NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
26 Dec 2024 04:13 PM IST
| NYKAA 26DEC2024 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.00
Theta: -21981.20
Gamma: 0.17
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 160.85 | 0.95 | -1.45 | 6116.80 | 382 | 66 | 358 | |||
| 24 Dec | 161.94 | 2.4 | 0.65 | 32.55 | 945 | 121 | 286 | |||
| 23 Dec | 160.05 | 1.75 | -6.50 | 33.81 | 446 | 114 | 167 | |||
| 20 Dec | 167.33 | 8.25 | -3.15 | 22.33 | 23 | 0 | 54 | |||
| 19 Dec | 170.00 | 11.4 | -3.05 | 49.25 | 11 | -6 | 55 | |||
| 18 Dec | 173.30 | 14.45 | -3.05 | 54.05 | 27 | 4 | 62 | |||
| 17 Dec | 176.37 | 17.5 | 1.40 | 52.96 | 43 | -6 | 59 | |||
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| 16 Dec | 174.56 | 16.1 | 6.60 | 50.09 | 17 | -4 | 66 | |||
| 13 Dec | 168.18 | 9.5 | -0.80 | 30.52 | 53 | -11 | 70 | |||
| 12 Dec | 169.80 | 10.3 | -1.00 | - | 9 | -1 | 82 | |||
| 11 Dec | 169.91 | 11.3 | -3.30 | 33.04 | 42 | -1 | 77 | |||
| 10 Dec | 172.56 | 14.6 | 5.20 | 37.52 | 144 | -39 | 79 | |||
| 9 Dec | 166.04 | 9.4 | -1.10 | 37.02 | 56 | -10 | 118 | |||
| 6 Dec | 166.41 | 10.5 | 0.35 | 38.95 | 247 | 124 | 128 | |||
| 5 Dec | 167.43 | 10.15 | -1.05 | 30.19 | 2 | 0 | 4 | |||
| 4 Dec | 169.10 | 11.2 | -6.25 | 27.53 | 4 | 3 | 5 | |||
| 3 Dec | 171.88 | 17.45 | 0.05 | 55.24 | 2 | 0 | 0 | |||
| 2 Dec | 171.21 | 17.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 172.06 | 17.4 | - | 0 | 0 | 0 | ||||
For Fsn E Commerce Ventures - strike price 160 expiring on 26DEC2024
Delta for 160 CE is 0.50
Historical price for 160 CE is as follows
On 26 Dec NYKAA was trading at 160.85. The strike last trading price was 0.95, which was -1.45 lower than the previous day. The implied volatity was 6116.80, the open interest changed by 66 which increased total open position to 358
On 24 Dec NYKAA was trading at 161.94. The strike last trading price was 2.4, which was 0.65 higher than the previous day. The implied volatity was 32.55, the open interest changed by 121 which increased total open position to 286
On 23 Dec NYKAA was trading at 160.05. The strike last trading price was 1.75, which was -6.50 lower than the previous day. The implied volatity was 33.81, the open interest changed by 114 which increased total open position to 167
On 20 Dec NYKAA was trading at 167.33. The strike last trading price was 8.25, which was -3.15 lower than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 54
On 19 Dec NYKAA was trading at 170.00. The strike last trading price was 11.4, which was -3.05 lower than the previous day. The implied volatity was 49.25, the open interest changed by -6 which decreased total open position to 55
On 18 Dec NYKAA was trading at 173.30. The strike last trading price was 14.45, which was -3.05 lower than the previous day. The implied volatity was 54.05, the open interest changed by 4 which increased total open position to 62
On 17 Dec NYKAA was trading at 176.37. The strike last trading price was 17.5, which was 1.40 higher than the previous day. The implied volatity was 52.96, the open interest changed by -6 which decreased total open position to 59
On 16 Dec NYKAA was trading at 174.56. The strike last trading price was 16.1, which was 6.60 higher than the previous day. The implied volatity was 50.09, the open interest changed by -4 which decreased total open position to 66
On 13 Dec NYKAA was trading at 168.18. The strike last trading price was 9.5, which was -0.80 lower than the previous day. The implied volatity was 30.52, the open interest changed by -11 which decreased total open position to 70
On 12 Dec NYKAA was trading at 169.80. The strike last trading price was 10.3, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82
On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 11.3, which was -3.30 lower than the previous day. The implied volatity was 33.04, the open interest changed by -1 which decreased total open position to 77
On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 14.6, which was 5.20 higher than the previous day. The implied volatity was 37.52, the open interest changed by -39 which decreased total open position to 79
On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 9.4, which was -1.10 lower than the previous day. The implied volatity was 37.02, the open interest changed by -10 which decreased total open position to 118
On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 10.5, which was 0.35 higher than the previous day. The implied volatity was 38.95, the open interest changed by 124 which increased total open position to 128
On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 10.15, which was -1.05 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 4
On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 11.2, which was -6.25 lower than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 5
