NAUKRI
Info Edge (i) Ltd
Historical option data for NAUKRI
02 Jan 2025 04:13 PM IST
| NAUKRI 30JAN2025 8700 CE | ||||||||||
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Delta: 0.69
Vega: 8.73
Theta: -5.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 8878.95 | 384.25 | 84.25 | 23.78 | 675 | -23 | 357 | |||
| 1 Jan | 8730.40 | 300 | 27.05 | 24.63 | 616 | 19 | 380 | |||
| 31 Dec | 8677.25 | 272.95 | 36.05 | 23.98 | 1,124 | 97 | 365 | |||
| 30 Dec | 8712.75 | 236.9 | -24.00 | 25.12 | 812 | 9 | 268 | |||
| 27 Dec | 8637.45 | 260.9 | -19.10 | 24.85 | 1,231 | 15 | 234 | |||
| 26 Dec | 8667.50 | 280 | -20.00 | 24.98 | 475 | 73 | 218 | |||
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| 24 Dec | 8673.05 | 300 | -35.00 | 27.43 | 425 | 99 | 147 | |||
| 23 Dec | 8624.80 | 335 | 31.70 | 29.76 | 65 | 13 | 49 | |||
| 20 Dec | 8494.95 | 303.3 | -96.70 | 31.62 | 44 | 18 | 36 | |||
| 19 Dec | 8697.05 | 400 | -65.95 | 27.24 | 9 | 5 | 17 | |||
| 18 Dec | 8873.95 | 465.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 8853.85 | 465.95 | 33.95 | 28.38 | 4 | -1 | 11 | |||
| 16 Dec | 8808.95 | 432 | 70.30 | 25.05 | 19 | 7 | 13 | |||
| 13 Dec | 8702.40 | 361.7 | 17.70 | 23.69 | 13 | -2 | 6 | |||
| 12 Dec | 8614.30 | 344 | -16.40 | 25.48 | 9 | 8 | 8 | |||
| 10 Dec | 8519.60 | 360.4 | 0.00 | 0.67 | 0 | 0 | 0 | |||
| 9 Dec | 8418.85 | 360.4 | 0.00 | 1.21 | 0 | 0 | 0 | |||
| 5 Dec | 8521.55 | 360.4 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 4 Dec | 8445.55 | 360.4 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 3 Dec | 8472.50 | 360.4 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 29 Nov | 8255.30 | 360.4 | 2.07 | 0 | 0 | 0 | ||||
For Info Edge (I) Ltd - strike price 8700 expiring on 30JAN2025
Delta for 8700 CE is 0.69
Historical price for 8700 CE is as follows
On 2 Jan NAUKRI was trading at 8878.95. The strike last trading price was 384.25, which was 84.25 higher than the previous day. The implied volatity was 23.78, the open interest changed by -23 which decreased total open position to 357
On 1 Jan NAUKRI was trading at 8730.40. The strike last trading price was 300, which was 27.05 higher than the previous day. The implied volatity was 24.63, the open interest changed by 19 which increased total open position to 380
On 31 Dec NAUKRI was trading at 8677.25. The strike last trading price was 272.95, which was 36.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by 97 which increased total open position to 365
On 30 Dec NAUKRI was trading at 8712.75. The strike last trading price was 236.9, which was -24.00 lower than the previous day. The implied volatity was 25.12, the open interest changed by 9 which increased total open position to 268
On 27 Dec NAUKRI was trading at 8637.45. The strike last trading price was 260.9, which was -19.10 lower than the previous day. The implied volatity was 24.85, the open interest changed by 15 which increased total open position to 234
On 26 Dec NAUKRI was trading at 8667.50. The strike last trading price was 280, which was -20.00 lower than the previous day. The implied volatity was 24.98, the open interest changed by 73 which increased total open position to 218
On 24 Dec NAUKRI was trading at 8673.05. The strike last trading price was 300, which was -35.00 lower than the previous day. The implied volatity was 27.43, the open interest changed by 99 which increased total open position to 147
On 23 Dec NAUKRI was trading at 8624.80. The strike last trading price was 335, which was 31.70 higher than the previous day. The implied volatity was 29.76, the open interest changed by 13 which increased total open position to 49
On 20 Dec NAUKRI was trading at 8494.95. The strike last trading price was 303.3, which was -96.70 lower than the previous day. The implied volatity was 31.62, the open interest changed by 18 which increased total open position to 36
On 19 Dec NAUKRI was trading at 8697.05. The strike last trading price was 400, which was -65.95 lower than the previous day. The implied volatity was 27.24, the open interest changed by 5 which increased total open position to 17
On 18 Dec NAUKRI was trading at 8873.95. The strike last trading price was 465.95, 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 17 Dec NAUKRI was trading at 8853.85. The strike last trading price was 465.95, which was 33.95 higher than the previous day. The implied volatity was 28.38, the open interest changed by -1 which decreased total open position to 11
On 16 Dec NAUKRI was trading at 8808.95. The strike last trading price was 432, which was 70.30 higher than the previous day. The implied volatity was 25.05, the open interest changed by 7 which increased total open position to 13
On 13 Dec NAUKRI was trading at 8702.40. The strike last trading price was 361.7, which was 17.70 higher than the previous day. The implied volatity was 23.69, the open interest changed by -2 which decreased total open position to 6
On 12 Dec NAUKRI was trading at 8614.30. The strike last trading price was 344, which was -16.40 lower than the previous day. The implied volatity was 25.48, the open interest changed by 8 which increased total open position to 8
