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NYKAA
Fsn E Commerce Ventures
170.5 0.59 (0.35%)

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Historical option data for NYKAA

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NYKAA 26DEC2024 170 CE
Delta: 0.55
Vega: 0.13
Theta: -0.18
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.50 5.05 0.10 33.23 315 15 626
11 Dec 169.91 4.95 -2.60 35.03 1,160 197 614
10 Dec 172.56 7.55 3.50 38.77 4,378 36 423
9 Dec 166.04 4.05 -0.75 37.48 865 0 388
6 Dec 166.41 4.8 -0.10 37.56 2,103 287 382
5 Dec 167.43 4.9 -0.90 34.08 187 17 95
4 Dec 169.10 5.8 -2.20 34.52 179 30 75
3 Dec 171.88 8 0.10 35.40 108 14 49
2 Dec 171.21 7.9 0.40 38.48 73 27 34
29 Nov 172.06 7.5 31.83 18 7 7

For Fsn E Commerce Ventures - strike price 170 expiring on 26DEC2024

Delta for 170 CE is 0.55

Historical price for 170 CE is as follows

On 12 Dec NYKAA was trading at 170.50. The strike last trading price was 5.05, which was 0.10 higher than the previous day. The implied volatity was 33.23, the open interest changed by 15 which increased total open position to 626


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 4.95, which was -2.60 lower than the previous day. The implied volatity was 35.03, the open interest changed by 197 which increased total open position to 614


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 7.55, which was 3.50 higher than the previous day. The implied volatity was 38.77, the open interest changed by 36 which increased total open position to 423


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 388


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 4.8, which was -0.10 lower than the previous day. The implied volatity was 37.56, the open interest changed by 287 which increased total open position to 382


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 4.9, which was -0.90 lower than the previous day. The implied volatity was 34.08, the open interest changed by 17 which increased total open position to 95


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 5.8, which was -2.20 lower than the previous day. The implied volatity was 34.52, the open interest changed by 30 which increased total open position to 75


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 8, which was 0.10 higher than the previous day. The implied volatity was 35.40, the open interest changed by 14 which increased total open position to 49


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 7.9, which was 0.40 higher than the previous day. The implied volatity was 38.48, the open interest changed by 27 which increased total open position to 34


On 29 Nov NYKAA was trading at 172.06. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was 31.83, the open interest changed by 7 which increased total open position to 7


NYKAA 26DEC2024 170 PE
Delta: -0.45
Vega: 0.13
Theta: -0.16
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.50 4.55 -0.50 38.20 108 4 254
11 Dec 169.91 5.05 1.05 37.93 658 32 253
10 Dec 172.56 4 -2.90 39.45 1,172 123 228
9 Dec 166.04 6.9 -0.40 36.55 60 39 104
6 Dec 166.41 7.3 0.70 38.72 228 1 66
5 Dec 167.43 6.6 -0.05 37.05 52 -6 65
4 Dec 169.10 6.65 1.75 40.69 113 16 72
3 Dec 171.88 4.9 -1.10 38.21 73 34 57
2 Dec 171.21 6 1.00 40.77 54 14 23
29 Nov 172.06 5 34.24 26 9 9

For Fsn E Commerce Ventures - strike price 170 expiring on 26DEC2024

Delta for 170 PE is -0.45

Historical price for 170 PE is as follows

On 12 Dec NYKAA was trading at 170.50. The strike last trading price was 4.55, which was -0.50 lower than the previous day. The implied volatity was 38.20, the open interest changed by 4 which increased total open position to 254


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 5.05, which was 1.05 higher than the previous day. The implied volatity was 37.93, the open interest changed by 32 which increased total open position to 253


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 4, which was -2.90 lower than the previous day. The implied volatity was 39.45, the open interest changed by 123 which increased total open position to 228


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 6.9, which was -0.40 lower than the previous day. The implied volatity was 36.55, the open interest changed by 39 which increased total open position to 104


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 7.3, which was 0.70 higher than the previous day. The implied volatity was 38.72, the open interest changed by 1 which increased total open position to 66


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 6.6, which was -0.05 lower than the previous day. The implied volatity was 37.05, the open interest changed by -6 which decreased total open position to 65


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 6.65, which was 1.75 higher than the previous day. The implied volatity was 40.69, the open interest changed by 16 which increased total open position to 72


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 4.9, which was -1.10 lower than the previous day. The implied volatity was 38.21, the open interest changed by 34 which increased total open position to 57


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 6, which was 1.00 higher than the previous day. The implied volatity was 40.77, the open interest changed by 14 which increased total open position to 23


On 29 Nov NYKAA was trading at 172.06. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 34.24, the open interest changed by 9 which increased total open position to 9