On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 17.45, which was 0.05 higher than the previous day. The implied volatity was 55.24, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 17.4, 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 NYKAA was trading at 172.06. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NYKAA 26DEC2024 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.00
Theta: -1288.77
Gamma: 3.18
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 160.85 | 0.05 | -0.75 | 339.79 | 482 | -40 | 483 |
| 24 Dec | 161.94 | 0.8 | -1.70 | 29.97 | 890 | 18 | 527 |
| 23 Dec | 160.05 | 2.5 | 2.10 | 39.58 | 2,292 | 88 | 526 |
| 20 Dec | 167.33 | 0.4 | 0.00 | 32.87 | 569 | 2 | 437 |
| 19 Dec | 170.00 | 0.4 | 0.00 | 35.72 | 291 | 16 | 436 |
| 18 Dec | 173.30 | 0.4 | 0.05 | 40.08 | 244 | -40 | 423 |
| 17 Dec | 176.37 | 0.35 | -0.15 | 42.97 | 391 | 1 | 464 |
| 16 Dec | 174.56 | 0.5 | -0.35 | 41.50 | 414 | -63 | 465 |
| 13 Dec | 168.18 | 0.85 | -0.10 | 29.51 | 502 | -65 | 531 |
| 12 Dec | 169.80 | 0.95 | -0.40 | 33.42 | 422 | -45 | 597 |
| 11 Dec | 169.91 | 1.35 | 0.20 | 37.27 | 660 | 135 | 642 |
| 10 Dec | 172.56 | 1.15 | -1.15 | 39.34 | 1,093 | 49 | 511 |
| 9 Dec | 166.04 | 2.3 | -0.80 | 35.97 | 580 | 58 | 464 |
| 6 Dec | 166.41 | 3.1 | 0.60 | 40.63 | 3,096 | 298 | 472 |
| 5 Dec | 167.43 | 2.5 | -0.20 | 37.46 | 117 | 44 | 173 |
| 4 Dec | 169.10 | 2.7 | 0.95 | 40.80 | 143 | 42 | 130 |
| 3 Dec | 171.88 | 1.75 | -0.70 | 38.25 | 200 | 75 | 85 |
| 2 Dec | 171.21 | 2.45 | -1.10 | 40.96 | 16 | 4 | 12 |
| 29 Nov | 172.06 | 3.55 | 47.15 | 9 | 7 | 7 | |
For Fsn E Commerce Ventures - strike price 160 expiring on 26DEC2024
Delta for 160 PE is -0.50
Historical price for 160 PE is as follows
On 26 Dec NYKAA was trading at 160.85. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was 339.79, the open interest changed by -40 which decreased total open position to 483
On 24 Dec NYKAA was trading at 161.94. The strike last trading price was 0.8, which was -1.70 lower than the previous day. The implied volatity was 29.97, the open interest changed by 18 which increased total open position to 527
On 23 Dec NYKAA was trading at 160.05. The strike last trading price was 2.5, which was 2.10 higher than the previous day. The implied volatity was 39.58, the open interest changed by 88 which increased total open position to 526
On 20 Dec NYKAA was trading at 167.33. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 32.87, the open interest changed by 2 which increased total open position to 437
On 19 Dec NYKAA was trading at 170.00. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.72, the open interest changed by 16 which increased total open position to 436
On 18 Dec NYKAA was trading at 173.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 40.08, the open interest changed by -40 which decreased total open position to 423
On 17 Dec NYKAA was trading at 176.37. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 42.97, the open interest changed by 1 which increased total open position to 464
On 16 Dec NYKAA was trading at 174.56. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 41.50, the open interest changed by -63 which decreased total open position to 465
On 13 Dec NYKAA was trading at 168.18. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 29.51, the open interest changed by -65 which decreased total open position to 531
On 12 Dec NYKAA was trading at 169.80. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 33.42, the open interest changed by -45 which decreased total open position to 597
On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 37.27, the open interest changed by 135 which increased total open position to 642
On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 39.34, the open interest changed by 49 which increased total open position to 511
On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was 35.97, the open interest changed by 58 which increased total open position to 464
On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 40.63, the open interest changed by 298 which increased total open position to 472
On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 37.46, the open interest changed by 44 which increased total open position to 173
On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 2.7, which was 0.95 higher than the previous day. The implied volatity was 40.80, the open interest changed by 42 which increased total open position to 130
On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 38.25, the open interest changed by 75 which increased total open position to 85
On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 2.45, which was -1.10 lower than the previous day. The implied volatity was 40.96, the open interest changed by 4 which increased total open position to 12
On 29 Nov NYKAA was trading at 172.06. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was 47.15, the open interest changed by 7 which increased total open position to 7
