NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
11 Dec 2024 04:13 PM IST
| NAUKRI 26DEC2024 8500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 6.67
Theta: -7.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 8557.05 | 242.6 | 14.60 | 26.02 | 2,292 | -349 | 761 | |||
| 10 Dec | 8519.60 | 228 | 29.10 | 29.49 | 2,374 | 105 | 1,119 | |||
| 9 Dec | 8418.85 | 198.9 | -25.65 | 29.31 | 1,496 | 232 | 1,017 | |||
| 6 Dec | 8483.90 | 224.55 | -45.45 | 26.36 | 1,209 | 117 | 790 | |||
| 5 Dec | 8521.55 | 270 | 53.85 | 28.12 | 4,829 | -129 | 676 | |||
| 4 Dec | 8445.55 | 216.15 | -18.90 | 25.75 | 3,500 | -29 | 809 | |||
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| 3 Dec | 8472.50 | 235.05 | -15.95 | 27.90 | 2,771 | 111 | 840 | |||
| 2 Dec | 8447.20 | 251 | 79.00 | 29.32 | 5,938 | -122 | 881 | |||
| 29 Nov | 8255.30 | 172 | -15.60 | 27.22 | 1,661 | -15 | 1,003 | |||
| 28 Nov | 8201.95 | 187.6 | -62.25 | 31.22 | 3,348 | 251 | 1,017 | |||
| 27 Nov | 8342.80 | 249.85 | 45.85 | 31.46 | 1,734 | 128 | 766 | |||
| 26 Nov | 8247.55 | 204 | 5.00 | 30.36 | 2,002 | 205 | 637 | |||
| 25 Nov | 8195.30 | 199 | 74.00 | 28.89 | 1,011 | 434 | 440 | |||
| 22 Nov | 7999.95 | 125 | 77.00 | 29.16 | 1,017 | 344 | 350 | |||
| 21 Nov | 7515.35 | 48 | 2.60 | 32.04 | 1 | 0 | 5 | |||
| 20 Nov | 7625.10 | 45.4 | 0.00 | 27.43 | 5 | 5 | 4 | |||
| 19 Nov | 7625.10 | 45.4 | 27.43 | 5 | 4 | 4 | ||||
For Info Edge (I) Ltd - strike price 8500 expiring on 26DEC2024
Delta for 8500 CE is 0.61
Historical price for 8500 CE is as follows
On 11 Dec NAUKRI was trading at 8557.05. The strike last trading price was 242.6, which was 14.60 higher than the previous day. The implied volatity was 26.02, the open interest changed by -349 which decreased total open position to 761
On 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 228, which was 29.10 higher than the previous day. The implied volatity was 29.49, the open interest changed by 105 which increased total open position to 1119
On 9 Dec NAUKRI was trading at 8418.85. The strike last trading price was 198.9, which was -25.65 lower than the previous day. The implied volatity was 29.31, the open interest changed by 232 which increased total open position to 1017
On 6 Dec NAUKRI was trading at 8483.90. The strike last trading price was 224.55, which was -45.45 lower than the previous day. The implied volatity was 26.36, the open interest changed by 117 which increased total open position to 790
On 5 Dec NAUKRI was trading at 8521.55. The strike last trading price was 270, which was 53.85 higher than the previous day. The implied volatity was 28.12, the open interest changed by -129 which decreased total open position to 676
On 4 Dec NAUKRI was trading at 8445.55. The strike last trading price was 216.15, which was -18.90 lower than the previous day. The implied volatity was 25.75, the open interest changed by -29 which decreased total open position to 809
On 3 Dec NAUKRI was trading at 8472.50. The strike last trading price was 235.05, which was -15.95 lower than the previous day. The implied volatity was 27.90, the open interest changed by 111 which increased total open position to 840
On 2 Dec NAUKRI was trading at 8447.20. The strike last trading price was 251, which was 79.00 higher than the previous day. The implied volatity was 29.32, the open interest changed by -122 which decreased total open position to 881
On 29 Nov NAUKRI was trading at 8255.30. The strike last trading price was 172, which was -15.60 lower than the previous day. The implied volatity was 27.22, the open interest changed by -15 which decreased total open position to 1003
On 28 Nov NAUKRI was trading at 8201.95. The strike last trading price was 187.6, which was -62.25 lower than the previous day. The implied volatity was 31.22, the open interest changed by 251 which increased total open position to 1017
On 27 Nov NAUKRI was trading at 8342.80. The strike last trading price was 249.85, which was 45.85 higher than the previous day. The implied volatity was 31.46, the open interest changed by 128 which increased total open position to 766
On 26 Nov NAUKRI was trading at 8247.55. The strike last trading price was 204, which was 5.00 higher than the previous day. The implied volatity was 30.36, the open interest changed by 205 which increased total open position to 637
On 25 Nov NAUKRI was trading at 8195.30. The strike last trading price was 199, which was 74.00 higher than the previous day. The implied volatity was 28.89, the open interest changed by 434 which increased total open position to 440
On 22 Nov NAUKRI was trading at 7999.95. The strike last trading price was 125, which was 77.00 higher than the previous day. The implied volatity was 29.16, the open interest changed by 344 which increased total open position to 350
On 21 Nov NAUKRI was trading at 7515.35. The strike last trading price was 48, which was 2.60 higher than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 5
On 20 Nov NAUKRI was trading at 7625.10. The strike last trading price was 45.4, which was 0.00 lower than the previous day. The implied volatity was 27.43, the open interest changed by 5 which increased total open position to 4
