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

170.9 0.99 (0.58%)

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Historical option data for NYKAA

12 Dec 2024 10:24 AM IST
NYKAA 26DEC2024 190 CE
Delta: 0.09
Vega: 0.05
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 0.5 -0.05 37.29 196 -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
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 0.09

Historical price for 190 CE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.29, 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: -0.82
Vega: 0.09
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 170.90 20 3.30 52.90 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 -0.82

Historical price for 190 PE is as follows

On 12 Dec NYKAA was trading at 170.90. The strike last trading price was 20, which was 3.30 higher than the previous day. The implied volatity was 52.90, 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