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[--[65.84.65.76]--]
DEEPAKNTR
Deepak Nitrite Ltd

2596.85 -41.85 (-1.59%)

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Historical option data for DEEPAKNTR

20 Dec 2024 04:11 PM IST
DEEPAKNTR 26DEC2024 2550 CE
Delta: 0.81
Vega: 0.91
Theta: -2.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2596.85 72.3 -28.75 22.51 45 14 36
19 Dec 2638.70 101.05 -2.20 27.30 6 1 22
18 Dec 2633.40 103.25 -22.35 23.73 3 1 22
17 Dec 2662.65 125.6 -25.90 31.84 2 0 20
16 Dec 2692.25 151.5 0.00 0.00 0 -3 0
13 Dec 2679.85 151.5 -3.95 32.00 25 -2 21
12 Dec 2679.60 155.45 -52.45 24.83 43 6 22
11 Dec 2736.80 207.9 11.05 33.47 5 1 17
10 Dec 2729.20 196.85 8.30 25.89 5 2 16
9 Dec 2674.30 188.55 0.00 0.00 0 -1 0
6 Dec 2701.80 188.55 1.80 32.53 1 0 15
5 Dec 2709.30 186.75 14.20 24.39 14 5 16
4 Dec 2694.20 172.55 32.35 26.39 31 -3 12
3 Dec 2627.00 140.2 -94.15 30.50 54 12 16
2 Dec 2759.05 234.35 17.90 29.23 2 0 3
29 Nov 2727.25 216.45 86.45 30.51 3 2 3
28 Nov 2706.00 130 0.00 0.00 0 0 0
27 Nov 2720.90 130 0.00 0.00 0 0 0
26 Nov 2714.90 130 0.00 0.00 0 0 0
25 Nov 2696.45 130 0.00 0.00 0 0 0
22 Nov 2670.85 130 27.20 - 1 0 1
21 Nov 2619.20 102.8 0.00 0.00 0 0 0
20 Nov 2671.30 102.8 0.00 0.00 0 0 0
19 Nov 2671.30 102.8 0.00 0.00 0 1 0
18 Nov 2569.30 102.8 -107.80 25.48 2 1 1
14 Nov 2638.50 210.6 0.00 - 0 0 0
13 Nov 2493.60 210.6 0.00 0.39 0 0 0
12 Nov 2572.90 210.6 0.00 - 0 0 0
11 Nov 2622.00 210.6 0.00 - 0 0 0
8 Nov 2678.25 210.6 0.00 - 0 0 0
7 Nov 2816.00 210.6 0.00 - 0 0 0
6 Nov 2846.10 210.6 0.00 - 0 0 0
5 Nov 2695.10 210.6 - 0 0 0


For Deepak Nitrite Ltd - strike price 2550 expiring on 26DEC2024

Delta for 2550 CE is 0.81

Historical price for 2550 CE is as follows

On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 72.3, which was -28.75 lower than the previous day. The implied volatity was 22.51, the open interest changed by 14 which increased total open position to 36


On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 101.05, which was -2.20 lower than the previous day. The implied volatity was 27.30, the open interest changed by 1 which increased total open position to 22


On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 103.25, which was -22.35 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1 which increased total open position to 22


On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 125.6, which was -25.90 lower than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 20


On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 151.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 151.5, which was -3.95 lower than the previous day. The implied volatity was 32.00, the open interest changed by -2 which decreased total open position to 21


On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 155.45, which was -52.45 lower than the previous day. The implied volatity was 24.83, the open interest changed by 6 which increased total open position to 22


On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 207.9, which was 11.05 higher than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 17


On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 196.85, which was 8.30 higher than the previous day. The implied volatity was 25.89, the open interest changed by 2 which increased total open position to 16


On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 188.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Dec DEEPAKNTR was trading at 2701.80. The strike last trading price was 188.55, which was 1.80 higher than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 15


On 5 Dec DEEPAKNTR was trading at 2709.30. The strike last trading price was 186.75, which was 14.20 higher than the previous day. The implied volatity was 24.39, the open interest changed by 5 which increased total open position to 16


On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 172.55, which was 32.35 higher than the previous day. The implied volatity was 26.39, the open interest changed by -3 which decreased total open position to 12


On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 140.2, which was -94.15 lower than the previous day. The implied volatity was 30.50, the open interest changed by 12 which increased total open position to 16


On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 234.35, which was 17.90 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 3


On 29 Nov DEEPAKNTR was trading at 2727.25. The strike last trading price was 216.45, which was 86.45 higher than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 3


On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 130, 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 27 Nov DEEPAKNTR was trading at 2720.90. The strike last trading price was 130, 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 26 Nov DEEPAKNTR was trading at 2714.90. The strike last trading price was 130, 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 25 Nov DEEPAKNTR was trading at 2696.45. The strike last trading price was 130, 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 22 Nov DEEPAKNTR was trading at 2670.85. The strike last trading price was 130, which was 27.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 102.8, 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 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 102.8, 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 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 102.8, 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 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 102.8, which was -107.80 lower than the previous day. The implied volatity was 25.48, the open interest changed by 1 which increased total open position to 1


On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 210.6, 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 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 210.6, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 210.6, 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 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 210.6, 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 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 210.6, 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 210.6, 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 210.6, 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 210.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


