NAUKRI
Info Edge (i) Ltd
Historical option data for NAUKRI
02 Jan 2025 04:13 PM IST
| NAUKRI 30JAN2025 8900 CE | ||||||||||
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Delta: 0.56
Vega: 9.73
Theta: -5.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 8878.95 | 268.65 | 62.70 | 24.08 | 2,846 | 137 | 227 | |||
| 1 Jan | 8730.40 | 205.95 | 25.55 | 25.03 | 115 | -12 | 90 | |||
| 31 Dec | 8677.25 | 180.4 | 19.75 | 23.96 | 406 | -11 | 104 | |||
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| 30 Dec | 8712.75 | 160.65 | -9.35 | 25.56 | 261 | 84 | 113 | |||
| 27 Dec | 8637.45 | 170 | -17.00 | 24.20 | 52 | 12 | 30 | |||
| 26 Dec | 8667.50 | 187 | -20.30 | 24.46 | 38 | -2 | 21 | |||
| 24 Dec | 8673.05 | 207.3 | -35.60 | 26.74 | 26 | 0 | 24 | |||
| 23 Dec | 8624.80 | 242.9 | 57.90 | 29.28 | 76 | -5 | 24 | |||
| 20 Dec | 8494.95 | 185 | -114.05 | 27.68 | 61 | 11 | 30 | |||
| 19 Dec | 8697.05 | 299.05 | -60.95 | 27.18 | 15 | -2 | 19 | |||
| 18 Dec | 8873.95 | 360 | 10.00 | 26.13 | 13 | 6 | 20 | |||
| 17 Dec | 8853.85 | 350 | 24.90 | 27.60 | 16 | 10 | 14 | |||
| 16 Dec | 8808.95 | 325.1 | 29.70 | 25.17 | 6 | 2 | 2 | |||
| 13 Dec | 8702.40 | 295.4 | 0.00 | 0.77 | 0 | 0 | 0 | |||
| 12 Dec | 8614.30 | 295.4 | 0.00 | 1.27 | 0 | 0 | 0 | |||
| 10 Dec | 8519.60 | 295.4 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 9 Dec | 8418.85 | 295.4 | 0.00 | 2.62 | 0 | 0 | 0 | |||
| 5 Dec | 8521.55 | 295.4 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 4 Dec | 8445.55 | 295.4 | 0.00 | 2.21 | 0 | 0 | 0 | |||
| 3 Dec | 8472.50 | 295.4 | 2.12 | 0 | 0 | 0 | ||||
For Info Edge (I) Ltd - strike price 8900 expiring on 30JAN2025
Delta for 8900 CE is 0.56
Historical price for 8900 CE is as follows
On 2 Jan NAUKRI was trading at 8878.95. The strike last trading price was 268.65, which was 62.70 higher than the previous day. The implied volatity was 24.08, the open interest changed by 137 which increased total open position to 227
On 1 Jan NAUKRI was trading at 8730.40. The strike last trading price was 205.95, which was 25.55 higher than the previous day. The implied volatity was 25.03, the open interest changed by -12 which decreased total open position to 90
On 31 Dec NAUKRI was trading at 8677.25. The strike last trading price was 180.4, which was 19.75 higher than the previous day. The implied volatity was 23.96, the open interest changed by -11 which decreased total open position to 104
On 30 Dec NAUKRI was trading at 8712.75. The strike last trading price was 160.65, which was -9.35 lower than the previous day. The implied volatity was 25.56, the open interest changed by 84 which increased total open position to 113
On 27 Dec NAUKRI was trading at 8637.45. The strike last trading price was 170, which was -17.00 lower than the previous day. The implied volatity was 24.20, the open interest changed by 12 which increased total open position to 30
On 26 Dec NAUKRI was trading at 8667.50. The strike last trading price was 187, which was -20.30 lower than the previous day. The implied volatity was 24.46, the open interest changed by -2 which decreased total open position to 21
On 24 Dec NAUKRI was trading at 8673.05. The strike last trading price was 207.3, which was -35.60 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 24
On 23 Dec NAUKRI was trading at 8624.80. The strike last trading price was 242.9, which was 57.90 higher than the previous day. The implied volatity was 29.28, the open interest changed by -5 which decreased total open position to 24
On 20 Dec NAUKRI was trading at 8494.95. The strike last trading price was 185, which was -114.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by 11 which increased total open position to 30
On 19 Dec NAUKRI was trading at 8697.05. The strike last trading price was 299.05, which was -60.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by -2 which decreased total open position to 19
On 18 Dec NAUKRI was trading at 8873.95. The strike last trading price was 360, which was 10.00 higher than the previous day. The implied volatity was 26.13, the open interest changed by 6 which increased total open position to 20
On 17 Dec NAUKRI was trading at 8853.85. The strike last trading price was 350, which was 24.90 higher than the previous day. The implied volatity was 27.60, the open interest changed by 10 which increased total open position to 14
On 16 Dec NAUKRI was trading at 8808.95. The strike last trading price was 325.1, which was 29.70 higher than the previous day. The implied volatity was 25.17, the open interest changed by 2 which increased total open position to 2
