DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
20 Dec 2024 04:11 PM IST
DEEPAKNTR 26DEC2024 2650 CE | ||||||||||
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Delta: 0.34
Vega: 1.23
Theta: -2.74
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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20 Dec | 2596.85 | 18.15 | -17.45 | 24.48 | 1,404 | 53 | 436 | |||
19 Dec | 2638.70 | 35.6 | -7.65 | 27.03 | 903 | 70 | 384 | |||
18 Dec | 2633.40 | 43.25 | -13.40 | 28.76 | 519 | 106 | 313 | |||
17 Dec | 2662.65 | 56.65 | -15.95 | 30.46 | 386 | 58 | 206 | |||
16 Dec | 2692.25 | 72.6 | -4.15 | 27.62 | 374 | -10 | 151 | |||
13 Dec | 2679.85 | 76.75 | -2.25 | 28.89 | 636 | 34 | 160 | |||
12 Dec | 2679.60 | 79 | -38.60 | 24.69 | 204 | -5 | 130 | |||
11 Dec | 2736.80 | 117.6 | -0.20 | 26.41 | 22 | -1 | 134 | |||
10 Dec | 2729.20 | 117.8 | 31.05 | 27.53 | 97 | -34 | 136 | |||
9 Dec | 2674.30 | 86.75 | -18.40 | 26.98 | 82 | 23 | 171 | |||
6 Dec | 2701.80 | 105.15 | -6.70 | 26.77 | 26 | -1 | 147 | |||
5 Dec | 2709.30 | 111.85 | 9.10 | 25.68 | 205 | -28 | 149 | |||
4 Dec | 2694.20 | 102.75 | 22.75 | 27.12 | 1,753 | -120 | 179 | |||
3 Dec | 2627.00 | 80 | -73.35 | 29.82 | 1,857 | 267 | 302 | |||
2 Dec | 2759.05 | 153.35 | 11.80 | 28.20 | 1 | 0 | 35 | |||
29 Nov | 2727.25 | 141.55 | 20.70 | 29.56 | 15 | 11 | 36 | |||
28 Nov | 2706.00 | 120.85 | -36.15 | 22.95 | 28 | 25 | 25 | |||
27 Nov | 2720.90 | 157 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 2714.90 | 157 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 2696.45 | 157 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 2670.85 | 157 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 2619.20 | 157 | 0.00 | 0.54 | 0 | 0 | 0 | |||
20 Nov | 2671.30 | 157 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 2671.30 | 157 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 2569.30 | 157 | 0.00 | 1.86 | 0 | 0 | 0 | |||
14 Nov | 2638.50 | 157 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 2493.60 | 157 | 0.00 | 3.22 | 0 | 0 | 0 | |||
12 Nov | 2572.90 | 157 | 0.00 | 1.69 | 0 | 0 | 0 | |||
11 Nov | 2622.00 | 157 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 2678.25 | 157 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 2816.00 | 157 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 2846.10 | 157 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 2695.10 | 157 | - | 0 | 0 | 0 |
For Deepak Nitrite Ltd - strike price 2650 expiring on 26DEC2024
Delta for 2650 CE is 0.34
Historical price for 2650 CE is as follows
On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 18.15, which was -17.45 lower than the previous day. The implied volatity was 24.48, the open interest changed by 53 which increased total open position to 436
On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 35.6, which was -7.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by 70 which increased total open position to 384
On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 43.25, which was -13.40 lower than the previous day. The implied volatity was 28.76, the open interest changed by 106 which increased total open position to 313
On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 56.65, which was -15.95 lower than the previous day. The implied volatity was 30.46, the open interest changed by 58 which increased total open position to 206
On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 72.6, which was -4.15 lower than the previous day. The implied volatity was 27.62, the open interest changed by -10 which decreased total open position to 151
On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 76.75, which was -2.25 lower than the previous day. The implied volatity was 28.89, the open interest changed by 34 which increased total open position to 160
On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 79, which was -38.60 lower than the previous day. The implied volatity was 24.69, the open interest changed by -5 which decreased total open position to 130
On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 117.6, which was -0.20 lower than the previous day. The implied volatity was 26.41, the open interest changed by -1 which decreased total open position to 134
On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 117.8, which was 31.05 higher than the previous day. The implied volatity was 27.53, the open interest changed by -34 which decreased total open position to 136
On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 86.75, which was -18.40 lower than the previous day. The implied volatity was 26.98, the open interest changed by 23 which increased total open position to 171
On 6 Dec DEEPAKNTR was trading at 2701.80. The strike last trading price was 105.15, which was -6.70 lower than the previous day. The implied volatity was 26.77, the open interest changed by -1 which decreased total open position to 147
