
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 234.4, which was 105.80 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 33
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 128.6, which was -47.45 lower than the previous day. The implied volatity was 23.09, the open interest changed by 20 which increased total open position to 25
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 176.05, which was -65.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 2 which increased total open position to 5
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 241.1, which was -318.25 lower than the previous day. The implied volatity was 26.64, the open interest changed by 2 which increased total open position to 2
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DEEPAKNTR was trading at 2712.15. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DEEPAKNTR was trading at 2707.05. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DEEPAKNTR was trading at 2692.20. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DEEPAKNTR was trading at 2671.40. The strike last trading price was 559.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DEEPAKNTR was trading at 2717.10. The strike last trading price was 559.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DEEPAKNTR 28NOV2024 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.45
Theta: -1.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2619.20 | 4.3 | -0.65 | 41.56 | 685 | 30 | 606 |
| 20 Nov | 2671.30 | 4.95 | 0.00 | 43.73 | 1,745 | 7 | 572 |
| 19 Nov | 2671.30 | 4.95 | -6.95 | 43.73 | 1,745 | 3 | 572 |
| 18 Nov | 2569.30 | 11.9 | 4.60 | 38.61 | 2,467 | 13 | 579 |
| 14 Nov | 2638.50 | 7.3 | -33.70 | 36.67 | 4,100 | 74 | 561 |
| 13 Nov | 2493.60 | 41 | 11.05 | 44.58 | 2,500 | 104 | 474 |
| 12 Nov | 2572.90 | 29.95 | 14.90 | 43.72 | 644 | 86 | 390 |
| 11 Nov | 2622.00 | 15.05 | 5.55 | 40.21 | 970 | 17 | 303 |
| 8 Nov | 2678.25 | 9.5 | 5.40 | 36.78 | 238 | 27 | 284 |
| 7 Nov | 2816.00 | 4.1 | 0.20 | 39.02 | 393 | 9 | 256 |
| 6 Nov | 2846.10 | 3.9 | -6.90 | 40.77 | 717 | -5 | 248 |
| 5 Nov | 2695.10 | 10.8 | -6.85 | 37.82 | 199 | 3 | 252 |
| 4 Nov | 2647.65 | 17.65 | -3.90 | 37.46 | 273 | 84 | 250 |
| 1 Nov | 2646.25 | 21.55 | 0.00 | 38.76 | 20 | 10 | 165 |
| 31 Oct | 2636.30 | 21.55 | 12.55 | - | 219 | 113 | 153 |
| 30 Oct | 2712.15 | 9 | -6.80 | - | 34 | 24 | 36 |
| 29 Oct | 2707.05 | 15.8 | 6.80 | - | 1 | 0 | 11 |
| 28 Oct | 2692.20 | 9 | -10.95 | - | 4 | 0 | 10 |
| 25 Oct | 2671.40 | 19.95 | 5.40 | - | 6 | 5 | 10 |
| 24 Oct | 2717.10 | 14.55 | - | 5 | 4 | 5 | |
For Deepak Nitrite Ltd - strike price 2400 expiring on 28NOV2024
Delta for 2400 PE is -0.06
Historical price for 2400 PE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 4.3, which was -0.65 lower than the previous day. The implied volatity was 41.56, the open interest changed by 30 which increased total open position to 606
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 43.73, the open interest changed by 7 which increased total open position to 572
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 4.95, which was -6.95 lower than the previous day. The implied volatity was 43.73, the open interest changed by 3 which increased total open position to 572
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 11.9, which was 4.60 higher than the previous day. The implied volatity was 38.61, the open interest changed by 13 which increased total open position to 579
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 7.3, which was -33.70 lower than the previous day. The implied volatity was 36.67, the open interest changed by 74 which increased total open position to 561
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 41, which was 11.05 higher than the previous day. The implied volatity was 44.58, the open interest changed by 104 which increased total open position to 474
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 29.95, which was 14.90 higher than the previous day. The implied volatity was 43.72, the open interest changed by 86 which increased total open position to 390
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 15.05, which was 5.55 higher than the previous day. The implied volatity was 40.21, the open interest changed by 17 which increased total open position to 303
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 9.5, which was 5.40 higher than the previous day. The implied volatity was 36.78, the open interest changed by 27 which increased total open position to 284
On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 4.1, which was 0.20 higher than the previous day. The implied volatity was 39.02, the open interest changed by 9 which increased total open position to 256
On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 3.9, which was -6.90 lower than the previous day. The implied volatity was 40.77, the open interest changed by -5 which decreased total open position to 248
On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 10.8, which was -6.85 lower than the previous day. The implied volatity was 37.82, the open interest changed by 3 which increased total open position to 252
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 17.65, which was -3.90 lower than the previous day. The implied volatity was 37.46, the open interest changed by 84 which increased total open position to 250
On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 38.76, the open interest changed by 10 which increased total open position to 165
On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 21.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DEEPAKNTR was trading at 2712.15. The strike last trading price was 9, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DEEPAKNTR was trading at 2707.05. The strike last trading price was 15.8, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DEEPAKNTR was trading at 2692.20. The strike last trading price was 9, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DEEPAKNTR was trading at 2671.40. The strike last trading price was 19.95, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DEEPAKNTR was trading at 2717.10. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
