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Related Pages for NYKAA
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NYKAA
Fsn E Commerce Ventures
170.56 0.65 (0.38%)

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Historical option data for NYKAA

12 Dec 2024 10:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NYKAA 26DEC2024 160 CE
Delta: 0.85
Vega: 0.08
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.70 12.25 0.95 34.57 3 -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 0.85

Historical price for 160 CE is as follows

On 12 Dec NYKAA was trading at 170.70. The strike last trading price was 12.25, which was 0.95 higher than the previous day. The implied volatity was 34.57, 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: -0.17
Vega: 0.09
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.70 1.2 -0.15 37.90 84 -17 625
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 -0.17

Historical price for 160 PE is as follows

On 12 Dec NYKAA was trading at 170.70. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 37.90, the open interest changed by -17 which decreased total open position to 625


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