NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
02 Jan 2025 04:13 PM IST
NAUKRI 30JAN2025 9100 CE | ||||||||||
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Delta: 0.42
Vega: 9.65
Theta: -5.15
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
2 Jan | 8878.95 | 177.6 | 48.90 | 24.16 | 593 | -8 | 125 | |||
1 Jan | 8730.40 | 128.7 | 13.00 | 24.60 | 28 | 6 | 126 | |||
31 Dec | 8677.25 | 115.7 | 9.20 | 24.28 | 229 | 15 | 120 | |||
30 Dec | 8712.75 | 106.5 | 2.95 | 26.10 | 87 | 16 | 105 | |||
27 Dec | 8637.45 | 103.55 | -27.10 | 23.66 | 75 | 29 | 91 | |||
26 Dec | 8667.50 | 130.65 | -6.70 | 25.40 | 72 | 50 | 61 | |||
24 Dec | 8673.05 | 137.35 | -82.45 | 26.27 | 12 | 7 | 10 | |||
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23 Dec | 8624.80 | 219.8 | -45.20 | 33.70 | 1 | 0 | 4 | |||
20 Dec | 8494.95 | 265 | 43.00 | 41.05 | 2 | 1 | 3 | |||
19 Dec | 8697.05 | 222 | -48.00 | 27.54 | 1 | 0 | 1 | |||
18 Dec | 8873.95 | 270 | 0.00 | 0.00 | 0 | 1 | 0 | |||
17 Dec | 8853.85 | 270 | 29.90 | 28.29 | 1 | 0 | 0 | |||
16 Dec | 8808.95 | 240.1 | 0.00 | 1.44 | 0 | 0 | 0 | |||
12 Dec | 8614.30 | 240.1 | 0.00 | 2.68 | 0 | 0 | 0 | |||
5 Dec | 8521.55 | 240.1 | 3.11 | 0 | 0 | 0 |
For Info Edge (I) Ltd - strike price 9100 expiring on 30JAN2025
Delta for 9100 CE is 0.42
Historical price for 9100 CE is as follows
On 2 Jan NAUKRI was trading at 8878.95. The strike last trading price was 177.6, which was 48.90 higher than the previous day. The implied volatity was 24.16, the open interest changed by -8 which decreased total open position to 125
On 1 Jan NAUKRI was trading at 8730.40. The strike last trading price was 128.7, which was 13.00 higher than the previous day. The implied volatity was 24.60, the open interest changed by 6 which increased total open position to 126
On 31 Dec NAUKRI was trading at 8677.25. The strike last trading price was 115.7, which was 9.20 higher than the previous day. The implied volatity was 24.28, the open interest changed by 15 which increased total open position to 120
On 30 Dec NAUKRI was trading at 8712.75. The strike last trading price was 106.5, which was 2.95 higher than the previous day. The implied volatity was 26.10, the open interest changed by 16 which increased total open position to 105
On 27 Dec NAUKRI was trading at 8637.45. The strike last trading price was 103.55, which was -27.10 lower than the previous day. The implied volatity was 23.66, the open interest changed by 29 which increased total open position to 91
On 26 Dec NAUKRI was trading at 8667.50. The strike last trading price was 130.65, which was -6.70 lower than the previous day. The implied volatity was 25.40, the open interest changed by 50 which increased total open position to 61
On 24 Dec NAUKRI was trading at 8673.05. The strike last trading price was 137.35, which was -82.45 lower than the previous day. The implied volatity was 26.27, the open interest changed by 7 which increased total open position to 10
On 23 Dec NAUKRI was trading at 8624.80. The strike last trading price was 219.8, which was -45.20 lower than the previous day. The implied volatity was 33.70, the open interest changed by 0 which decreased total open position to 4
On 20 Dec NAUKRI was trading at 8494.95. The strike last trading price was 265, which was 43.00 higher than the previous day. The implied volatity was 41.05, the open interest changed by 1 which increased total open position to 3
On 19 Dec NAUKRI was trading at 8697.05. The strike last trading price was 222, which was -48.00 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 1
On 18 Dec NAUKRI was trading at 8873.95. The strike last trading price was 270, 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 17 Dec NAUKRI was trading at 8853.85. The strike last trading price was 270, which was 29.90 higher than the previous day. The implied volatity was 28.29, 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 240.1, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 240.1, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 240.1, which was lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
NAUKRI 30JAN2025 9100 PE | |||||||
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Delta: -0.56
Vega: 9.72
Theta: -3.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
2 Jan | 8878.95 | 355 | -84.00 | 28.49 | 1 | 1 | 0 |
1 Jan | 8730.40 | 439 | -585.25 | 27.28 | 1 | 0 | 0 |
31 Dec | 8677.25 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
30 Dec | 8712.75 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 8637.45 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 8667.50 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 8673.05 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 8624.80 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 8494.95 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 8697.05 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 8873.95 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 8853.85 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 8808.95 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 8614.30 | 1024.25 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 8521.55 | 1024.25 | - | 0 | 0 | 0 |
For Info Edge (I) Ltd - strike price 9100 expiring on 30JAN2025
Delta for 9100 PE is -0.56
Historical price for 9100 PE is as follows
On 2 Jan NAUKRI was trading at 8878.95. The strike last trading price was 355, which was -84.00 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 0
On 1 Jan NAUKRI was trading at 8730.40. The strike last trading price was 439, which was -585.25 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NAUKRI was trading at 8677.25. The strike last trading price was 1024.25, 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 30 Dec NAUKRI was trading at 8712.75. The strike last trading price was 1024.25, 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 27 Dec NAUKRI was trading at 8637.45. The strike last trading price was 1024.25, 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 Dec NAUKRI was trading at 8667.50. The strike last trading price was 1024.25, 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 24 Dec NAUKRI was trading at 8673.05. The strike last trading price was 1024.25, 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 23 Dec NAUKRI was trading at 8624.80. The strike last trading price was 1024.25, 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 Dec NAUKRI was trading at 8494.95. The strike last trading price was 1024.25, 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 Dec NAUKRI was trading at 8697.05. The strike last trading price was 1024.25, 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 1024.25, 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 17 Dec NAUKRI was trading at 8853.85. The strike last trading price was 1024.25, 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 16 Dec NAUKRI was trading at 8808.95. The strike last trading price was 1024.25, 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 1024.25, 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 1024.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0