On 5 Dec DEEPAKNTR was trading at 2709.30. The strike last trading price was 111.85, which was 9.10 higher than the previous day. The implied volatity was 25.68, the open interest changed by -28 which decreased total open position to 149
On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 102.75, which was 22.75 higher than the previous day. The implied volatity was 27.12, the open interest changed by -120 which decreased total open position to 179
On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 80, which was -73.35 lower than the previous day. The implied volatity was 29.82, the open interest changed by 267 which increased total open position to 302
On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 153.35, which was 11.80 higher than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 35
On 29 Nov DEEPAKNTR was trading at 2727.25. The strike last trading price was 141.55, which was 20.70 higher than the previous day. The implied volatity was 29.56, the open interest changed by 11 which increased total open position to 36
On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 120.85, which was -36.15 lower than the previous day. The implied volatity was 22.95, the open interest changed by 25 which increased total open position to 25
On 27 Nov DEEPAKNTR was trading at 2720.90. The strike last trading price was 157, 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 26 Nov DEEPAKNTR was trading at 2714.90. The strike last trading price was 157, 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 25 Nov DEEPAKNTR was trading at 2696.45. The strike last trading price was 157, 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 22 Nov DEEPAKNTR was trading at 2670.85. The strike last trading price was 157, 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 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 157, 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 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 157, 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 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 157, 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 157, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 157, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 157, 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 157, 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 157, 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 157, 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 157, 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 2650 PE | |||||||
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Delta: -0.63
Vega: 1.26
Theta: -2.60
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 2596.85 | 59.6 | 16.10 | 29.26 | 691 | -38 | 318 |
19 Dec | 2638.70 | 43.5 | -2.65 | 27.01 | 429 | 100 | 358 |
18 Dec | 2633.40 | 46.15 | 4.05 | 28.50 | 444 | 15 | 258 |
17 Dec | 2662.65 | 42.1 | 8.35 | 28.78 | 450 | 4 | 244 |
16 Dec | 2692.25 | 33.75 | -3.35 | 29.67 | 314 | 2 | 240 |
13 Dec | 2679.85 | 37.1 | 0.00 | 26.29 | 810 | 32 | 238 |
12 Dec | 2679.60 | 37.1 | 9.10 | 27.88 | 672 | -72 | 208 |
11 Dec | 2736.80 | 28 | -5.25 | 29.92 | 174 | -7 | 280 |
10 Dec | 2729.20 | 33.25 | -13.05 | 31.04 | 275 | 48 | 286 |
9 Dec | 2674.30 | 46.3 | 5.70 | 28.96 | 550 | 14 | 243 |
6 Dec | 2701.80 | 40.6 | 0.00 | 27.61 | 214 | 1 | 230 |
5 Dec | 2709.30 | 40.6 | -14.20 | 28.55 | 238 | -27 | 231 |
4 Dec | 2694.20 | 54.8 | -25.15 | 30.70 | 813 | 68 | 255 |
3 Dec | 2627.00 | 79.95 | 44.50 | 30.81 | 1,462 | 91 | 191 |
2 Dec | 2759.05 | 35.45 | -7.05 | 29.94 | 114 | 15 | 103 |
29 Nov | 2727.25 | 42.5 | -7.60 | 28.07 | 134 | 55 | 88 |
28 Nov | 2706.00 | 50.1 | -11.40 | 29.53 | 61 | 25 | 32 |
27 Nov | 2720.90 | 61.5 | 1.55 | 32.82 | 6 | 5 | 8 |
26 Nov | 2714.90 | 59.95 | -81.35 | 31.83 | 3 | 0 | 0 |
25 Nov | 2696.45 | 141.3 | 0.00 | 2.41 | 0 | 0 | 0 |
22 Nov | 2670.85 | 141.3 | 0.00 | 1.80 | 0 | 0 | 0 |
21 Nov | 2619.20 | 141.3 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 2671.30 | 141.3 | 0.00 | 1.11 | 0 | 0 | 0 |
19 Nov | 2671.30 | 141.3 | 0.00 | 1.11 | 0 | 0 | 0 |
18 Nov | 2569.30 | 141.3 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 2638.50 | 141.3 | 0.00 | 0.54 | 0 | 0 | 0 |
13 Nov | 2493.60 | 141.3 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 2572.90 | 141.3 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 2622.00 | 141.3 | 0.00 | 0.32 | 0 | 0 | 0 |
8 Nov | 2678.25 | 141.3 | 0.00 | 1.74 | 0 | 0 | 0 |
7 Nov | 2816.00 | 141.3 | 0.00 | 4.96 | 0 | 0 | 0 |
6 Nov | 2846.10 | 141.3 | 0.00 | 5.96 | 0 | 0 | 0 |
5 Nov | 2695.10 | 141.3 | 2.30 | 0 | 0 | 0 |
For Deepak Nitrite Ltd - strike price 2650 expiring on 26DEC2024
Delta for 2650 PE is -0.63
