DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
21 Nov 2024 04:11 PM IST
| DEEPAKNTR 28NOV2024 2450 CE | ||||||||||
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Delta: 0.91
Vega: 0.61
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2619.20 | 170.75 | -81.65 | 36.54 | 6 | -3 | 57 | |||
| 20 Nov | 2671.30 | 252.4 | 0.00 | 73.51 | 36 | -9 | 61 | |||
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| 19 Nov | 2671.30 | 252.4 | 136.30 | 73.51 | 36 | -8 | 61 | |||
| 18 Nov | 2569.30 | 116.1 | -66.25 | - | 223 | 25 | 68 | |||
| 14 Nov | 2638.50 | 182.35 | 85.05 | - | 690 | 25 | 45 | |||
| 13 Nov | 2493.60 | 97.3 | -55.35 | 27.67 | 58 | 12 | 19 | |||
| 12 Nov | 2572.90 | 152.65 | -43.35 | 38.16 | 5 | 3 | 7 | |||
| 11 Nov | 2622.00 | 196 | -42.75 | 27.58 | 4 | 2 | 3 | |||
| 8 Nov | 2678.25 | 238.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 2816.00 | 238.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2846.10 | 238.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2695.10 | 238.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 2647.65 | 238.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 2646.25 | 238.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 2636.30 | 238.75 | -191.90 | - | 1 | 0 | 0 | |||
| 30 Oct | 2712.15 | 430.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2707.05 | 430.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2692.20 | 430.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2671.40 | 430.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2717.10 | 430.65 | - | 0 | 0 | 0 | ||||
For Deepak Nitrite Ltd - strike price 2450 expiring on 28NOV2024
Delta for 2450 CE is 0.91
Historical price for 2450 CE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 170.75, which was -81.65 lower than the previous day. The implied volatity was 36.54, the open interest changed by -3 which decreased total open position to 57
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 252.4, which was 0.00 lower than the previous day. The implied volatity was 73.51, the open interest changed by -9 which decreased total open position to 61
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 252.4, which was 136.30 higher than the previous day. The implied volatity was 73.51, the open interest changed by -8 which decreased total open position to 61
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 116.1, which was -66.25 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 68
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 182.35, which was 85.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 45
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 97.3, which was -55.35 lower than the previous day. The implied volatity was 27.67, the open interest changed by 12 which increased total open position to 19
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 152.65, which was -43.35 lower than the previous day. The implied volatity was 38.16, the open interest changed by 3 which increased total open position to 7
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 196, which was -42.75 lower than the previous day. The implied volatity was 27.58, the open interest changed by 2 which increased total open position to 3
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 238.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 238.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 238.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 238.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 238.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 238.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 238.75, which was -191.90 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 430.65, 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 430.65, 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 430.65, 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 430.65, 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 430.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DEEPAKNTR 28NOV2024 2450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.61
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2619.20 | 6.1 | -1.00 | 36.77 | 723 | -131 | 286 |
| 20 Nov | 2671.30 | 7.1 | 0.00 | 40.26 | 2,212 | 105 | 425 |
| 19 Nov | 2671.30 | 7.1 | -10.80 | 40.26 | 2,212 | 113 | 425 |
| 18 Nov | 2569.30 | 17.9 | 6.25 | 35.54 | 1,729 | 32 | 312 |
| 14 Nov | 2638.50 | 11.65 | -44.00 | 35.14 | 2,160 | 11 | 280 |
| 13 Nov | 2493.60 | 55.65 | 10.15 | 43.07 | 1,118 | 138 | 270 |
| 12 Nov | 2572.90 | 45.5 | 22.75 | 44.61 | 493 | 39 | 133 |
| 11 Nov | 2622.00 | 22.75 | 8.35 | 39.50 | 576 | 62 | 95 |
| 8 Nov | 2678.25 | 14.4 | 9.05 | 35.80 | 76 | -2 | 34 |
| 7 Nov | 2816.00 | 5.35 | -0.10 | 36.83 | 44 | 4 | 35 |
| 6 Nov | 2846.10 | 5.45 | -10.10 | 39.31 | 148 | -5 | 31 |
| 5 Nov | 2695.10 | 15.55 | -9.40 | 36.76 | 56 | 5 | 33 |
| 4 Nov | 2647.65 | 24.95 | -8.05 | 36.49 | 26 | 12 | 27 |
| 1 Nov | 2646.25 | 33 | 0.85 | 39.20 | 3 | 1 | 14 |
| 31 Oct | 2636.30 | 32.15 | 1.60 | - | 13 | 12 | 12 |
| 30 Oct | 2712.15 | 30.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2707.05 | 30.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2692.20 | 30.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2671.40 | 30.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2717.10 | 30.55 | - | 0 | 0 | 0 | |
For Deepak Nitrite Ltd - strike price 2450 expiring on 28NOV2024
Delta for 2450 PE is -0.10
Historical price for 2450 PE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 6.1, which was -1.00 lower than the previous day. The implied volatity was 36.77, the open interest changed by -131 which decreased total open position to 286
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 40.26, the open interest changed by 105 which increased total open position to 425
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 7.1, which was -10.80 lower than the previous day. The implied volatity was 40.26, the open interest changed by 113 which increased total open position to 425
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 17.9, which was 6.25 higher than the previous day. The implied volatity was 35.54, the open interest changed by 32 which increased total open position to 312
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 11.65, which was -44.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by 11 which increased total open position to 280
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 55.65, which was 10.15 higher than the previous day. The implied volatity was 43.07, the open interest changed by 138 which increased total open position to 270
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 45.5, which was 22.75 higher than the previous day. The implied volatity was 44.61, the open interest changed by 39 which increased total open position to 133
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 22.75, which was 8.35 higher than the previous day. The implied volatity was 39.50, the open interest changed by 62 which increased total open position to 95
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 14.4, which was 9.05 higher than the previous day. The implied volatity was 35.80, the open interest changed by -2 which decreased total open position to 34
On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 36.83, the open interest changed by 4 which increased total open position to 35
On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 5.45, which was -10.10 lower than the previous day. The implied volatity was 39.31, the open interest changed by -5 which decreased total open position to 31
On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 15.55, which was -9.40 lower than the previous day. The implied volatity was 36.76, the open interest changed by 5 which increased total open position to 33
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 24.95, which was -8.05 lower than the previous day. The implied volatity was 36.49, the open interest changed by 12 which increased total open position to 27
On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 33, which was 0.85 higher than the previous day. The implied volatity was 39.20, the open interest changed by 1 which increased total open position to 14
On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 32.15, which was 1.60 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
