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

2619.2 -52.10 (-1.95%)

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Historical option data for DEEPAKNTR

21 Nov 2024 04:11 PM IST
DEEPAKNTR 28NOV2024 2700 CE
Delta: 0.23
Vega: 1.11
Theta: -2.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2619.20 14.9 -13.95 30.83 3,035 44 900
20 Nov 2671.30 28.85 0.00 26.96 10,856 -57 1,067
19 Nov 2671.30 28.85 21.80 26.96 10,856 154 1,067
18 Nov 2569.30 7.05 -17.45 26.41 3,509 -74 902
14 Nov 2638.50 24.5 10.15 22.52 8,090 61 979
13 Nov 2493.60 14.35 -11.40 33.53 2,718 177 917
12 Nov 2572.90 25.75 -22.20 33.40 1,714 164 778
11 Nov 2622.00 47.95 -26.90 32.48 2,021 160 618
8 Nov 2678.25 74.85 -93.25 32.12 358 30 458
7 Nov 2816.00 168.1 -25.55 36.29 76 -10 428
6 Nov 2846.10 193.65 104.80 31.36 1,208 -61 439
5 Nov 2695.10 88.85 12.30 29.72 2,020 17 498
4 Nov 2647.65 76.55 -6.45 35.11 857 115 475
1 Nov 2646.25 83 2.10 33.85 65 10 359
31 Oct 2636.30 80.9 -29.15 - 441 185 347
30 Oct 2712.15 110.05 -0.95 - 190 17 161
29 Oct 2707.05 111 15.90 - 86 27 145
28 Oct 2692.20 95.1 -3.55 - 51 26 119
25 Oct 2671.40 98.65 -33.60 - 44 23 93
24 Oct 2717.10 132.25 0.00 - 0 2 0
23 Oct 2735.20 132.25 33.25 - 64 2 70
22 Oct 2650.80 99 -151.35 - 81 68 68
21 Oct 2776.45 250.35 0.00 - 0 0 0
18 Oct 2839.40 250.35 0.00 - 0 0 0
17 Oct 2868.75 250.35 0.00 - 0 0 0
16 Oct 2999.50 250.35 0.00 - 0 0 0
15 Oct 2932.60 250.35 0.00 - 0 0 0
14 Oct 2848.25 250.35 0.00 - 0 0 0
11 Oct 2829.60 250.35 0.00 - 0 0 0
10 Oct 2770.55 250.35 0.00 - 0 0 0
9 Oct 2782.30 250.35 0.00 - 0 0 0
8 Oct 2790.65 250.35 0.00 - 0 0 0
7 Oct 2762.65 250.35 0.00 - 0 0 0
4 Oct 2828.50 250.35 - 0 0 0


For Deepak Nitrite Ltd - strike price 2700 expiring on 28NOV2024

Delta for 2700 CE is 0.23

Historical price for 2700 CE is as follows

On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 14.9, which was -13.95 lower than the previous day. The implied volatity was 30.83, the open interest changed by 44 which increased total open position to 900


On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by -57 which decreased total open position to 1067


On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 28.85, which was 21.80 higher than the previous day. The implied volatity was 26.96, the open interest changed by 154 which increased total open position to 1067


On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 7.05, which was -17.45 lower than the previous day. The implied volatity was 26.41, the open interest changed by -74 which decreased total open position to 902


On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 24.5, which was 10.15 higher than the previous day. The implied volatity was 22.52, the open interest changed by 61 which increased total open position to 979


On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 14.35, which was -11.40 lower than the previous day. The implied volatity was 33.53, the open interest changed by 177 which increased total open position to 917


On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 25.75, which was -22.20 lower than the previous day. The implied volatity was 33.40, the open interest changed by 164 which increased total open position to 778


On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 47.95, which was -26.90 lower than the previous day. The implied volatity was 32.48, the open interest changed by 160 which increased total open position to 618


On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 74.85, which was -93.25 lower than the previous day. The implied volatity was 32.12, the open interest changed by 30 which increased total open position to 458


On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 168.1, which was -25.55 lower than the previous day. The implied volatity was 36.29, the open interest changed by -10 which decreased total open position to 428


On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 193.65, which was 104.80 higher than the previous day. The implied volatity was 31.36, the open interest changed by -61 which decreased total open position to 439


On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 88.85, which was 12.30 higher than the previous day. The implied volatity was 29.72, the open interest changed by 17 which increased total open position to 498


On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 76.55, which was -6.45 lower than the previous day. The implied volatity was 35.11, the open interest changed by 115 which increased total open position to 475


On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 83, which was 2.10 higher than the previous day. The implied volatity was 33.85, the open interest changed by 10 which increased total open position to 359


On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 80.9, which was -29.15 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 110.05, which was -0.95 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 111, which was 15.90 higher 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 95.1, which was -3.55 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 98.65, which was -33.60 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 132.25, 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 132.25, which was 33.25 higher 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 99, which was -151.35 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 9 Oct DEEPAKNTR was trading at 2782.30. The strike last trading price was 250.35, 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 8 Oct DEEPAKNTR was trading at 2790.65. The strike last trading price was 250.35, 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 7 Oct DEEPAKNTR was trading at 2762.65. The strike last trading price was 250.35, 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 4 Oct DEEPAKNTR was trading at 2828.50. The strike last trading price was 250.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