On 13 Dec NAUKRI was trading at 8702.40. The strike last trading price was 295.4, which was 0.00 lower than the previous day. The implied volatity was 0.77, 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 295.4, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 295.4, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 295.4, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 295.4, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 295.4, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 295.4, which was lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
| NAUKRI 30JAN2025 8900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 9.74
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 8878.95 | 237.55 | -126.45 | 27.36 | 550 | 89 | 120 |
| 1 Jan | 8730.40 | 364 | 0.00 | 0.00 | 0 | -7 | 0 |
| 31 Dec | 8677.25 | 364 | -13.60 | 29.35 | 34 | -6 | 32 |
| 30 Dec | 8712.75 | 377.6 | 19.90 | 24.41 | 44 | 16 | 38 |
| 27 Dec | 8637.45 | 357.7 | -42.30 | 23.21 | 4 | 2 | 23 |
| 26 Dec | 8667.50 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 8673.05 | 400 | 0.00 | 0.00 | 0 | 14 | 0 |
| 23 Dec | 8624.80 | 400 | -5.00 | 26.46 | 20 | 0 | 7 |
| 20 Dec | 8494.95 | 405 | -477.00 | 17.94 | 7 | 6 | 6 |
| 19 Dec | 8697.05 | 882 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 8873.95 | 882 | 0.00 | 0.75 | 0 | 0 | 0 |
| 17 Dec | 8853.85 | 882 | 0.00 | 0.25 | 0 | 0 | 0 |
| 16 Dec | 8808.95 | 882 | 0.00 | 0.14 | 0 | 0 | 0 |
| 13 Dec | 8702.40 | 882 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 8614.30 | 882 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 8519.60 | 882 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 8418.85 | 882 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 8521.55 | 882 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 8445.55 | 882 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 8472.50 | 882 | - | 0 | 0 | 0 | |
For Info Edge (I) Ltd - strike price 8900 expiring on 30JAN2025
Delta for 8900 PE is -0.45
Historical price for 8900 PE is as follows
On 2 Jan NAUKRI was trading at 8878.95. The strike last trading price was 237.55, which was -126.45 lower than the previous day. The implied volatity was 27.36, the open interest changed by 89 which increased total open position to 120
On 1 Jan NAUKRI was trading at 8730.40. The strike last trading price was 364, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 31 Dec NAUKRI was trading at 8677.25. The strike last trading price was 364, which was -13.60 lower than the previous day. The implied volatity was 29.35, the open interest changed by -6 which decreased total open position to 32
On 30 Dec NAUKRI was trading at 8712.75. The strike last trading price was 377.6, which was 19.90 higher than the previous day. The implied volatity was 24.41, the open interest changed by 16 which increased total open position to 38
On 27 Dec NAUKRI was trading at 8637.45. The strike last trading price was 357.7, which was -42.30 lower than the previous day. The implied volatity was 23.21, the open interest changed by 2 which increased total open position to 23
On 26 Dec NAUKRI was trading at 8667.50. The strike last trading price was 400, 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 24 Dec NAUKRI was trading at 8673.05. The strike last trading price was 400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 23 Dec NAUKRI was trading at 8624.80. The strike last trading price was 400, which was -5.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 7
On 20 Dec NAUKRI was trading at 8494.95. The strike last trading price was 405, which was -477.00 lower than the previous day. The implied volatity was 17.94, the open interest changed by 6 which increased total open position to 6
On 19 Dec NAUKRI was trading at 8697.05. The strike last trading price was 882, 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 Dec NAUKRI was trading at 8873.95. The strike last trading price was 882, 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 17 Dec NAUKRI was trading at 8853.85. The strike last trading price was 882, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 882, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 882, 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 Dec NAUKRI was trading at 8614.30. The strike last trading price was 882, 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 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 882, 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 882, 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 882, 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 882, 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 882, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
