DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
20 Dec 2024 04:11 PM IST
DEEPAKNTR 26DEC2024 2750 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.11
Vega: 0.61
Theta: -1.66
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 2596.85 | 5.2 | -6.55 | 31.10 | 832 | -140 | 785 | |||
19 Dec | 2638.70 | 11.75 | -4.15 | 31.85 | 570 | -9 | 931 | |||
18 Dec | 2633.40 | 15.9 | -4.80 | 32.69 | 495 | 9 | 941 | |||
17 Dec | 2662.65 | 20.7 | -6.70 | 31.70 | 745 | -15 | 930 | |||
16 Dec | 2692.25 | 27.4 | -3.70 | 28.51 | 571 | -31 | 945 | |||
13 Dec | 2679.85 | 31.1 | -2.70 | 28.40 | 639 | 49 | 976 | |||
12 Dec | 2679.60 | 33.8 | -24.30 | 26.32 | 1,053 | 105 | 931 | |||
11 Dec | 2736.80 | 58.1 | 0.10 | 27.08 | 1,206 | 219 | 829 | |||
10 Dec | 2729.20 | 58 | 17.95 | 27.18 | 1,126 | 144 | 614 | |||
9 Dec | 2674.30 | 40.05 | -11.95 | 27.31 | 449 | 9 | 473 | |||
6 Dec | 2701.80 | 52 | -5.85 | 26.48 | 597 | 39 | 464 | |||
5 Dec | 2709.30 | 57.85 | 4.45 | 26.12 | 468 | -9 | 421 | |||
4 Dec | 2694.20 | 53.4 | 13.70 | 27.37 | 2,050 | -24 | 434 | |||
3 Dec | 2627.00 | 39.7 | -51.65 | 29.32 | 2,522 | 284 | 454 | |||
2 Dec | 2759.05 | 91.35 | 14.85 | 28.36 | 1,111 | -12 | 171 | |||
29 Nov | 2727.25 | 76.5 | 2.50 | 26.58 | 546 | 85 | 183 | |||
28 Nov | 2706.00 | 74 | 4.30 | 26.38 | 251 | 88 | 99 | |||
27 Nov | 2720.90 | 69.7 | -44.15 | 24.88 | 33 | 10 | 10 | |||
26 Nov | 2714.90 | 113.85 | 0.00 | 0.50 | 0 | 0 | 0 | |||
25 Nov | 2696.45 | 113.85 | 0.00 | 1.02 | 0 | 0 | 0 | |||
22 Nov | 2670.85 | 113.85 | 0.00 | 1.89 | 0 | 0 | 0 | |||
|
||||||||||
21 Nov | 2619.20 | 113.85 | 0.00 | 3.21 | 0 | 0 | 0 | |||
20 Nov | 2671.30 | 113.85 | 0.00 | 2.06 | 0 | 0 | 0 | |||
19 Nov | 2671.30 | 113.85 | 0.00 | 2.06 | 0 | 0 | 0 | |||
18 Nov | 2569.30 | 113.85 | 0.00 | 4.88 | 0 | 0 | 0 | |||
14 Nov | 2638.50 | 113.85 | 0.00 | 2.43 | 0 | 0 | 0 | |||
13 Nov | 2493.60 | 113.85 | 0.00 | 6.34 | 0 | 0 | 0 | |||
12 Nov | 2572.90 | 113.85 | 0.00 | 4.25 | 0 | 0 | 0 | |||
11 Nov | 2622.00 | 113.85 | 0.00 | 2.65 | 0 | 0 | 0 | |||
8 Nov | 2678.25 | 113.85 | 0.00 | 1.24 | 0 | 0 | 0 | |||
7 Nov | 2816.00 | 113.85 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 2846.10 | 113.85 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 2695.10 | 113.85 | 0.38 | 0 | 0 | 0 |
For Deepak Nitrite Ltd - strike price 2750 expiring on 26DEC2024
Delta for 2750 CE is 0.11
Historical price for 2750 CE is as follows
On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 5.2, which was -6.55 lower than the previous day. The implied volatity was 31.10, the open interest changed by -140 which decreased total open position to 785
On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 11.75, which was -4.15 lower than the previous day. The implied volatity was 31.85, the open interest changed by -9 which decreased total open position to 931
On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 15.9, which was -4.80 lower than the previous day. The implied volatity was 32.69, the open interest changed by 9 which increased total open position to 941
On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 20.7, which was -6.70 lower than the previous day. The implied volatity was 31.70, the open interest changed by -15 which decreased total open position to 930
On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 27.4, which was -3.70 lower than the previous day. The implied volatity was 28.51, the open interest changed by -31 which decreased total open position to 945
On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 31.1, which was -2.70 lower than the previous day. The implied volatity was 28.40, the open interest changed by 49 which increased total open position to 976
On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 33.8, which was -24.30 lower than the previous day. The implied volatity was 26.32, the open interest changed by 105 which increased total open position to 931
On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 58.1, which was 0.10 higher than the previous day. The implied volatity was 27.08, the open interest changed by 219 which increased total open position to 829
On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 58, which was 17.95 higher than the previous day. The implied volatity was 27.18, the open interest changed by 144 which increased total open position to 614
