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

170.61 0.70 (0.41%)

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Historical option data for NYKAA

12 Dec 2024 10:14 AM IST
NYKAA 26DEC2024 180 CE
Delta: 0.24
Vega: 0.11
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.50 1.65 -0.10 35.06 277 22 676
11 Dec 169.91 1.75 -1.35 37.02 1,180 87 644
10 Dec 172.56 3.1 1.70 38.84 4,374 249 560
9 Dec 166.04 1.4 -0.45 38.15 320 33 313
6 Dec 166.41 1.85 -0.10 37.98 801 94 283
5 Dec 167.43 1.95 -0.35 35.80 217 29 187
4 Dec 169.10 2.3 -1.05 34.94 592 41 157
3 Dec 171.88 3.35 0.10 34.15 729 75 107
2 Dec 171.21 3.25 0.10 35.50 54 21 27
29 Nov 172.06 3.15 31.50 10 6 6


For Fsn E Commerce Ventures - strike price 180 expiring on 26DEC2024

Delta for 180 CE is 0.24

Historical price for 180 CE is as follows

On 12 Dec NYKAA was trading at 170.50. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 35.06, the open interest changed by 22 which increased total open position to 676


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 37.02, the open interest changed by 87 which increased total open position to 644


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 3.1, which was 1.70 higher than the previous day. The implied volatity was 38.84, the open interest changed by 249 which increased total open position to 560


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 38.15, the open interest changed by 33 which increased total open position to 313


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 37.98, the open interest changed by 94 which increased total open position to 283


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 35.80, the open interest changed by 29 which increased total open position to 187


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 34.94, the open interest changed by 41 which increased total open position to 157


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 3.35, which was 0.10 higher than the previous day. The implied volatity was 34.15, the open interest changed by 75 which increased total open position to 107


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 35.50, the open interest changed by 21 which increased total open position to 27


On 29 Nov NYKAA was trading at 172.06. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was 31.50, the open interest changed by 6 which increased total open position to 6


NYKAA 26DEC2024 180 PE
Delta: -0.71
Vega: 0.11
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.50 11.2 -0.40 41.87 1 0 67
11 Dec 169.91 11.6 1.80 39.36 15 5 66
10 Dec 172.56 9.8 -4.30 41.73 12 1 58
9 Dec 166.04 14.1 0.00 0.00 0 6 0
6 Dec 166.41 14.1 0.75 37.84 16 6 57
5 Dec 167.43 13.35 0.00 0.00 0 50 0
4 Dec 169.10 13.35 0.35 43.87 53 49 50
3 Dec 171.88 13 0.00 0.00 0 1 0
2 Dec 171.21 13 2.00 49.29 1 0 0
29 Nov 172.06 11 - 0 0 0


For Fsn E Commerce Ventures - strike price 180 expiring on 26DEC2024

Delta for 180 PE is -0.71

Historical price for 180 PE is as follows

On 12 Dec NYKAA was trading at 170.50. The strike last trading price was 11.2, which was -0.40 lower than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 67


On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 11.6, which was 1.80 higher than the previous day. The implied volatity was 39.36, the open interest changed by 5 which increased total open position to 66


On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 9.8, which was -4.30 lower than the previous day. The implied volatity was 41.73, the open interest changed by 1 which increased total open position to 58


On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 14.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 14.1, which was 0.75 higher than the previous day. The implied volatity was 37.84, the open interest changed by 6 which increased total open position to 57


On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 50 which increased total open position to 0


On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 13.35, which was 0.35 higher than the previous day. The implied volatity was 43.87, the open interest changed by 49 which increased total open position to 50


On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 13, which was 2.00 higher than the previous day. The implied volatity was 49.29, 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 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0