NAUKRI
Info Edge (i) Ltd
Historical option data for NAUKRI
14 Nov 2024 04:13 PM IST
| NAUKRI 28NOV2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 4.05
Theta: -5.15
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 7768.20 | 355.45 | 83.45 | 24.21 | 18 | -4 | 82.5 | |||
| 13 Nov | 7614.95 | 272 | -198.55 | 26.00 | 27.5 | 5.5 | 86 | |||
| 12 Nov | 7821.30 | 470.55 | -43.75 | 41.02 | 7.5 | -4 | 80.5 | |||
| 11 Nov | 7951.50 | 514.3 | 222.70 | 28.55 | 156.5 | -15 | 85 | |||
| 8 Nov | 7654.60 | 291.6 | -262.40 | 27.58 | 241.5 | -2 | 97.5 | |||
| 7 Nov | 7903.00 | 554 | -56.10 | 41.69 | 8 | -3.5 | 98 | |||
| 6 Nov | 7997.00 | 610.1 | 229.95 | 32.94 | 39.5 | -17.5 | 102 | |||
| 5 Nov | 7640.90 | 380.15 | -81.05 | 39.61 | 98.5 | -11 | 119.5 | |||
| 4 Nov | 7722.75 | 461.2 | 123.60 | 42.61 | 1,172 | 52 | 129.5 | |||
| 1 Nov | 7468.45 | 337.6 | 4.60 | 40.29 | 22 | 9 | 76 | |||
| 31 Oct | 7440.95 | 333 | -85.20 | - | 102 | 63 | 67 | |||
| 30 Oct | 7679.40 | 418.2 | -4.60 | - | 1 | 0 | 4 | |||
| 29 Oct | 7699.15 | 422.8 | 2.80 | - | 11 | 3 | 4 | |||
| 28 Oct | 7692.65 | 420 | 0.00 | - | 0 | 1 | 0 | |||
|
|
||||||||||
| 25 Oct | 7597.65 | 420 | -370.10 | - | 1 | 0 | 0 | |||
| 24 Oct | 7716.55 | 790.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7830.70 | 790.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 7649.05 | 790.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7949.35 | 790.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 8088.85 | 790.1 | - | 0 | 0 | 0 | ||||
For Info Edge (I) Ltd - strike price 7500 expiring on 28NOV2024
Delta for 7500 CE is 0.82
Historical price for 7500 CE is as follows
On 14 Nov NAUKRI was trading at 7768.20. The strike last trading price was 355.45, which was 83.45 higher than the previous day. The implied volatity was 24.21, the open interest changed by -8 which decreased total open position to 165
On 13 Nov NAUKRI was trading at 7614.95. The strike last trading price was 272, which was -198.55 lower than the previous day. The implied volatity was 26.00, the open interest changed by 11 which increased total open position to 172
On 12 Nov NAUKRI was trading at 7821.30. The strike last trading price was 470.55, which was -43.75 lower than the previous day. The implied volatity was 41.02, the open interest changed by -8 which decreased total open position to 161
On 11 Nov NAUKRI was trading at 7951.50. The strike last trading price was 514.3, which was 222.70 higher than the previous day. The implied volatity was 28.55, the open interest changed by -30 which decreased total open position to 170
On 8 Nov NAUKRI was trading at 7654.60. The strike last trading price was 291.6, which was -262.40 lower than the previous day. The implied volatity was 27.58, the open interest changed by -4 which decreased total open position to 195
On 7 Nov NAUKRI was trading at 7903.00. The strike last trading price was 554, which was -56.10 lower than the previous day. The implied volatity was 41.69, the open interest changed by -7 which decreased total open position to 196
On 6 Nov NAUKRI was trading at 7997.00. The strike last trading price was 610.1, which was 229.95 higher than the previous day. The implied volatity was 32.94, the open interest changed by -35 which decreased total open position to 204
On 5 Nov NAUKRI was trading at 7640.90. The strike last trading price was 380.15, which was -81.05 lower than the previous day. The implied volatity was 39.61, the open interest changed by -22 which decreased total open position to 239
On 4 Nov NAUKRI was trading at 7722.75. The strike last trading price was 461.2, which was 123.60 higher than the previous day. The implied volatity was 42.61, the open interest changed by 104 which increased total open position to 259
On 1 Nov NAUKRI was trading at 7468.45. The strike last trading price was 337.6, which was 4.60 higher than the previous day. The implied volatity was 40.29, the open interest changed by 18 which increased total open position to 152
On 31 Oct NAUKRI was trading at 7440.95. The strike last trading price was 333, which was -85.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NAUKRI was trading at 7679.40. The strike last trading price was 418.2, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NAUKRI was trading at 7699.15. The strike last trading price was 422.8, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NAUKRI was trading at 7692.65. The strike last trading price was 420, 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 25 Oct NAUKRI was trading at 7597.65. The strike last trading price was 420, which was -370.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NAUKRI was trading at 7716.55. The strike last trading price was 790.1, 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 23 Oct NAUKRI was trading at 7830.70. The strike last trading price was 790.1, 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 NAUKRI was trading at 7649.05. The strike last trading price was 790.1, 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 NAUKRI was trading at 7949.35. The strike last trading price was 790.1, 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 NAUKRI was trading at 8088.85. The strike last trading price was 790.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NAUKRI 28NOV2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 4.77
