DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
21 Nov 2024 04:11 PM IST
| DEEPAKNTR 28NOV2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.99
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2619.20 | 130.2 | -41.75 | 38.70 | 21 | -8 | 328 | |||
| 20 Nov | 2671.30 | 171.95 | 0.00 | 36.31 | 404 | -89 | 335 | |||
| 19 Nov | 2671.30 | 171.95 | 98.25 | 36.31 | 404 | -90 | 335 | |||
| 18 Nov | 2569.30 | 73.7 | -68.35 | 17.22 | 1,965 | 87 | 423 | |||
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| 14 Nov | 2638.50 | 142.05 | 73.05 | - | 4,032 | -28 | 338 | |||
| 13 Nov | 2493.60 | 69 | -41.65 | 28.85 | 2,105 | 355 | 361 | |||
| 12 Nov | 2572.90 | 110.65 | -49.35 | 33.65 | 2 | 1 | 5 | |||
| 11 Nov | 2622.00 | 160 | -27.00 | 31.75 | 7 | 2 | 4 | |||
| 8 Nov | 2678.25 | 187 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 2816.00 | 187 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2846.10 | 187 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 2695.10 | 187 | -0.10 | - | 1 | 0 | 1 | |||
| 4 Nov | 2647.65 | 187.1 | -203.45 | 32.86 | 1 | 0 | 0 | |||
| 1 Nov | 2646.25 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2636.30 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2712.15 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2707.05 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2692.20 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2671.40 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2717.10 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2735.20 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2650.80 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2776.45 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2839.40 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2868.75 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2999.50 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2932.60 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2848.25 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2829.60 | 390.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2770.55 | 390.55 | - | 0 | 0 | 0 | ||||
For Deepak Nitrite Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 CE is 0.81
Historical price for 2500 CE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 130.2, which was -41.75 lower than the previous day. The implied volatity was 38.70, the open interest changed by -8 which decreased total open position to 328
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 171.95, which was 0.00 lower than the previous day. The implied volatity was 36.31, the open interest changed by -89 which decreased total open position to 335
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 171.95, which was 98.25 higher than the previous day. The implied volatity was 36.31, the open interest changed by -90 which decreased total open position to 335
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 73.7, which was -68.35 lower than the previous day. The implied volatity was 17.22, the open interest changed by 87 which increased total open position to 423
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 142.05, which was 73.05 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 338
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 69, which was -41.65 lower than the previous day. The implied volatity was 28.85, the open interest changed by 355 which increased total open position to 361
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 110.65, which was -49.35 lower than the previous day. The implied volatity was 33.65, the open interest changed by 1 which increased total open position to 5
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 160, which was -27.00 lower than the previous day. The implied volatity was 31.75, the open interest changed by 2 which increased total open position to 4
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 187, 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 187, 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 187, 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 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 187, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 187.1, which was -203.45 lower than the previous day. The implied volatity was 32.86, 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 390.55, 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 390.55, 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 30 Oct DEEPAKNTR was trading at 2712.15. The strike last trading price was 390.55, 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 390.55, 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 390.55, 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 390.55, 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 390.55, 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 23 Oct DEEPAKNTR was trading at 2735.20. The strike last trading price was 390.55, 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 22 Oct DEEPAKNTR was trading at 2650.80. The strike last trading price was 390.55, 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 21 Oct DEEPAKNTR was trading at 2776.45. The strike last trading price was 390.55, 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 18 Oct DEEPAKNTR was trading at 2839.40. The strike last trading price was 390.55, 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 17 Oct DEEPAKNTR was trading at 2868.75. The strike last trading price was 390.55, 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 16 Oct DEEPAKNTR was trading at 2999.50. The strike last trading price was 390.55, 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 15 Oct DEEPAKNTR was trading at 2932.60. The strike last trading price was 390.55, 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 14 Oct DEEPAKNTR was trading at 2848.25. The strike last trading price was 390.55, 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 11 Oct DEEPAKNTR was trading at 2829.60. The strike last trading price was 390.55, 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 10 Oct DEEPAKNTR was trading at 2770.55. The strike last trading price was 390.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DEEPAKNTR 28NOV2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.87
Theta: -1.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2619.20 | 10.1 | -0.65 | 33.12 | 1,309 | -29 | 592 |
| 20 Nov | 2671.30 | 10.75 | 0.00 | 37.16 | 4,781 | 72 | 641 |