On 19 Nov NAUKRI was trading at 7625.10. The strike last trading price was 45.4, which was lower than the previous day. The implied volatity was 27.43, the open interest changed by 4 which increased total open position to 4
| NAUKRI 26DEC2024 8500 PE | |||||||
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Delta: -0.40
Vega: 6.70
Theta: -5.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 8557.05 | 141.7 | -57.45 | 28.11 | 1,043 | -33 | 494 |
| 10 Dec | 8519.60 | 199.15 | -35.75 | 30.67 | 670 | 62 | 526 |
| 9 Dec | 8418.85 | 234.9 | 19.40 | 30.28 | 636 | 44 | 471 |
| 6 Dec | 8483.90 | 215.5 | 11.40 | 29.20 | 829 | 125 | 428 |
| 5 Dec | 8521.55 | 204.1 | -44.80 | 29.72 | 1,865 | 128 | 305 |
| 4 Dec | 8445.55 | 248.9 | -0.15 | 30.73 | 1,074 | -90 | 176 |
| 3 Dec | 8472.50 | 249.05 | -25.95 | 29.35 | 981 | 122 | 265 |
| 2 Dec | 8447.20 | 275 | -100.25 | 31.60 | 440 | 99 | 142 |
| 29 Nov | 8255.30 | 375.25 | -61.15 | 31.32 | 59 | 1 | 42 |
| 28 Nov | 8201.95 | 436.4 | 85.95 | 33.70 | 113 | -15 | 42 |
| 27 Nov | 8342.80 | 350.45 | -42.55 | 31.69 | 36 | 23 | 57 |
| 26 Nov | 8247.55 | 393 | -51.55 | 30.20 | 11 | 0 | 34 |
| 25 Nov | 8195.30 | 444.55 | -645.35 | 35.81 | 45 | 35 | 35 |
| 22 Nov | 7999.95 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 7515.35 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 7625.10 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 7625.10 | 1089.9 | - | 0 | 0 | 0 | |
For Info Edge (I) Ltd - strike price 8500 expiring on 26DEC2024
Delta for 8500 PE is -0.40
Historical price for 8500 PE is as follows
On 11 Dec NAUKRI was trading at 8557.05. The strike last trading price was 141.7, which was -57.45 lower than the previous day. The implied volatity was 28.11, the open interest changed by -33 which decreased total open position to 494
On 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 199.15, which was -35.75 lower than the previous day. The implied volatity was 30.67, the open interest changed by 62 which increased total open position to 526
On 9 Dec NAUKRI was trading at 8418.85. The strike last trading price was 234.9, which was 19.40 higher than the previous day. The implied volatity was 30.28, the open interest changed by 44 which increased total open position to 471
On 6 Dec NAUKRI was trading at 8483.90. The strike last trading price was 215.5, which was 11.40 higher than the previous day. The implied volatity was 29.20, the open interest changed by 125 which increased total open position to 428
On 5 Dec NAUKRI was trading at 8521.55. The strike last trading price was 204.1, which was -44.80 lower than the previous day. The implied volatity was 29.72, the open interest changed by 128 which increased total open position to 305
On 4 Dec NAUKRI was trading at 8445.55. The strike last trading price was 248.9, which was -0.15 lower than the previous day. The implied volatity was 30.73, the open interest changed by -90 which decreased total open position to 176
On 3 Dec NAUKRI was trading at 8472.50. The strike last trading price was 249.05, which was -25.95 lower than the previous day. The implied volatity was 29.35, the open interest changed by 122 which increased total open position to 265
On 2 Dec NAUKRI was trading at 8447.20. The strike last trading price was 275, which was -100.25 lower than the previous day. The implied volatity was 31.60, the open interest changed by 99 which increased total open position to 142
On 29 Nov NAUKRI was trading at 8255.30. The strike last trading price was 375.25, which was -61.15 lower than the previous day. The implied volatity was 31.32, the open interest changed by 1 which increased total open position to 42
On 28 Nov NAUKRI was trading at 8201.95. The strike last trading price was 436.4, which was 85.95 higher than the previous day. The implied volatity was 33.70, the open interest changed by -15 which decreased total open position to 42
On 27 Nov NAUKRI was trading at 8342.80. The strike last trading price was 350.45, which was -42.55 lower than the previous day. The implied volatity was 31.69, the open interest changed by 23 which increased total open position to 57
On 26 Nov NAUKRI was trading at 8247.55. The strike last trading price was 393, which was -51.55 lower than the previous day. The implied volatity was 30.20, the open interest changed by 0 which decreased total open position to 34
On 25 Nov NAUKRI was trading at 8195.30. The strike last trading price was 444.55, which was -645.35 lower than the previous day. The implied volatity was 35.81, the open interest changed by 35 which increased total open position to 35
On 22 Nov NAUKRI was trading at 7999.95. The strike last trading price was 1089.9, 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 NAUKRI was trading at 7515.35. The strike last trading price was 1089.9, 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 NAUKRI was trading at 7625.10. The strike last trading price was 1089.9, 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 NAUKRI was trading at 7625.10. The strike last trading price was 1089.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
