DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
14 Nov 2024 09:21 AM IST
| DEEPAKNTR 28NOV2024 2700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 1.24
Theta: -1.61
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2511.25 | 14.7 | 0.35 | 34.33 | 773 | -4 | 914 | |||
| 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 0.17
Historical price for 2700 CE is as follows
On 14 Nov DEEPAKNTR was trading at 2511.25. The strike last trading price was 14.7, which was 0.35 higher than the previous day. The implied volatity was 34.33, the open interest changed by -4 which decreased total open position to 914
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: -0.79
Vega: 1.42
Theta: -1.42
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2511.25 | 202.1 | -30.65 | 40.71 | 92 | -40 | 280 |
| 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 -0.79
Historical price for 2700 PE is as follows
On 14 Nov DEEPAKNTR was trading at 2511.25. The strike last trading price was 202.1, which was -30.65 lower than the previous day. The implied volatity was 40.71, the open interest changed by -40 which decreased total open position to 280
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
