`
Related Pages for NYKAA
[--[65.84.65.76]--]
NYKAA
Fsn E Commerce Ventures
170.9 0.99 (0.58%)

Back to Option Chain

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 167.5 CE
Delta: 0.66
Vega: 0.12
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 6.5 0.25 31.39 3 0 62
11 Dec 169.91 6.25 -2.70 34.75 39 8 60
10 Dec 172.56 8.95 3.95 37.60 129 -2 51
9 Dec 166.04 5 -1.00 36.58 144 -18 54
6 Dec 166.41 6 -0.25 38.03 371 68 72
5 Dec 167.43 6.25 -0.75 35.00 6 2 3
4 Dec 169.10 7 -5.20 33.90 2 1 1
3 Dec 171.88 12.2 0.00 - 0 0 0
2 Dec 171.21 12.2 0.00 - 0 0 0
29 Nov 172.06 12.2 - 0 0 0

For Fsn E Commerce Ventures - strike price 167.5 expiring on 26DEC2024

Delta for 167.5 CE is 0.66

Historical price for 167.5 CE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 6.5, which was 0.25 higher than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 62


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 6.25, which was -2.70 lower than the previous day. The implied volatity was 34.75, the open interest changed by 8 which increased total open position to 60


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 8.95, which was 3.95 higher than the previous day. The implied volatity was 37.60, the open interest changed by -2 which decreased total open position to 51


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 5, which was -1.00 lower than the previous day. The implied volatity was 36.58, the open interest changed by -18 which decreased total open position to 54


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was 38.03, the open interest changed by 68 which increased total open position to 72


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 6.25, which was -0.75 lower than the previous day. The implied volatity was 35.00, the open interest changed by 2 which increased total open position to 3


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 7, which was -5.20 lower than the previous day. The implied volatity was 33.90, the open interest changed by 1 which increased total open position to 1


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 12.2, 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 12.2, 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 12.2, 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 167.5 PE
Delta: -0.36
Vega: 0.13
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 3.2 -0.60 37.47 8 -1 73
11 Dec 169.91 3.8 0.80 37.30 176 51 79
10 Dec 172.56 3 -2.60 39.03 106 -2 28
9 Dec 166.04 5.6 -0.45 37.34 16 2 29
6 Dec 166.41 6.05 0.60 39.41 164 15 27
5 Dec 167.43 5.45 0.00 37.89 19 4 12
4 Dec 169.10 5.45 1.45 40.75 15 1 3
3 Dec 171.88 4 -0.80 38.84 2 1 1
2 Dec 171.21 4.8 0.00 3.67 0 0 0
29 Nov 172.06 4.8 3.85 0 0 0

For Fsn E Commerce Ventures - strike price 167.5 expiring on 26DEC2024

Delta for 167.5 PE is -0.36

Historical price for 167.5 PE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 3.2, which was -0.60 lower than the previous day. The implied volatity was 37.47, the open interest changed by -1 which decreased total open position to 73


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was 37.30, the open interest changed by 51 which increased total open position to 79


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 3, which was -2.60 lower than the previous day. The implied volatity was 39.03, the open interest changed by -2 which decreased total open position to 28


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 5.6, which was -0.45 lower than the previous day. The implied volatity was 37.34, the open interest changed by 2 which increased total open position to 29


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 6.05, which was 0.60 higher than the previous day. The implied volatity was 39.41, the open interest changed by 15 which increased total open position to 27


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 37.89, the open interest changed by 4 which increased total open position to 12


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 5.45, which was 1.45 higher than the previous day. The implied volatity was 40.75, the open interest changed by 1 which increased total open position to 3


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 4, which was -0.80 lower than the previous day. The implied volatity was 38.84, the open interest changed by 1 which increased total open position to 1


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 4.8, which was lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0