On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 40.05, which was -11.95 lower than the previous day. The implied volatity was 27.31, the open interest changed by 9 which increased total open position to 473
On 6 Dec DEEPAKNTR was trading at 2701.80. The strike last trading price was 52, which was -5.85 lower than the previous day. The implied volatity was 26.48, the open interest changed by 39 which increased total open position to 464
On 5 Dec DEEPAKNTR was trading at 2709.30. The strike last trading price was 57.85, which was 4.45 higher than the previous day. The implied volatity was 26.12, the open interest changed by -9 which decreased total open position to 421
On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 53.4, which was 13.70 higher than the previous day. The implied volatity was 27.37, the open interest changed by -24 which decreased total open position to 434
On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 39.7, which was -51.65 lower than the previous day. The implied volatity was 29.32, the open interest changed by 284 which increased total open position to 454
On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 91.35, which was 14.85 higher than the previous day. The implied volatity was 28.36, the open interest changed by -12 which decreased total open position to 171
On 29 Nov DEEPAKNTR was trading at 2727.25. The strike last trading price was 76.5, which was 2.50 higher than the previous day. The implied volatity was 26.58, the open interest changed by 85 which increased total open position to 183
On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 74, which was 4.30 higher than the previous day. The implied volatity was 26.38, the open interest changed by 88 which increased total open position to 99
On 27 Nov DEEPAKNTR was trading at 2720.90. The strike last trading price was 69.7, which was -44.15 lower than the previous day. The implied volatity was 24.88, the open interest changed by 10 which increased total open position to 10
On 26 Nov DEEPAKNTR was trading at 2714.90. The strike last trading price was 113.85, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 6.34, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 113.85, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 113.85, 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 113.85, 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 113.85, which was lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
DEEPAKNTR 26DEC2024 2750 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.83
Vega: 0.84
Theta: -2.13
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 2596.85 | 146.85 | 27.85 | 39.72 | 25 | -8 | 269 |
19 Dec | 2638.70 | 119 | -6.15 | 31.36 | 7 | -3 | 275 |
18 Dec | 2633.40 | 125.15 | 20.10 | 37.78 | 3 | -1 | 278 |
17 Dec | 2662.65 | 105.05 | 16.55 | 28.98 | 33 | -14 | 280 |
16 Dec | 2692.25 | 88.5 | -2.30 | 30.73 | 23 | -6 | 295 |
13 Dec | 2679.85 | 90.8 | 2.45 | 25.48 | 37 | -5 | 302 |
12 Dec | 2679.60 | 88.35 | 19.50 | 27.87 | 177 | 47 | 311 |
11 Dec | 2736.80 | 68.85 | -6.35 | 30.26 | 182 | 42 | 257 |
10 Dec | 2729.20 | 75.2 | -25.45 | 31.09 | 97 | 3 | 215 |
9 Dec | 2674.30 | 100.65 | 10.70 | 29.97 | 17 | 0 | 213 |
6 Dec | 2701.80 | 89.95 | 5.95 | 28.47 | 35 | 6 | 214 |
5 Dec | 2709.30 | 84 | -18.50 | 27.91 | 188 | 54 | 208 |
4 Dec | 2694.20 | 102.5 | -37.00 | 29.91 | 298 | 15 | 153 |
3 Dec | 2627.00 | 139.5 | 70.85 | 30.61 | 1,100 | -74 | 141 |
2 Dec | 2759.05 | 68.65 | -12.90 | 28.30 | 274 | 38 | 215 |
29 Nov | 2727.25 | 81.55 | -12.10 | 26.82 | 269 | 148 | 177 |
28 Nov | 2706.00 | 93.65 | -103.35 | 29.27 | 39 | 28 | 28 |
27 Nov | 2720.90 | 197 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 2714.90 | 197 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 2696.45 | 197 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 2670.85 | 197 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 2619.20 | 197 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 2671.30 | 197 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 2671.30 | 197 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 2569.30 | 197 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 2638.50 | 197 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 2493.60 | 197 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 2572.90 | 197 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 2622.00 | 197 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 2678.25 | 197 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 2816.00 | 197 | 0.00 | 2.42 | 0 | 0 | 0 |
