NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
12 Dec 2024 10:14 AM IST
| NYKAA 26DEC2024 190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.05
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 170.50 | 0.45 | -0.10 | 36.99 | 190 | -6 | 662 | |||
| 11 Dec | 169.91 | 0.55 | -0.45 | 39.24 | 1,020 | 184 | 668 | |||
| 10 Dec | 172.56 | 1 | 0.50 | 38.88 | 1,962 | 277 | 482 | |||
| 9 Dec | 166.04 | 0.5 | -0.25 | 40.90 | 214 | 38 | 203 | |||
| 6 Dec | 166.41 | 0.75 | 0.00 | 40.72 | 238 | 80 | 165 | |||
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| 5 Dec | 167.43 | 0.75 | -0.05 | 38.16 | 123 | -11 | 85 | |||
| 4 Dec | 169.10 | 0.8 | -0.35 | 35.95 | 425 | 18 | 96 | |||
| 3 Dec | 171.88 | 1.15 | -0.25 | 34.04 | 167 | 70 | 74 | |||
| 2 Dec | 171.21 | 1.4 | -1.65 | 37.55 | 4 | 2 | 2 | |||
| 29 Nov | 172.06 | 3.05 | 10.31 | 0 | 0 | 0 | ||||
For Fsn E Commerce Ventures - strike price 190 expiring on 26DEC2024
Delta for 190 CE is 0.08
Historical price for 190 CE is as follows
On 12 Dec NYKAA was trading at 170.50. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 36.99, the open interest changed by -6 which decreased total open position to 662
On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 39.24, the open interest changed by 184 which increased total open position to 668
On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 1, which was 0.50 higher than the previous day. The implied volatity was 38.88, the open interest changed by 277 which increased total open position to 482
On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 40.90, the open interest changed by 38 which increased total open position to 203
On 6 Dec NYKAA was trading at 166.41. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 40.72, the open interest changed by 80 which increased total open position to 165
On 5 Dec NYKAA was trading at 167.43. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 38.16, the open interest changed by -11 which decreased total open position to 85
On 4 Dec NYKAA was trading at 169.10. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 35.95, the open interest changed by 18 which increased total open position to 96
On 3 Dec NYKAA was trading at 171.88. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 34.04, the open interest changed by 70 which increased total open position to 74
On 2 Dec NYKAA was trading at 171.21. The strike last trading price was 1.4, which was -1.65 lower than the previous day. The implied volatity was 37.55, the open interest changed by 2 which increased total open position to 2
On 29 Nov NYKAA was trading at 172.06. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was 10.31, the open interest changed by 0 which decreased total open position to 0
| NYKAA 26DEC2024 190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.08
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 170.50 | 20 | 3.30 | 48.98 | 1 | 0 | 3 |
| 11 Dec | 169.91 | 16.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 172.56 | 16.7 | -9.55 | 30.77 | 2 | 1 | 2 |
| 9 Dec | 166.04 | 26.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 166.41 | 26.25 | 8.25 | 72.54 | 1 | 0 | 0 |
| 5 Dec | 167.43 | 18 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 169.10 | 18 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 171.88 | 18 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 171.21 | 18 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 172.06 | 18 | - | 0 | 0 | 0 | |
For Fsn E Commerce Ventures - strike price 190 expiring on 26DEC2024
Delta for 190 PE is -0.85
Historical price for 190 PE is as follows
On 12 Dec NYKAA was trading at 170.50. The strike last trading price was 20, which was 3.30 higher than the previous day. The implied volatity was 48.98, the open interest changed by 0 which decreased total open position to 3
On 11 Dec NYKAA was trading at 169.91. The strike last trading price was 16.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec NYKAA was trading at 172.56. The strike last trading price was 16.7, which was -9.55 lower than the previous day. The implied volatity was 30.77, the open interest changed by 1 which increased total open position to 2
On 9 Dec NYKAA was trading at 166.04. The strike last trading price was 26.25, 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 6 Dec NYKAA was trading at 166.41. The strike last trading price was 26.25, which was 8.25 higher than the previous day. The implied volatity was 72.54, 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 18, 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 4 Dec NYKAA was trading at 169.10. The strike last trading price was 18, 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 3 Dec NYKAA was trading at 171.88. The strike last trading price was 18, 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 2 Dec NYKAA was trading at 171.21. The strike last trading price was 18, 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 18, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
