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Related Pages for NYKAA
[--[65.84.65.76]--]
NYKAA
Fsn E Commerce Ventures
170.92 1.01 (0.59%)

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Historical option data for NYKAA

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NYKAA 26DEC2024 165 CE
Delta: 0.76
Vega: 0.10
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 8 0.30 29.16 8 0 136
11 Dec 169.91 7.7 -3.05 33.98 142 -26 134
10 Dec 172.56 10.75 4.45 38.19 551 -27 160
9 Dec 166.04 6.3 -0.95 36.85 451 0 187
6 Dec 166.41 7.25 -0.30 37.74 1,336 183 191
5 Dec 167.43 7.55 -0.90 34.49 5 2 9
4 Dec 169.10 8.45 -5.35 33.73 9 5 5
3 Dec 171.88 13.8 0.00 - 0 0 0
2 Dec 171.21 13.8 0.00 - 0 0 0
29 Nov 172.06 13.8 - 0 0 0

For Fsn E Commerce Ventures - strike price 165 expiring on 26DEC2024

Delta for 165 CE is 0.76

Historical price for 165 CE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 8, which was 0.30 higher than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 136


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 7.7, which was -3.05 lower than the previous day. The implied volatity was 33.98, the open interest changed by -26 which decreased total open position to 134


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 10.75, which was 4.45 higher than the previous day. The implied volatity was 38.19, the open interest changed by -27 which decreased total open position to 160


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 6.3, which was -0.95 lower than the previous day. The implied volatity was 36.85, the open interest changed by 0 which decreased total open position to 187


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 7.25, which was -0.30 lower than the previous day. The implied volatity was 37.74, the open interest changed by 183 which increased total open position to 191


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 7.55, which was -0.90 lower than the previous day. The implied volatity was 34.49, the open interest changed by 2 which increased total open position to 9


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 8.45, which was -5.35 lower than the previous day. The implied volatity was 33.73, the open interest changed by 5 which increased total open position to 5


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 13.8, 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 2 Dec NYKAA was trading at 171.21. The strike last trading price was 13.8, 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 13.8, 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 165 PE
Delta: -0.29
Vega: 0.12
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 2.4 -0.45 37.92 99 -20 401
11 Dec 169.91 2.85 0.55 37.46 604 36 420
10 Dec 172.56 2.3 -1.80 39.68 1,145 107 379
9 Dec 166.04 4.1 -0.70 35.41 591 107 275
6 Dec 166.41 4.8 0.50 39.07 1,291 116 168
5 Dec 167.43 4.3 -0.20 37.73 129 -25 53
4 Dec 169.10 4.5 1.10 41.47 191 71 72
3 Dec 171.88 3.4 -0.50 40.61 1 0 0
2 Dec 171.21 3.9 0.00 5.67 0 0 0
29 Nov 172.06 3.9 5.55 0 0 0

For Fsn E Commerce Ventures - strike price 165 expiring on 26DEC2024

Delta for 165 PE is -0.29

Historical price for 165 PE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 37.92, the open interest changed by -20 which decreased total open position to 401


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 2.85, which was 0.55 higher than the previous day. The implied volatity was 37.46, the open interest changed by 36 which increased total open position to 420


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 2.3, which was -1.80 lower than the previous day. The implied volatity was 39.68, the open interest changed by 107 which increased total open position to 379


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 4.1, which was -0.70 lower than the previous day. The implied volatity was 35.41, the open interest changed by 107 which increased total open position to 275


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 4.8, which was 0.50 higher than the previous day. The implied volatity was 39.07, the open interest changed by 116 which increased total open position to 168


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 4.3, which was -0.20 lower than the previous day. The implied volatity was 37.73, the open interest changed by -25 which decreased total open position to 53


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 4.5, which was 1.10 higher than the previous day. The implied volatity was 41.47, the open interest changed by 71 which increased total open position to 72


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 40.61, 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 3.9, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 3.9, which was lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0