6 Nov | 2846.10 | 197 | 0.00 | 3.52 | 0 | 0 | 0 |
5 Nov | 2695.10 | 197 | - | 0 | 0 | 0 |
For Deepak Nitrite Ltd - strike price 2750 expiring on 26DEC2024
Delta for 2750 PE is -0.83
Historical price for 2750 PE is as follows
On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 146.85, which was 27.85 higher than the previous day. The implied volatity was 39.72, the open interest changed by -8 which decreased total open position to 269
On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 119, which was -6.15 lower than the previous day. The implied volatity was 31.36, the open interest changed by -3 which decreased total open position to 275
On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 125.15, which was 20.10 higher than the previous day. The implied volatity was 37.78, the open interest changed by -1 which decreased total open position to 278
On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 105.05, which was 16.55 higher than the previous day. The implied volatity was 28.98, the open interest changed by -14 which decreased total open position to 280
On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 88.5, which was -2.30 lower than the previous day. The implied volatity was 30.73, the open interest changed by -6 which decreased total open position to 295
On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 90.8, which was 2.45 higher than the previous day. The implied volatity was 25.48, the open interest changed by -5 which decreased total open position to 302
On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 88.35, which was 19.50 higher than the previous day. The implied volatity was 27.87, the open interest changed by 47 which increased total open position to 311
On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 68.85, which was -6.35 lower than the previous day. The implied volatity was 30.26, the open interest changed by 42 which increased total open position to 257
On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 75.2, which was -25.45 lower than the previous day. The implied volatity was 31.09, the open interest changed by 3 which increased total open position to 215
On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 100.65, which was 10.70 higher than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 213
On 6 Dec DEEPAKNTR was trading at 2701.80. The strike last trading price was 89.95, which was 5.95 higher than the previous day. The implied volatity was 28.47, the open interest changed by 6 which increased total open position to 214
On 5 Dec DEEPAKNTR was trading at 2709.30. The strike last trading price was 84, which was -18.50 lower than the previous day. The implied volatity was 27.91, the open interest changed by 54 which increased total open position to 208
On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 102.5, which was -37.00 lower than the previous day. The implied volatity was 29.91, the open interest changed by 15 which increased total open position to 153
On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 139.5, which was 70.85 higher than the previous day. The implied volatity was 30.61, the open interest changed by -74 which decreased total open position to 141
On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 68.65, which was -12.90 lower than the previous day. The implied volatity was 28.30, the open interest changed by 38 which increased total open position to 215
On 29 Nov DEEPAKNTR was trading at 2727.25. The strike last trading price was 81.55, which was -12.10 lower than the previous day. The implied volatity was 26.82, the open interest changed by 148 which increased total open position to 177
On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 93.65, which was -103.35 lower than the previous day. The implied volatity was 29.27, the open interest changed by 28 which increased total open position to 28
On 27 Nov DEEPAKNTR was trading at 2720.90. The strike last trading price was 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 197, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 197, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0