NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
12 Dec 2024 10:24 AM IST
NYKAA 26DEC2024 180 CE | ||||||||||
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Delta: 0.26
Vega: 0.11
Theta: -0.15
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 170.90 | 1.8 | 0.05 | 35.44 | 319 | -4 | 650 | |||
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 | |||
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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 0.26
Historical price for 180 CE is as follows
On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 35.44, the open interest changed by -4 which decreased total open position to 650
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 | |||||||
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Delta: -0.69
Vega: 0.12
Theta: -0.15
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 170.90 | 11.2 | -0.40 | 44.24 | 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 -0.69
Historical price for 180 PE is as follows
On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 11.2, which was -0.40 lower than the previous day. The implied volatity was 44.24, 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