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Historical option data for NYKAA

22 Jun 2026 01:19 PM IST
NYKAA 28-Jul-2026 (36d) 300 CE
Delta: 0.58
Vega: 0
Theta: -0.18
Gamma: 0.01286
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 302.40 14.3 0.3 (2.14%) 31.86 96 18 132
19 Jun 302.30 14.6 1.6 (12.31%) 31.55 163 -54 113
18 Jun 298.10 13.1 7.1 (118.33%) 33.39 536 161 168
17 Jun 280.95 6.65 4.65 (232.50%) 34.01 9 4 5
16 Jun 272.15 2.5 0.5 (25.00%) - 1 0 1
15 Jun 272.80 2.5 0.5 (25.00%) - 1 0 1
12 Jun 273.50 2.5 0.5 (25.00%) 35.22 1 0 1
11 Jun 260.25 2.5 -7.32 (-74.54%) 35.22 1 1 1


For Fsn E Commerce Ventures - strike price 300 expiring on 28JUL2026

Delta for 300 CE is 0.58

Historical price for 300 CE is as follows

On 22 Jun NYKAA was trading at 302.40. The strike last trading price was 14.3, which was 0.3 higher than the previous day. The implied volatity was 31.86, the open interest changed by 18 which increased total open position to 132


On 19 Jun NYKAA was trading at 302.30. The strike last trading price was 14.6, which was 1.6 higher than the previous day. The implied volatity was 31.55, the open interest changed by -54 which decreased total open position to 113


On 18 Jun NYKAA was trading at 298.10. The strike last trading price was 13.1, which was 7.1 higher than the previous day. The implied volatity was 33.39, the open interest changed by 161 which increased total open position to 168


On 17 Jun NYKAA was trading at 280.95. The strike last trading price was 6.65, which was 4.65 higher than the previous day. The implied volatity was 34.01, the open interest changed by 4 which increased total open position to 5


On 16 Jun NYKAA was trading at 272.15. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Jun NYKAA was trading at 272.80. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Jun NYKAA was trading at 273.50. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 1


On 11 Jun NYKAA was trading at 260.25. The strike last trading price was 2.5, which was -7.32 lower than the previous day. The implied volatity was 35.22, the open interest changed by 1 which increased total open position to 1


NYKAA 28-Jul-2026 (36d) 300 PE
Delta: -0.42
Vega: 0
Theta: -0.12
Gamma: 0.01382
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 302.40 9 -1.05 (-10.45%) 29.48 67 5 77
19 Jun 302.30 10.05 -2.25 (-18.29%) 30.3 65 7 72
18 Jun 298.10 12.1 -23.3 (-65.82%) 30.39 123 64 64
17 Jun 280.95 0 0 - 0 0 0
16 Jun 272.15 0 0 - 0 0 0
15 Jun 272.80 0 0 - 0 0 0
12 Jun 273.50 0 0 - 0 0 0
11 Jun 260.25 0 0 - 0 0 0


For Fsn E Commerce Ventures - strike price 300 expiring on 28JUL2026

Delta for 300 PE is -0.42

Historical price for 300 PE is as follows

On 22 Jun NYKAA was trading at 302.40. The strike last trading price was 9, which was -1.05 lower than the previous day. The implied volatity was 29.48, the open interest changed by 5 which increased total open position to 77


On 19 Jun NYKAA was trading at 302.30. The strike last trading price was 10.05, which was -2.25 lower than the previous day. The implied volatity was 30.3, the open interest changed by 7 which increased total open position to 72


On 18 Jun NYKAA was trading at 298.10. The strike last trading price was 12.1, which was -23.3 lower than the previous day. The implied volatity was 30.39, the open interest changed by 64 which increased total open position to 64


On 17 Jun NYKAA was trading at 280.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jun NYKAA was trading at 272.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jun NYKAA was trading at 272.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NYKAA was trading at 273.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NYKAA was trading at 260.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0