DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
21 Nov 2024 04:11 PM IST
| DEEPAKNTR 28NOV2024 2750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.77
Theta: -1.83
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2619.20 | 7.35 | -8.25 | 31.69 | 1,337 | -77 | 573 | |||
| 20 Nov | 2671.30 | 15.6 | 0.00 | 27.75 | 5,172 | 273 | 648 | |||
| 19 Nov | 2671.30 | 15.6 | 11.65 | 27.75 | 5,172 | 271 | 648 | |||
| 18 Nov | 2569.30 | 3.95 | -8.90 | 28.39 | 2,161 | -26 | 381 | |||
| 14 Nov | 2638.50 | 12.85 | 2.75 | 22.90 | 2,287 | 32 | 406 | |||
| 13 Nov | 2493.60 | 10.1 | -7.40 | 35.28 | 1,066 | 90 | 375 | |||
| 12 Nov | 2572.90 | 17.5 | -15.50 | 34.30 | 695 | 96 | 308 | |||
| 11 Nov | 2622.00 | 33 | -22.35 | 32.79 | 859 | 90 | 213 | |||
| 8 Nov | 2678.25 | 55.35 | -69.70 | 32.58 | 232 | 58 | 125 | |||
| 7 Nov | 2816.00 | 125.05 | -30.05 | 31.83 | 59 | -19 | 68 | |||
| 6 Nov | 2846.10 | 155.1 | 89.10 | 30.49 | 1,024 | 36 | 87 | |||
|
|
||||||||||
| 5 Nov | 2695.10 | 66 | 9.35 | 29.90 | 99 | 8 | 52 | |||
| 4 Nov | 2647.65 | 56.65 | -6.35 | 34.62 | 73 | 10 | 45 | |||
| 1 Nov | 2646.25 | 63 | -0.55 | 34.31 | 6 | 2 | 35 | |||
| 31 Oct | 2636.30 | 63.55 | -22.20 | - | 35 | 7 | 32 | |||
| 30 Oct | 2712.15 | 85.75 | 0.75 | - | 72 | 11 | 26 | |||
| 29 Oct | 2707.05 | 85 | 7.60 | - | 18 | 4 | 14 | |||
| 28 Oct | 2692.20 | 77.4 | 4.90 | - | 8 | 6 | 10 | |||
| 25 Oct | 2671.40 | 72.5 | -148.50 | - | 5 | 4 | 4 | |||
| 24 Oct | 2717.10 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2735.20 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2650.80 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2776.45 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2839.40 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2868.75 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2999.50 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2932.60 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2848.25 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2829.60 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2770.55 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2782.30 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2790.65 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2762.65 | 221 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2828.50 | 221 | - | 0 | 0 | 0 | ||||
For Deepak Nitrite Ltd - strike price 2750 expiring on 28NOV2024
Delta for 2750 CE is 0.13
Historical price for 2750 CE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 7.35, which was -8.25 lower than the previous day. The implied volatity was 31.69, the open interest changed by -77 which decreased total open position to 573
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was 27.75, the open interest changed by 273 which increased total open position to 648
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 15.6, which was 11.65 higher than the previous day. The implied volatity was 27.75, the open interest changed by 271 which increased total open position to 648
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 3.95, which was -8.90 lower than the previous day. The implied volatity was 28.39, the open interest changed by -26 which decreased total open position to 381
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 12.85, which was 2.75 higher than the previous day. The implied volatity was 22.90, the open interest changed by 32 which increased total open position to 406
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 10.1, which was -7.40 lower than the previous day. The implied volatity was 35.28, the open interest changed by 90 which increased total open position to 375
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 17.5, which was -15.50 lower than the previous day. The implied volatity was 34.30, the open interest changed by 96 which increased total open position to 308
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 33, which was -22.35 lower than the previous day. The implied volatity was 32.79, the open interest changed by 90 which increased total open position to 213
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 55.35, which was -69.70 lower than the previous day. The implied volatity was 32.58, the open interest changed by 58 which increased total open position to 125
On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 125.05, which was -30.05 lower than the previous day. The implied volatity was 31.83, the open interest changed by -19 which decreased total open position to 68
On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 155.1, which was 89.10 higher than the previous day. The implied volatity was 30.49, the open interest changed by 36 which increased total open position to 87
On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 66, which was 9.35 higher than the previous day. The implied volatity was 29.90, the open interest changed by 8 which increased total open position to 52
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 56.65, which was -6.35 lower than the previous day. The implied volatity was 34.62, the open interest changed by 10 which increased total open position to 45
On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 63, which was -0.55 lower than the previous day. The implied volatity was 34.31, the open interest changed by 2 which increased total open position to 35
On 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 63.55, which was -22.20 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 85.75, which was 0.75 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 85, which was 7.60 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 77.4, which was 4.90 higher 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 72.5, which was -148.50 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 221, 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 221, 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 22 Oct DEEPAKNTR was trading at 2650.80. The strike last trading price was 221, 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 21 Oct DEEPAKNTR was trading at 2776.45. The strike last trading price was 221, 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 221, 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 221, 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 221, 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 221, 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 221, 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 221, 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 221, 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 221, 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 221, 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 221, 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 221, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DEEPAKNTR 28NOV2024 2750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.41
