DEEPAKNTR
Deepak Nitrite Ltd
Historical option data for DEEPAKNTR
07 Jan 2025 11:11 AM IST
DEEPAKNTR 30JAN2025 2800 CE | ||||||||||
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Delta: 0.05
Vega: 0.68
Theta: -0.49
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 2443.65 | 4.3 | 0.25 | 31.31 | 93 | 10 | 341 | |||
6 Jan | 2421.00 | 4.05 | -0.75 | 32.48 | 405 | -23 | 331 | |||
3 Jan | 2452.70 | 4.8 | -1.10 | 29.09 | 886 | 7 | 354 | |||
2 Jan | 2515.20 | 5.9 | -0.70 | 24.61 | 301 | 92 | 345 | |||
1 Jan | 2498.05 | 6.6 | -0.45 | 26.30 | 115 | 1 | 253 | |||
31 Dec | 2494.30 | 7.05 | -1.15 | 26.01 | 375 | 61 | 252 | |||
30 Dec | 2513.60 | 8.2 | -4.70 | 25.21 | 439 | -53 | 191 | |||
27 Dec | 2579.75 | 12.9 | -5.00 | 21.95 | 337 | 124 | 242 | |||
26 Dec | 2571.25 | 17.9 | -3.20 | 25.41 | 112 | 47 | 118 | |||
24 Dec | 2601.90 | 21.1 | -4.15 | 23.51 | 67 | 32 | 67 | |||
23 Dec | 2594.80 | 25.25 | -14.25 | 25.25 | 29 | 5 | 32 | |||
20 Dec | 2596.85 | 39.5 | -6.50 | 27.63 | 9 | 4 | 26 | |||
19 Dec | 2638.70 | 46 | -0.40 | 26.77 | 4 | 3 | 22 | |||
18 Dec | 2633.40 | 46.4 | -13.60 | 26.13 | 4 | 2 | 18 | |||
17 Dec | 2662.65 | 60 | 0.00 | 0.00 | 0 | 3 | 0 | |||
16 Dec | 2692.25 | 60 | 1.00 | 24.88 | 5 | 3 | 16 | |||
13 Dec | 2679.85 | 59 | -4.00 | 24.61 | 3 | 1 | 13 | |||
12 Dec | 2679.60 | 63 | -32.00 | 24.04 | 9 | 5 | 12 | |||
11 Dec | 2736.80 | 95 | 1.00 | 26.22 | 6 | -4 | 7 | |||
10 Dec | 2729.20 | 94 | 6.70 | 26.64 | 9 | 1 | 7 | |||
9 Dec | 2674.30 | 87.3 | 0.00 | 30.13 | 1 | 0 | 6 | |||
4 Dec | 2694.20 | 87.3 | 18.30 | 27.31 | 4 | 3 | 6 | |||
3 Dec | 2627.00 | 69 | -41.00 | 27.89 | 2 | 1 | 3 | |||
2 Dec | 2759.05 | 110 | -33.05 | 24.97 | 1 | 0 | 1 | |||
28 Nov | 2706.00 | 143.05 | 0.00 | 1.10 | 0 | 0 | 0 | |||
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26 Nov | 2714.90 | 143.05 | 0.00 | 0.89 | 0 | 0 | 0 | |||
25 Nov | 2696.45 | 143.05 | 0.00 | 1.26 | 0 | 0 | 0 | |||
21 Nov | 2619.20 | 143.05 | 0.00 | 3.05 | 0 | 0 | 0 | |||
20 Nov | 2671.30 | 143.05 | 0.00 | 1.47 | 0 | 0 | 0 | |||
19 Nov | 2671.30 | 143.05 | 0.00 | 1.47 | 0 | 0 | 0 | |||
12 Nov | 2572.90 | 143.05 | 0.00 | 3.27 | 0 | 0 | 0 | |||
11 Nov | 2622.00 | 143.05 | 0.00 | 2.37 | 0 | 0 | 0 | |||
8 Nov | 2678.25 | 143.05 | 0.00 | 0.45 | 0 | 0 | 0 | |||
7 Nov | 2816.00 | 143.05 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 2846.10 | 143.05 | 143.05 | - | 0 | 0 | 0 | |||
5 Nov | 2695.10 | 0 | 0.00 | 0.85 | 0 | 0 | 0 | |||
4 Nov | 2647.65 | 0 | 1.62 | 0 | 0 | 0 |
For Deepak Nitrite Ltd - strike price 2800 expiring on 30JAN2025
Delta for 2800 CE is 0.05
Historical price for 2800 CE is as follows
On 7 Jan DEEPAKNTR was trading at 2443.65. The strike last trading price was 4.3, which was 0.25 higher than the previous day. The implied volatity was 31.31, the open interest changed by 10 which increased total open position to 341
On 6 Jan DEEPAKNTR was trading at 2421.00. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was 32.48, the open interest changed by -23 which decreased total open position to 331
On 3 Jan DEEPAKNTR was trading at 2452.70. The strike last trading price was 4.8, which was -1.10 lower than the previous day. The implied volatity was 29.09, the open interest changed by 7 which increased total open position to 354
On 2 Jan DEEPAKNTR was trading at 2515.20. The strike last trading price was 5.9, which was -0.70 lower than the previous day. The implied volatity was 24.61, the open interest changed by 92 which increased total open position to 345
On 1 Jan DEEPAKNTR was trading at 2498.05. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 26.30, the open interest changed by 1 which increased total open position to 253
On 31 Dec DEEPAKNTR was trading at 2494.30. The strike last trading price was 7.05, which was -1.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by 61 which increased total open position to 252
On 30 Dec DEEPAKNTR was trading at 2513.60. The strike last trading price was 8.2, which was -4.70 lower than the previous day. The implied volatity was 25.21, the open interest changed by -53 which decreased total open position to 191
On 27 Dec DEEPAKNTR was trading at 2579.75. The strike last trading price was 12.9, which was -5.00 lower than the previous day. The implied volatity was 21.95, the open interest changed by 124 which increased total open position to 242
On 26 Dec DEEPAKNTR was trading at 2571.25. The strike last trading price was 17.9, which was -3.20 lower than the previous day. The implied volatity was 25.41, the open interest changed by 47 which increased total open position to 118
On 24 Dec DEEPAKNTR was trading at 2601.90. The strike last trading price was 21.1, which was -4.15 lower than the previous day. The implied volatity was 23.51, the open interest changed by 32 which increased total open position to 67
On 23 Dec DEEPAKNTR was trading at 2594.80. The strike last trading price was 25.25, which was -14.25 lower than the previous day. The implied volatity was 25.25, the open interest changed by 5 which increased total open position to 32