On 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 360.4, which was 0.00 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NAUKRI was trading at 8418.85. The strike last trading price was 360.4, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NAUKRI was trading at 8521.55. The strike last trading price was 360.4, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NAUKRI was trading at 8445.55. The strike last trading price was 360.4, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NAUKRI was trading at 8472.50. The strike last trading price was 360.4, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NAUKRI was trading at 8255.30. The strike last trading price was 360.4, which was lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
| NAUKRI 30JAN2025 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 8.96
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 8878.95 | 154.9 | -63.10 | 27.41 | 920 | 51 | 474 |
| 1 Jan | 8730.40 | 218 | -25.70 | 27.63 | 621 | 56 | 421 |
| 31 Dec | 8677.25 | 243.7 | -11.65 | 27.89 | 399 | 24 | 365 |
| 30 Dec | 8712.75 | 255.35 | 2.25 | 24.00 | 1,259 | 123 | 337 |
| 27 Dec | 8637.45 | 253.1 | -2.70 | 24.14 | 474 | 95 | 211 |
| 26 Dec | 8667.50 | 255.8 | -28.25 | 25.25 | 188 | 65 | 115 |
| 24 Dec | 8673.05 | 284.05 | -42.90 | 25.98 | 32 | 7 | 51 |
| 23 Dec | 8624.80 | 326.95 | -77.35 | 29.95 | 47 | 13 | 43 |
| 20 Dec | 8494.95 | 404.3 | -345.25 | 29.78 | 39 | 25 | 25 |
| 19 Dec | 8697.05 | 749.55 | 0.00 | 1.36 | 0 | 0 | 0 |
| 18 Dec | 8873.95 | 749.55 | 0.00 | 2.34 | 0 | 0 | 0 |
| 17 Dec | 8853.85 | 749.55 | 0.00 | 1.85 | 0 | 0 | 0 |
| 16 Dec | 8808.95 | 749.55 | 0.00 | 1.85 | 0 | 0 | 0 |
| 13 Dec | 8702.40 | 749.55 | 0.00 | 0.82 | 0 | 0 | 0 |
| 12 Dec | 8614.30 | 749.55 | 0.00 | 0.42 | 0 | 0 | 0 |
| 10 Dec | 8519.60 | 749.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 8418.85 | 749.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 8521.55 | 749.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 8445.55 | 749.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 8472.50 | 749.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 8255.30 | 749.55 | - | 0 | 0 | 0 | |
For Info Edge (I) Ltd - strike price 8700 expiring on 30JAN2025
Delta for 8700 PE is -0.33
Historical price for 8700 PE is as follows
On 2 Jan NAUKRI was trading at 8878.95. The strike last trading price was 154.9, which was -63.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by 51 which increased total open position to 474
On 1 Jan NAUKRI was trading at 8730.40. The strike last trading price was 218, which was -25.70 lower than the previous day. The implied volatity was 27.63, the open interest changed by 56 which increased total open position to 421
On 31 Dec NAUKRI was trading at 8677.25. The strike last trading price was 243.7, which was -11.65 lower than the previous day. The implied volatity was 27.89, the open interest changed by 24 which increased total open position to 365
On 30 Dec NAUKRI was trading at 8712.75. The strike last trading price was 255.35, which was 2.25 higher than the previous day. The implied volatity was 24.00, the open interest changed by 123 which increased total open position to 337
On 27 Dec NAUKRI was trading at 8637.45. The strike last trading price was 253.1, which was -2.70 lower than the previous day. The implied volatity was 24.14, the open interest changed by 95 which increased total open position to 211
On 26 Dec NAUKRI was trading at 8667.50. The strike last trading price was 255.8, which was -28.25 lower than the previous day. The implied volatity was 25.25, the open interest changed by 65 which increased total open position to 115
On 24 Dec NAUKRI was trading at 8673.05. The strike last trading price was 284.05, which was -42.90 lower than the previous day. The implied volatity was 25.98, the open interest changed by 7 which increased total open position to 51
On 23 Dec NAUKRI was trading at 8624.80. The strike last trading price was 326.95, which was -77.35 lower than the previous day. The implied volatity was 29.95, the open interest changed by 13 which increased total open position to 43
On 20 Dec NAUKRI was trading at 8494.95. The strike last trading price was 404.3, which was -345.25 lower than the previous day. The implied volatity was 29.78, the open interest changed by 25 which increased total open position to 25
On 19 Dec NAUKRI was trading at 8697.05. The strike last trading price was 749.55, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NAUKRI was trading at 8873.95. The strike last trading price was 749.55, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NAUKRI was trading at 8853.85. The strike last trading price was 749.55, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NAUKRI was trading at 8808.95. The strike last trading price was 749.55, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NAUKRI was trading at 8702.40. The strike last trading price was 749.55, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NAUKRI was trading at 8614.30. The strike last trading price was 749.55, which was 0.00 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 749.55, 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 9 Dec NAUKRI was trading at 8418.85. The strike last trading price was 749.55, 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 Dec NAUKRI was trading at 8521.55. The strike last trading price was 749.55, 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 Dec NAUKRI was trading at 8445.55. The strike last trading price was 749.55, 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 3 Dec NAUKRI was trading at 8472.50. The strike last trading price was 749.55, 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 29 Nov NAUKRI was trading at 8255.30. The strike last trading price was 749.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