Historical price for 2650 PE is as follows
On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 59.6, which was 16.10 higher than the previous day. The implied volatity was 29.26, the open interest changed by -38 which decreased total open position to 318
On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 43.5, which was -2.65 lower than the previous day. The implied volatity was 27.01, the open interest changed by 100 which increased total open position to 358
On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 46.15, which was 4.05 higher than the previous day. The implied volatity was 28.50, the open interest changed by 15 which increased total open position to 258
On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 42.1, which was 8.35 higher than the previous day. The implied volatity was 28.78, the open interest changed by 4 which increased total open position to 244
On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 33.75, which was -3.35 lower than the previous day. The implied volatity was 29.67, the open interest changed by 2 which increased total open position to 240
On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 37.1, which was 0.00 lower than the previous day. The implied volatity was 26.29, the open interest changed by 32 which increased total open position to 238
On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 37.1, which was 9.10 higher than the previous day. The implied volatity was 27.88, the open interest changed by -72 which decreased total open position to 208
On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 28, which was -5.25 lower than the previous day. The implied volatity was 29.92, the open interest changed by -7 which decreased total open position to 280
On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 33.25, which was -13.05 lower than the previous day. The implied volatity was 31.04, the open interest changed by 48 which increased total open position to 286
On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 46.3, which was 5.70 higher than the previous day. The implied volatity was 28.96, the open interest changed by 14 which increased total open position to 243
On 6 Dec DEEPAKNTR was trading at 2701.80. The strike last trading price was 40.6, which was 0.00 lower than the previous day. The implied volatity was 27.61, the open interest changed by 1 which increased total open position to 230
On 5 Dec DEEPAKNTR was trading at 2709.30. The strike last trading price was 40.6, which was -14.20 lower than the previous day. The implied volatity was 28.55, the open interest changed by -27 which decreased total open position to 231
On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 54.8, which was -25.15 lower than the previous day. The implied volatity was 30.70, the open interest changed by 68 which increased total open position to 255
On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 79.95, which was 44.50 higher than the previous day. The implied volatity was 30.81, the open interest changed by 91 which increased total open position to 191
On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 35.45, which was -7.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by 15 which increased total open position to 103
On 29 Nov DEEPAKNTR was trading at 2727.25. The strike last trading price was 42.5, which was -7.60 lower than the previous day. The implied volatity was 28.07, the open interest changed by 55 which increased total open position to 88
On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 50.1, which was -11.40 lower than the previous day. The implied volatity was 29.53, the open interest changed by 25 which increased total open position to 32
On 27 Nov DEEPAKNTR was trading at 2720.90. The strike last trading price was 61.5, which was 1.55 higher than the previous day. The implied volatity was 32.82, the open interest changed by 5 which increased total open position to 8
On 26 Nov DEEPAKNTR was trading at 2714.90. The strike last trading price was 59.95, which was -81.35 lower than the previous day. The implied volatity was 31.83, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 141.3, 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 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 141.3, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 141.3, 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 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 141.3, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 141.3, 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 141.3, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 1.74, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 141.3, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 141.3, which was lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0