On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 39.5, which was -6.50 lower than the previous day. The implied volatity was 27.63, the open interest changed by 4 which increased total open position to 26
On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 46, which was -0.40 lower than the previous day. The implied volatity was 26.77, the open interest changed by 3 which increased total open position to 22
On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 46.4, which was -13.60 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 18
On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 60, which was 1.00 higher than the previous day. The implied volatity was 24.88, the open interest changed by 3 which increased total open position to 16
On 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 59, which was -4.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 1 which increased total open position to 13
On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 63, which was -32.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 5 which increased total open position to 12
On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 95, which was 1.00 higher than the previous day. The implied volatity was 26.22, the open interest changed by -4 which decreased total open position to 7
On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 94, which was 6.70 higher than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 7
On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 87.3, which was 0.00 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 6
On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 87.3, which was 18.30 higher than the previous day. The implied volatity was 27.31, the open interest changed by 3 which increased total open position to 6
On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 69, which was -41.00 lower than the previous day. The implied volatity was 27.89, the open interest changed by 1 which increased total open position to 3
On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 110, which was -33.05 lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 1
On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 143.05, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 143.05, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 143.05, 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 143.05, which was 143.05 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
DEEPAKNTR 30JAN2025 2800 PE | |||||||
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Delta: -0.85
Vega: 1.43
Theta: -0.78
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 2443.65 | 359.85 | 29.10 | 46.91 | 2 | 0 | 140 |
6 Jan | 2421.00 | 330.75 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 2452.70 | 330.75 | 59.45 | 19.46 | 17 | 0 | 140 |
2 Jan | 2515.20 | 271.3 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 2498.05 | 271.3 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 2494.30 | 271.3 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 2513.60 | 271.3 | 54.75 | 27.95 | 1 | 0 | 140 |
27 Dec | 2579.75 | 216.55 | -19.45 | 27.21 | 2 | 0 | 140 |
26 Dec | 2571.25 | 236 | 29.00 | 30.34 | 3 | 2 | 139 |
24 Dec | 2601.90 | 207 | -2.25 | 27.65 | 127 | 121 | 137 |
23 Dec | 2594.80 | 209.25 | 37.65 | 27.09 | 5 | 3 | 14 |
20 Dec | 2596.85 | 171.6 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 2638.70 | 171.6 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 2633.40 | 171.6 | 0.00 | 0.00 | 0 | 2 | 0 |
17 Dec | 2662.65 | 171.6 | -9.45 | 28.49 | 2 | 0 | 9 |
16 Dec | 2692.25 | 181.05 | 0.00 | 0.00 | 0 | 1 | 0 |
13 Dec | 2679.85 | 181.05 | 18.10 | 33.65 | 1 | 0 | 8 |
12 Dec | 2679.60 | 162.95 | 26.50 | 30.64 | 1 | 0 | 8 |
11 Dec | 2736.80 | 136.45 | -33.55 | 29.57 | 2 | 0 | 6 |
10 Dec | 2729.20 | 170 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 2674.30 | 170 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 2694.20 | 170 | -15.00 | 31.37 | 4 | 3 | 5 |
3 Dec | 2627.00 | 185 | 50.00 | 26.47 | 1 | 0 | 1 |
2 Dec | 2759.05 | 135 | -121.40 | 30.50 | 1 | 0 | 0 |
28 Nov | 2706.00 | 256.4 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 2714.90 | 256.4 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 2696.45 | 256.4 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 2619.20 | 256.4 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 2671.30 | 256.4 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 2671.30 | 256.4 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 2572.90 | 256.4 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 2622.00 | 256.4 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 2678.25 | 256.4 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 2816.00 | 256.4 | 0.00 | 1.67 | 0 | 0 | 0 |
6 Nov | 2846.10 | 256.4 | 256.40 | 2.14 | 0 | 0 | 0 |
5 Nov | 2695.10 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 2647.65 | 0 | - | 0 | 0 | 0 |