DEEPAKNTR 26DEC2024 2550 PE
Delta: -0.23
Vega: 1.01
Theta: -2.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2596.85 12 2.75 26.70 1,178 44 214
19 Dec 2638.70 9.25 -2.55 27.39 256 -45 174
18 Dec 2633.40 11.8 0.95 28.93 296 -2 218
17 Dec 2662.65 10.85 2.15 28.87 345 8 221
16 Dec 2692.25 8.7 -2.55 29.67 329 8 213
13 Dec 2679.85 11.25 -0.85 27.34 327 43 204
12 Dec 2679.60 12.1 2.90 28.70 513 -16 161
11 Dec 2736.80 9.2 -2.95 30.54 194 48 177
10 Dec 2729.20 12.15 -7.55 31.68 254 43 132
9 Dec 2674.30 19.7 3.75 30.81 58 -2 92
6 Dec 2701.80 15.95 -0.30 28.48 114 1 94
5 Dec 2709.30 16.25 -8.50 29.14 144 -14 92
4 Dec 2694.20 24.75 -17.20 31.15 672 -68 103
3 Dec 2627.00 41.95 25.20 32.15 1,420 123 218
2 Dec 2759.05 16.75 -3.85 31.62 131 12 92
29 Nov 2727.25 20.6 -4.45 29.64 185 36 78
28 Nov 2706.00 25.05 -1.45 30.76 48 26 40
27 Nov 2720.90 26.5 -3.45 30.81 6 4 14
26 Nov 2714.90 29.95 0.05 31.85 9 6 7
25 Nov 2696.45 29.9 -35.60 29.39 2 0 1
22 Nov 2670.85 65.5 0.00 0.00 0 0 0
21 Nov 2619.20 65.5 0.00 0.00 0 0 0
20 Nov 2671.30 65.5 0.00 0.00 0 0 0
19 Nov 2671.30 65.5 0.00 0.00 0 0 0
18 Nov 2569.30 65.5 0.00 0.00 0 1 0
14 Nov 2638.50 65.5 -30.50 32.58 1 0 0
13 Nov 2493.60 96 0.00 - 0 0 0
12 Nov 2572.90 96 0.00 1.25 0 0 0
11 Nov 2622.00 96 0.00 3.14 0 0 0
8 Nov 2678.25 96 0.00 4.33 0 0 0
7 Nov 2816.00 96 0.00 7.42 0 0 0
6 Nov 2846.10 96 0.00 8.32 0 0 0
5 Nov 2695.10 96 4.89 0 0 0


For Deepak Nitrite Ltd - strike price 2550 expiring on 26DEC2024

Delta for 2550 PE is -0.23

Historical price for 2550 PE is as follows

On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 12, which was 2.75 higher than the previous day. The implied volatity was 26.70, the open interest changed by 44 which increased total open position to 214


On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 9.25, which was -2.55 lower than the previous day. The implied volatity was 27.39, the open interest changed by -45 which decreased total open position to 174


On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 11.8, which was 0.95 higher than the previous day. The implied volatity was 28.93, the open interest changed by -2 which decreased total open position to 218


On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 10.85, which was 2.15 higher than the previous day. The implied volatity was 28.87, the open interest changed by 8 which increased total open position to 221


On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 8.7, which was -2.55 lower than the previous day. The implied volatity was 29.67, the open interest changed by 8 which increased total open position to 213


On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 11.25, which was -0.85 lower than the previous day. The implied volatity was 27.34, the open interest changed by 43 which increased total open position to 204


On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 12.1, which was 2.90 higher than the previous day. The implied volatity was 28.70, the open interest changed by -16 which decreased total open position to 161


On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 9.2, which was -2.95 lower than the previous day. The implied volatity was 30.54, the open interest changed by 48 which increased total open position to 177


On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 12.15, which was -7.55 lower than the previous day. The implied volatity was 31.68, the open interest changed by 43 which increased total open position to 132


On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 19.7, which was 3.75 higher than the previous day. The implied volatity was 30.81, the open interest changed by -2 which decreased total open position to 92


On 6 Dec DEEPAKNTR was trading at 2701.80. The strike last trading price was 15.95, which was -0.30 lower than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 94


On 5 Dec DEEPAKNTR was trading at 2709.30. The strike last trading price was 16.25, which was -8.50 lower than the previous day. The implied volatity was 29.14, the open interest changed by -14 which decreased total open position to 92


On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 24.75, which was -17.20 lower than the previous day. The implied volatity was 31.15, the open interest changed by -68 which decreased total open position to 103


On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 41.95, which was 25.20 higher than the previous day. The implied volatity was 32.15, the open interest changed by 123 which increased total open position to 218


On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 16.75, which was -3.85 lower than the previous day. The implied volatity was 31.62, the open interest changed by 12 which increased total open position to 92


On 29 Nov DEEPAKNTR was trading at 2727.25. The strike last trading price was 20.6, which was -4.45 lower than the previous day. The implied volatity was 29.64, the open interest changed by 36 which increased total open position to 78


On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 25.05, which was -1.45 lower than the previous day. The implied volatity was 30.76, the open interest changed by 26 which increased total open position to 40


On 27 Nov DEEPAKNTR was trading at 2720.90. The strike last trading price was 26.5, which was -3.45 lower than the previous day. The implied volatity was 30.81, the open interest changed by 4 which increased total open position to 14


On 26 Nov DEEPAKNTR was trading at 2714.90. The strike last trading price was 29.95, which was 0.05 higher than the previous day. The implied volatity was 31.85, the open interest changed by 6 which increased total open position to 7


On 25 Nov DEEPAKNTR was trading at 2696.45. The strike last trading price was 29.9, which was -35.60 lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 1


On 22 Nov DEEPAKNTR was trading at 2670.85. The strike last trading price was 65.5, 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 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 65.5, 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 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 65.5, 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 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 65.5, 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 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 65.5, 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 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 65.5, which was -30.50 lower than the previous day. The implied volatity was 32.58, the open interest changed by 0 which decreased total open position to 0


On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 96, 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 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0


On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0


On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 96, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 96, which was 0.00 lower than the previous day. The implied volatity was 8.32, 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 96, which was lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0