Theta: 0.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2619.20 | 136.6 | 31.80 | 22.73 | 23 | -2 | 75 |
| 20 Nov | 2671.30 | 104.8 | 0.00 | 29.11 | 183 | 0 | 76 |
| 19 Nov | 2671.30 | 104.8 | -91.20 | 29.11 | 183 | -1 | 76 |
| 18 Nov | 2569.30 | 196 | 47.75 | 39.99 | 9 | 3 | 77 |
| 14 Nov | 2638.50 | 148.25 | -129.80 | 41.03 | 40 | -8 | 73 |
| 13 Nov | 2493.60 | 278.05 | 55.65 | 63.08 | 16 | 5 | 82 |
| 12 Nov | 2572.90 | 222.4 | 60.85 | 49.65 | 15 | -5 | 78 |
| 11 Nov | 2622.00 | 161.55 | 40.30 | 41.85 | 46 | -6 | 84 |
| 8 Nov | 2678.25 | 121.25 | 70.15 | 34.62 | 376 | 10 | 84 |
| 7 Nov | 2816.00 | 51.1 | 9.25 | 30.96 | 194 | 12 | 74 |
| 6 Nov | 2846.10 | 41.85 | -73.50 | 32.39 | 235 | 49 | 60 |
| 5 Nov | 2695.10 | 115.35 | -44.60 | 36.08 | 8 | 0 | 11 |
| 4 Nov | 2647.65 | 159.95 | 15.95 | 39.60 | 2 | 1 | 12 |
| 1 Nov | 2646.25 | 144 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 2636.30 | 144 | 34.85 | - | 1 | 0 | 10 |
| 30 Oct | 2712.15 | 109.15 | 0.00 | - | 0 | 3 | 0 |
| 29 Oct | 2707.05 | 109.15 | -2.25 | - | 4 | 2 | 9 |
| 28 Oct | 2692.20 | 111.4 | -30.00 | - | 1 | 1 | 6 |
| 25 Oct | 2671.40 | 141.4 | 29.70 | - | 1 | 0 | 5 |
| 24 Oct | 2717.10 | 111.7 | -5.40 | - | 5 | 2 | 2 |
| 23 Oct | 2735.20 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2650.80 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2776.45 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2839.40 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2868.75 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2999.50 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2932.60 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2848.25 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2829.60 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2770.55 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2782.30 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2790.65 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2762.65 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2828.50 | 117.1 | - | 0 | 0 | 0 | |
For Deepak Nitrite Ltd - strike price 2750 expiring on 28NOV2024
Delta for 2750 PE is -0.94
Historical price for 2750 PE is as follows
On 21 Nov DEEPAKNTR was trading at 2619.20. The strike last trading price was 136.6, which was 31.80 higher than the previous day. The implied volatity was 22.73, the open interest changed by -2 which decreased total open position to 75
On 20 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 104.8, which was 0.00 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 76
On 19 Nov DEEPAKNTR was trading at 2671.30. The strike last trading price was 104.8, which was -91.20 lower than the previous day. The implied volatity was 29.11, the open interest changed by -1 which decreased total open position to 76
On 18 Nov DEEPAKNTR was trading at 2569.30. The strike last trading price was 196, which was 47.75 higher than the previous day. The implied volatity was 39.99, the open interest changed by 3 which increased total open position to 77
On 14 Nov DEEPAKNTR was trading at 2638.50. The strike last trading price was 148.25, which was -129.80 lower than the previous day. The implied volatity was 41.03, the open interest changed by -8 which decreased total open position to 73
On 13 Nov DEEPAKNTR was trading at 2493.60. The strike last trading price was 278.05, which was 55.65 higher than the previous day. The implied volatity was 63.08, the open interest changed by 5 which increased total open position to 82
On 12 Nov DEEPAKNTR was trading at 2572.90. The strike last trading price was 222.4, which was 60.85 higher than the previous day. The implied volatity was 49.65, the open interest changed by -5 which decreased total open position to 78
On 11 Nov DEEPAKNTR was trading at 2622.00. The strike last trading price was 161.55, which was 40.30 higher than the previous day. The implied volatity was 41.85, the open interest changed by -6 which decreased total open position to 84
On 8 Nov DEEPAKNTR was trading at 2678.25. The strike last trading price was 121.25, which was 70.15 higher than the previous day. The implied volatity was 34.62, the open interest changed by 10 which increased total open position to 84
On 7 Nov DEEPAKNTR was trading at 2816.00. The strike last trading price was 51.1, which was 9.25 higher than the previous day. The implied volatity was 30.96, the open interest changed by 12 which increased total open position to 74
On 6 Nov DEEPAKNTR was trading at 2846.10. The strike last trading price was 41.85, which was -73.50 lower than the previous day. The implied volatity was 32.39, the open interest changed by 49 which increased total open position to 60
On 5 Nov DEEPAKNTR was trading at 2695.10. The strike last trading price was 115.35, which was -44.60 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 11
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 159.95, which was 15.95 higher than the previous day. The implied volatity was 39.60, the open interest changed by 1 which increased total open position to 12
On 1 Nov DEEPAKNTR was trading at 2646.25. The strike last trading price was 144, 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 31 Oct DEEPAKNTR was trading at 2636.30. The strike last trading price was 144, which was 34.85 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 109.15, 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 29 Oct DEEPAKNTR was trading at 2707.05. The strike last trading price was 109.15, which was -2.25 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 111.4, which was -30.00 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 141.4, which was 29.70 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 111.7, which was -5.40 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 117.1, 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 22 Oct DEEPAKNTR was trading at 2650.80. The strike last trading price was 117.1, 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 21 Oct DEEPAKNTR was trading at 2776.45. The strike last trading price was 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