| 19 Nov | 2671.30 | 10.75 | -20.30 | 37.16 | 4,781 | 92 | 641 |
| 18 Nov | 2569.30 | 31.05 | 12.80 | 35.07 | 5,332 | -238 | 547 |
| 14 Nov | 2638.50 | 18.25 | -59.75 | 33.58 | 4,854 | 349 | 793 |
| 13 Nov | 2493.60 | 78 | 16.10 | 43.42 | 4,062 | -60 | 444 |
| 12 Nov | 2572.90 | 61.9 | 27.90 | 43.81 | 1,329 | 16 | 508 |
| 11 Nov | 2622.00 | 34 | 10.15 | 39.14 | 1,715 | 219 | 492 |
| 8 Nov | 2678.25 | 23.85 | 16.20 | 36.33 | 461 | 30 | 269 |
| 7 Nov | 2816.00 | 7.65 | -0.20 | 35.31 | 291 | -12 | 240 |
| 6 Nov | 2846.10 | 7.85 | -14.80 | 38.15 | 628 | 60 | 250 |
| 5 Nov | 2695.10 | 22.65 | -12.35 | 36.04 | 283 | -40 | 194 |
| 4 Nov | 2647.65 | 35 | -10.00 | 35.69 | 595 | -3 | 235 |
| 1 Nov | 2646.25 | 45 | 3.95 | 39.28 | 4 | 0 | 237 |
| 31 Oct | 2636.30 | 41.05 | 16.95 | - | 596 | 127 | 238 |
| 30 Oct | 2712.15 | 24.1 | 1.70 | - | 67 | 34 | 110 |
| 29 Oct | 2707.05 | 22.4 | -4.10 | - | 91 | 27 | 78 |
| 28 Oct | 2692.20 | 26.5 | -8.50 | - | 9 | 2 | 50 |
| 25 Oct | 2671.40 | 35 | 9.15 | - | 32 | 13 | 48 |
| 24 Oct | 2717.10 | 25.85 | 6.40 | - | 9 | 3 | 36 |
| 23 Oct | 2735.20 | 19.45 | -26.40 | - | 14 | -1 | 34 |
| 22 Oct | 2650.80 | 45.85 | 25.90 | - | 40 | 13 | 33 |
| 21 Oct | 2776.45 | 19.95 | 9.30 | - | 10 | 5 | 20 |
| 18 Oct | 2839.40 | 10.65 | 0.00 | - | 1 | 0 | 15 |
| 17 Oct | 2868.75 | 10.65 | 5.05 | - | 12 | 1 | 15 |
| 16 Oct | 2999.50 | 5.6 | -0.40 | - | 7 | 0 | 11 |
| 15 Oct | 2932.60 | 6 | -9.35 | - | 11 | -2 | 11 |
| 14 Oct | 2848.25 | 15.35 | 0.35 | - | 1 | 0 | 12 |
| 11 Oct | 2829.60 | 15 | 1.20 | - | 7 | 1 | 12 |
| 10 Oct | 2770.55 | 13.8 | - | 12 | 11 | 11 | |
For Deepak Nitrite Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 PE is -0.16
Historical price for 2500 PE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 10.1, which was -0.65 lower than the previous day. The implied volatity was 33.12, the open interest changed by -29 which decreased total open position to 592
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 37.16, the open interest changed by 72 which increased total open position to 641
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 10.75, which was -20.30 lower than the previous day. The implied volatity was 37.16, the open interest changed by 92 which increased total open position to 641
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 31.05, which was 12.80 higher than the previous day. The implied volatity was 35.07, the open interest changed by -238 which decreased total open position to 547
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 18.25, which was -59.75 lower than the previous day. The implied volatity was 33.58, the open interest changed by 349 which increased total open position to 793
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 78, which was 16.10 higher than the previous day. The implied volatity was 43.42, the open interest changed by -60 which decreased total open position to 444
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 61.9, which was 27.90 higher than the previous day. The implied volatity was 43.81, the open interest changed by 16 which increased total open position to 508
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 34, which was 10.15 higher than the previous day. The implied volatity was 39.14, the open interest changed by 219 which increased total open position to 492
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 23.85, which was 16.20 higher than the previous day. The implied volatity was 36.33, the open interest changed by 30 which increased total open position to 269
On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 7.65, which was -0.20 lower than the previous day. The implied volatity was 35.31, the open interest changed by -12 which decreased total open position to 240
On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 7.85, which was -14.80 lower than the previous day. The implied volatity was 38.15, the open interest changed by 60 which increased total open position to 250
On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 22.65, which was -12.35 lower than the previous day. The implied volatity was 36.04, the open interest changed by -40 which decreased total open position to 194
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 35, which was -10.00 lower than the previous day. The implied volatity was 35.69, the open interest changed by -3 which decreased total open position to 235
On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 45, which was 3.95 higher than the previous day. The implied volatity was 39.28, the open interest changed by 0 which decreased total open position to 237
On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 41.05, which was 16.95 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 24.1, which was 1.70 higher 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 22.4, which was -4.10 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 26.5, which was -8.50 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 35, which was 9.15 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 25.85, which was 6.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct DEEPAKNTR was trading at 2735.20. The strike last trading price was 19.45, which was -26.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct DEEPAKNTR was trading at 2650.80. The strike last trading price was 45.85, which was 25.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct DEEPAKNTR was trading at 2776.45. The strike last trading price was 19.95, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct DEEPAKNTR was trading at 2839.40. The strike last trading price was 10.65, 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 17 Oct DEEPAKNTR was trading at 2868.75. The strike last trading price was 10.65, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct DEEPAKNTR was trading at 2999.50. The strike last trading price was 5.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct DEEPAKNTR was trading at 2932.60. The strike last trading price was 6, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct DEEPAKNTR was trading at 2848.25. The strike last trading price was 15.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct DEEPAKNTR was trading at 2829.60. The strike last trading price was 15, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct DEEPAKNTR was trading at 2770.55. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
