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[--[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
NYKAA 26DEC2024 175 CE
Delta: 0.40
Vega: 0.13
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 3.1 0.05 33.93 284 -9 631
11 Dec 169.91 3.05 -1.95 36.07 1,706 56 640
10 Dec 172.56 5 2.65 38.93 5,847 410 588
9 Dec 166.04 2.35 -0.60 37.04 245 24 179
6 Dec 166.41 2.95 -0.20 37.05 762 19 156
5 Dec 167.43 3.15 -0.50 35.01 289 36 136
4 Dec 169.10 3.65 -1.35 34.13 219 79 102
3 Dec 171.88 5 0.05 32.72 81 4 22
2 Dec 171.21 4.95 0.30 35.12 28 12 18
29 Nov 172.06 4.65 29.76 15 6 6


For Fsn E Commerce Ventures - strike price 175 expiring on 26DEC2024

Delta for 175 CE is 0.40

Historical price for 175 CE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 33.93, the open interest changed by -9 which decreased total open position to 631


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 3.05, which was -1.95 lower than the previous day. The implied volatity was 36.07, the open interest changed by 56 which increased total open position to 640


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 5, which was 2.65 higher than the previous day. The implied volatity was 38.93, the open interest changed by 410 which increased total open position to 588


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 37.04, the open interest changed by 24 which increased total open position to 179


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 2.95, which was -0.20 lower than the previous day. The implied volatity was 37.05, the open interest changed by 19 which increased total open position to 156


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 3.15, which was -0.50 lower than the previous day. The implied volatity was 35.01, the open interest changed by 36 which increased total open position to 136


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 34.13, the open interest changed by 79 which increased total open position to 102


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 32.72, the open interest changed by 4 which increased total open position to 22


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 4.95, which was 0.30 higher than the previous day. The implied volatity was 35.12, the open interest changed by 12 which increased total open position to 18


On 29 Nov NYKAA was trading at 172.06. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was 29.76, the open interest changed by 6 which increased total open position to 6


NYKAA 26DEC2024 175 PE
Delta: -0.58
Vega: 0.13
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 7.25 -0.90 39.69 15 -4 85
11 Dec 169.91 8.15 1.70 39.53 214 -6 89
10 Dec 172.56 6.45 -4.15 39.73 399 89 95
9 Dec 166.04 10.6 0.00 39.78 1 0 6
6 Dec 166.41 10.6 1.30 39.56 5 2 5
5 Dec 167.43 9.3 2.10 34.70 1 0 4
4 Dec 169.10 7.2 -0.95 26.13 4 2 3
3 Dec 171.88 8.15 0.00 42.85 1 0 0
2 Dec 171.21 8.15 0.00 - 0 0 0
29 Nov 172.06 8.15 - 0 0 0


For Fsn E Commerce Ventures - strike price 175 expiring on 26DEC2024

Delta for 175 PE is -0.58

Historical price for 175 PE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 7.25, which was -0.90 lower than the previous day. The implied volatity was 39.69, the open interest changed by -4 which decreased total open position to 85


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 8.15, which was 1.70 higher than the previous day. The implied volatity was 39.53, the open interest changed by -6 which decreased total open position to 89


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 6.45, which was -4.15 lower than the previous day. The implied volatity was 39.73, the open interest changed by 89 which increased total open position to 95


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 39.78, the open interest changed by 0 which decreased total open position to 6


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 10.6, which was 1.30 higher than the previous day. The implied volatity was 39.56, the open interest changed by 2 which increased total open position to 5


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 9.3, which was 2.10 higher than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 4


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 7.2, which was -0.95 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 3


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 42.85, 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 8.15, 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 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0