Theta: -4.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 7768.20 | 71.9 | -50.50 | 31.87 | 406.5 | -14.5 | 293 |
| 13 Nov | 7614.95 | 122.4 | 43.40 | 33.29 | 498 | -31 | 307 |
| 12 Nov | 7821.30 | 79 | 22.35 | 32.59 | 603 | -86.5 | 337 |
| 11 Nov | 7951.50 | 56.65 | -99.45 | 32.58 | 1,557.5 | 16.5 | 424 |
| 8 Nov | 7654.60 | 156.1 | 15.20 | 32.88 | 3,239.5 | 138.5 | 407.5 |
| 7 Nov | 7903.00 | 140.9 | 25.90 | 41.37 | 461 | 119 | 271 |
| 6 Nov | 7997.00 | 115 | -121.30 | 41.67 | 218.5 | 38.5 | 151 |
| 5 Nov | 7640.90 | 236.3 | 2.35 | 40.60 | 296.5 | 8.5 | 113 |
| 4 Nov | 7722.75 | 233.95 | -116.10 | 43.81 | 384 | 35 | 109 |
| 1 Nov | 7468.45 | 350.05 | 0.05 | 43.77 | 9.5 | 2 | 74 |
| 31 Oct | 7440.95 | 350 | 135.00 | - | 119 | 23 | 73 |
| 30 Oct | 7679.40 | 215 | 13.00 | - | 88 | 1 | 50 |
| 29 Oct | 7699.15 | 202 | 3.75 | - | 66 | 43 | 48 |
| 28 Oct | 7692.65 | 198.25 | -1.75 | - | 7 | 3 | 3 |
| 25 Oct | 7597.65 | 200 | -48.50 | - | 1 | 0 | 0 |
| 24 Oct | 7716.55 | 248.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 7830.70 | 248.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7649.05 | 248.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7949.35 | 248.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 8088.85 | 248.5 | - | 0 | 0 | 0 | |
For Info Edge (I) Ltd - strike price 7500 expiring on 28NOV2024
Delta for 7500 PE is -0.24
Historical price for 7500 PE is as follows
On 14 Nov NAUKRI was trading at 7768.20. The strike last trading price was 71.9, which was -50.50 lower than the previous day. The implied volatity was 31.87, the open interest changed by -29 which decreased total open position to 586
On 13 Nov NAUKRI was trading at 7614.95. The strike last trading price was 122.4, which was 43.40 higher than the previous day. The implied volatity was 33.29, the open interest changed by -62 which decreased total open position to 614
On 12 Nov NAUKRI was trading at 7821.30. The strike last trading price was 79, which was 22.35 higher than the previous day. The implied volatity was 32.59, the open interest changed by -173 which decreased total open position to 674
On 11 Nov NAUKRI was trading at 7951.50. The strike last trading price was 56.65, which was -99.45 lower than the previous day. The implied volatity was 32.58, the open interest changed by 33 which increased total open position to 848
On 8 Nov NAUKRI was trading at 7654.60. The strike last trading price was 156.1, which was 15.20 higher than the previous day. The implied volatity was 32.88, the open interest changed by 277 which increased total open position to 815
On 7 Nov NAUKRI was trading at 7903.00. The strike last trading price was 140.9, which was 25.90 higher than the previous day. The implied volatity was 41.37, the open interest changed by 238 which increased total open position to 542
On 6 Nov NAUKRI was trading at 7997.00. The strike last trading price was 115, which was -121.30 lower than the previous day. The implied volatity was 41.67, the open interest changed by 77 which increased total open position to 302
On 5 Nov NAUKRI was trading at 7640.90. The strike last trading price was 236.3, which was 2.35 higher than the previous day. The implied volatity was 40.60, the open interest changed by 17 which increased total open position to 226
On 4 Nov NAUKRI was trading at 7722.75. The strike last trading price was 233.95, which was -116.10 lower than the previous day. The implied volatity was 43.81, the open interest changed by 70 which increased total open position to 218
On 1 Nov NAUKRI was trading at 7468.45. The strike last trading price was 350.05, which was 0.05 higher than the previous day. The implied volatity was 43.77, the open interest changed by 4 which increased total open position to 148
On 31 Oct NAUKRI was trading at 7440.95. The strike last trading price was 350, which was 135.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NAUKRI was trading at 7679.40. The strike last trading price was 215, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NAUKRI was trading at 7699.15. The strike last trading price was 202, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NAUKRI was trading at 7692.65. The strike last trading price was 198.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NAUKRI was trading at 7597.65. The strike last trading price was 200, which was -48.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NAUKRI was trading at 7716.55. The strike last trading price was 248.5, 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 NAUKRI was trading at 7830.70. The strike last trading price was 248.5, 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 NAUKRI was trading at 7649.05. The strike last trading price was 248.5, 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 NAUKRI was trading at 7949.35. The strike last trading price was 248.5, 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 NAUKRI was trading at 8088.85. The strike last trading price was 248.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
