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[--[65.84.65.76]--]
NYKAA
Fsn E Commerce Ventures

171.77 1.86 (1.09%)

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Historical option data for NYKAA

12 Dec 2024 10:24 AM IST
NYKAA 26DEC2024 172.5 CE
Delta: 0.48
Vega: 0.13
Theta: -0.18
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 4 0.10 32.85 148 35 172
11 Dec 169.91 3.9 -2.30 35.34 403 19 137
10 Dec 172.56 6.2 3.35 38.94 1,237 86 120
9 Dec 166.04 2.85 -0.95 35.07 4 1 35
6 Dec 166.41 3.8 -0.10 37.33 43 16 33
5 Dec 167.43 3.9 -0.65 34.78 19 0 18
4 Dec 169.10 4.55 -1.45 33.77 38 10 18
3 Dec 171.88 6 -3.35 31.60 16 9 9
2 Dec 171.21 9.35 0.00 - 0 0 0
29 Nov 172.06 9.35 - 0 0 0


For Fsn E Commerce Ventures - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 CE is 0.48

Historical price for 172.5 CE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 4, which was 0.10 higher than the previous day. The implied volatity was 32.85, the open interest changed by 35 which increased total open position to 172


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 3.9, which was -2.30 lower than the previous day. The implied volatity was 35.34, the open interest changed by 19 which increased total open position to 137


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 6.2, which was 3.35 higher than the previous day. The implied volatity was 38.94, the open interest changed by 86 which increased total open position to 120


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 2.85, which was -0.95 lower than the previous day. The implied volatity was 35.07, the open interest changed by 1 which increased total open position to 35


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 3.8, which was -0.10 lower than the previous day. The implied volatity was 37.33, the open interest changed by 16 which increased total open position to 33


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 3.9, which was -0.65 lower than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 18


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 4.55, which was -1.45 lower than the previous day. The implied volatity was 33.77, the open interest changed by 10 which increased total open position to 18


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 6, which was -3.35 lower than the previous day. The implied volatity was 31.60, the open interest changed by 9 which increased total open position to 9


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 9.35, 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 9.35, 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 172.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 7 0.00 0.00 0 10 0
11 Dec 169.91 7 1.85 42.31 147 9 41
10 Dec 172.56 5.15 -3.85 39.67 195 24 32
9 Dec 166.04 9 3.80 40.65 3 0 5
6 Dec 166.41 5.2 0.00 0.00 0 0 0
5 Dec 167.43 5.2 0.00 0.00 0 4 0
4 Dec 169.10 5.2 -0.85 23.60 8 3 4
3 Dec 171.88 6.05 -0.85 38.22 3 2 2
2 Dec 171.21 6.9 0.00 - 0 0 0
29 Nov 172.06 6.9 0.43 0 0 0


For Fsn E Commerce Ventures - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 PE is 0.00

Historical price for 172.5 PE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 7, which was 1.85 higher than the previous day. The implied volatity was 42.31, the open interest changed by 9 which increased total open position to 41


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 5.15, which was -3.85 lower than the previous day. The implied volatity was 39.67, the open interest changed by 24 which increased total open position to 32


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 9, which was 3.80 higher than the previous day. The implied volatity was 40.65, the open interest changed by 0 which decreased total open position to 5


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 5.2, which was -0.85 lower than the previous day. The implied volatity was 23.60, the open interest changed by 3 which increased total open position to 4


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 6.05, which was -0.85 lower than the previous day. The implied volatity was 38.22, the open interest changed by 2 which increased total open position to 2


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 6.9, 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 6.9, which was lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0