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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 2650 CE
Delta: 0.34
Vega: 1.23
Theta: -2.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.63
Vega: 1.26
Theta: -2.60
Gamma: 0.00
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