NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
12 Dec 2024 10:04 AM IST
NYKAA 26DEC2024 172.5 CE | ||||||||||
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Delta: 0.47
Vega: 0.13
Theta: -0.18
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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12 Dec | 170.70 | 4.05 | 0.15 | 34.06 | 129 | 27 | 164 | |||
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 0.47
Historical price for 172.5 CE is as follows
On 12 Dec NYKAA was trading at 170.70. The strike last trading price was 4.05, which was 0.15 higher than the previous day. The implied volatity was 34.06, the open interest changed by 27 which increased total open position to 164
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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 170.70 | 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 170.70. 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