For Deepak Nitrite Ltd - strike price 2800 expiring on 30JAN2025
Delta for 2800 PE is -0.85
Historical price for 2800 PE is as follows
On 7 Jan DEEPAKNTR was trading at 2443.65. The strike last trading price was 359.85, which was 29.10 higher than the previous day. The implied volatity was 46.91, the open interest changed by 0 which decreased total open position to 140
On 6 Jan DEEPAKNTR was trading at 2421.00. The strike last trading price was 330.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Jan DEEPAKNTR was trading at 2452.70. The strike last trading price was 330.75, which was 59.45 higher than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 140
On 2 Jan DEEPAKNTR was trading at 2515.20. The strike last trading price was 271.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Jan DEEPAKNTR was trading at 2498.05. The strike last trading price was 271.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DEEPAKNTR was trading at 2494.30. The strike last trading price was 271.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 Dec DEEPAKNTR was trading at 2513.60. The strike last trading price was 271.3, which was 54.75 higher than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 140
On 27 Dec DEEPAKNTR was trading at 2579.75. The strike last trading price was 216.55, which was -19.45 lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 140
On 26 Dec DEEPAKNTR was trading at 2571.25. The strike last trading price was 236, which was 29.00 higher than the previous day. The implied volatity was 30.34, the open interest changed by 2 which increased total open position to 139
On 24 Dec DEEPAKNTR was trading at 2601.90. The strike last trading price was 207, which was -2.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 121 which increased total open position to 137
On 23 Dec DEEPAKNTR was trading at 2594.80. The strike last trading price was 209.25, which was 37.65 higher than the previous day. The implied volatity was 27.09, the open interest changed by 3 which increased total open position to 14
On 20 Dec DEEPAKNTR was trading at 2596.85. The strike last trading price was 171.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DEEPAKNTR was trading at 2638.70. The strike last trading price was 171.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec DEEPAKNTR was trading at 2633.40. The strike last trading price was 171.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec DEEPAKNTR was trading at 2662.65. The strike last trading price was 171.6, which was -9.45 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 9
On 16 Dec DEEPAKNTR was trading at 2692.25. The strike last trading price was 181.05, 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 13 Dec DEEPAKNTR was trading at 2679.85. The strike last trading price was 181.05, which was 18.10 higher than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 8
On 12 Dec DEEPAKNTR was trading at 2679.60. The strike last trading price was 162.95, which was 26.50 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 8
On 11 Dec DEEPAKNTR was trading at 2736.80. The strike last trading price was 136.45, which was -33.55 lower than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 6
On 10 Dec DEEPAKNTR was trading at 2729.20. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DEEPAKNTR was trading at 2674.30. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DEEPAKNTR was trading at 2694.20. The strike last trading price was 170, which was -15.00 lower than the previous day. The implied volatity was 31.37, the open interest changed by 3 which increased total open position to 5
On 3 Dec DEEPAKNTR was trading at 2627.00. The strike last trading price was 185, which was 50.00 higher than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 1
On 2 Dec DEEPAKNTR was trading at 2759.05. The strike last trading price was 135, which was -121.40 lower than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DEEPAKNTR was trading at 2706.00. The strike last trading price was 256.4, 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 256.4, 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 256.4, 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 256.4, 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 256.4, 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 256.4, 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 256.4, 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 256.4, 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 256.4, 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 256.4, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 256.4, which was 256.40 higher than the previous day. The implied volatity was 2.14, 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 0, 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 4 Nov DEEPAKNTR was trading at 2647.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0