DEEPAKNTR 28NOV2024 2700 PE
Delta: -0.81
Vega: 0.99
Theta: -1.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2619.20 94.5 21.90 25.96 574 -70 618
20 Nov 2671.30 72.6 0.00 30.84 3,465 445 693
19 Nov 2671.30 72.6 -81.15 30.84 3,465 450 693
18 Nov 2569.30 153.75 52.10 39.10 206 -15 244
14 Nov 2638.50 101.65 -131.10 34.14 634 -61 259
13 Nov 2493.60 232.75 56.55 58.64 127 22 321
12 Nov 2572.90 176.2 53.70 44.57 296 52 382
11 Nov 2622.00 122.5 27.50 38.93 433 -6 331
8 Nov 2678.25 95 55.90 35.68 1,263 -47 337
7 Nov 2816.00 39.1 8.65 32.99 802 -14 385
6 Nov 2846.10 30.45 -53.50 33.44 993 8 397
5 Nov 2695.10 83.95 -26.95 34.21 564 90 385
4 Nov 2647.65 110.9 -14.10 32.70 81 23 293
1 Nov 2646.25 125 4.60 37.80 6 1 269
31 Oct 2636.30 120.4 30.45 - 251 29 265
30 Oct 2712.15 89.95 5.80 - 128 85 236
29 Oct 2707.05 84.15 -8.05 - 84 19 149
28 Oct 2692.20 92.2 -19.80 - 35 13 127
25 Oct 2671.40 112 25.15 - 49 24 114
24 Oct 2717.10 86.85 5.30 - 31 21 91
23 Oct 2735.20 81.55 -28.45 - 130 17 68
22 Oct 2650.80 110 46.00 - 32 15 51
21 Oct 2776.45 64 9.00 - 10 5 36
18 Oct 2839.40 55 2.20 - 3 0 31
17 Oct 2868.75 52.8 32.30 - 16 5 31
16 Oct 2999.50 20.5 -5.05 - 8 2 25
15 Oct 2932.60 25.55 -19.05 - 31 2 21
14 Oct 2848.25 44.6 -10.40 - 9 1 12
11 Oct 2829.60 55 -9.70 - 1 0 11
10 Oct 2770.55 64.7 -0.30 - 2 0 9
9 Oct 2782.30 65 -6.00 - 1 0 8
8 Oct 2790.65 71 -7.00 - 1 0 7
7 Oct 2762.65 78 18.00 - 4 2 5
4 Oct 2828.50 60 - 3 1 1


For Deepak Nitrite Ltd - strike price 2700 expiring on 28NOV2024

Delta for 2700 PE is -0.81

Historical price for 2700 PE is as follows

On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 94.5, which was 21.90 higher than the previous day. The implied volatity was 25.96, the open interest changed by -70 which decreased total open position to 618


On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 72.6, which was 0.00 lower than the previous day. The implied volatity was 30.84, the open interest changed by 445 which increased total open position to 693


On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 72.6, which was -81.15 lower than the previous day. The implied volatity was 30.84, the open interest changed by 450 which increased total open position to 693


On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 153.75, which was 52.10 higher than the previous day. The implied volatity was 39.10, the open interest changed by -15 which decreased total open position to 244


On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 101.65, which was -131.10 lower than the previous day. The implied volatity was 34.14, the open interest changed by -61 which decreased total open position to 259


On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 232.75, which was 56.55 higher than the previous day. The implied volatity was 58.64, the open interest changed by 22 which increased total open position to 321


On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 176.2, which was 53.70 higher than the previous day. The implied volatity was 44.57, the open interest changed by 52 which increased total open position to 382


On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 122.5, which was 27.50 higher than the previous day. The implied volatity was 38.93, the open interest changed by -6 which decreased total open position to 331


On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 95, which was 55.90 higher than the previous day. The implied volatity was 35.68, the open interest changed by -47 which decreased total open position to 337


On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 39.1, which was 8.65 higher than the previous day. The implied volatity was 32.99, the open interest changed by -14 which decreased total open position to 385


On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 30.45, which was -53.50 lower than the previous day. The implied volatity was 33.44, the open interest changed by 8 which increased total open position to 397


On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 83.95, which was -26.95 lower than the previous day. The implied volatity was 34.21, the open interest changed by 90 which increased total open position to 385


On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 110.9, which was -14.10 lower than the previous day. The implied volatity was 32.70, the open interest changed by 23 which increased total open position to 293


On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 125, which was 4.60 higher than the previous day. The implied volatity was 37.80, the open interest changed by 1 which increased total open position to 269


On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 120.4, which was 30.45 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 89.95, which was 5.80 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 84.15, which was -8.05 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 92.2, which was -19.80 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 112, which was 25.15 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 86.85, which was 5.30 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 81.55, which was -28.45 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 110, which was 46.00 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 64, which was 9.00 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 55, which was 2.20 higher 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 52.8, which was 32.30 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 20.5, which was -5.05 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 25.55, which was -19.05 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 44.6, which was -10.40 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 55, which was -9.70 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 64.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct DEEPAKNTR was trading at 2782.30. The strike last trading price was 65, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct DEEPAKNTR was trading at 2790.65. The strike last trading price was 71, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct DEEPAKNTR was trading at 2762.65. The strike last trading price was 78, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct DEEPAKNTR was trading at 2828.50. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to