Historical option data for NYKAA
29 Jun 2026 10:50 AM IST
| NYKAA 28-Jul-2026 (27d) 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0
Theta: -0.21
Gamma: 0.0138
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 304.85 | 12 | 2 (20.00%) | 33.23 | 25 | 4 | 89 | |||||||||
| 25 Jun | 301.35 | 10.45 | -2.55 (-19.62%) | 31.5 | 50 | 6 | 84 | |||||||||
| 24 Jun | 306.50 | 13.2 | 1.2 (10.00%) | 30.87 | 60 | 4 | 78 | |||||||||
| 23 Jun | 303.05 | 11.1 | -0.9 (-7.50%) | 29.53 | 65 | 6 | 75 | |||||||||
| 22 Jun | 304.35 | 12 | 0 (0.00%) | 30.04 | 75 | 44 | 70 | |||||||||
| 19 Jun | 302.30 | 11.8 | 2.8 (31.11%) | 30.76 | 35 | 26 | 26 | |||||||||
For Fsn E Commerce Ventures - strike price 305 expiring on 28JUL2026
Delta for 305 CE is 0.53
Historical price for 305 CE is as follows
On 29 Jun NYKAA was trading at 304.85. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 33.23, the open interest changed by 4 which increased total open position to 89
On 25 Jun NYKAA was trading at 301.35. The strike last trading price was 10.45, which was -2.55 lower than the previous day. The implied volatity was 31.5, the open interest changed by 6 which increased total open position to 84
On 24 Jun NYKAA was trading at 306.50. The strike last trading price was 13.2, which was 1.2 higher than the previous day. The implied volatity was 30.87, the open interest changed by 4 which increased total open position to 78
On 23 Jun NYKAA was trading at 303.05. The strike last trading price was 11.1, which was -0.9 lower than the previous day. The implied volatity was 29.53, the open interest changed by 6 which increased total open position to 75
On 22 Jun NYKAA was trading at 304.35. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 30.04, the open interest changed by 44 which increased total open position to 70
On 19 Jun NYKAA was trading at 302.30. The strike last trading price was 11.8, which was 2.8 higher than the previous day. The implied volatity was 30.76, the open interest changed by 26 which increased total open position to 26
| NYKAA 28-Jul-2026 (27d) 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0
Theta: -0.16
Gamma: 0.01407
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 304.85 | 10.7 | -1.95 (-15.42%) | 32.58 | 36 | 20 | 42 |
| 25 Jun | 301.35 | 12.55 | 2.45 (24.26%) | 31.44 | 8 | 1 | 20 |
| 24 Jun | 306.50 | 10.2 | -1.9 (-15.70%) | 31.06 | 36 | 5 | 19 |
| 23 Jun | 303.05 | 12.2 | 2.25 (22.61%) | 32.57 | 12 | 8 | 13 |
| 22 Jun | 304.35 | 9.95 | -2.95 (-22.87%) | 27.26 | 5 | 4 | 6 |
| 19 Jun | 302.30 | 12.9 | -26.16 (-66.97%) | 31.47 | 2 | 1 | 1 |
For Fsn E Commerce Ventures - strike price 305 expiring on 28JUL2026
Delta for 305 PE is -0.47
Historical price for 305 PE is as follows
On 29 Jun NYKAA was trading at 304.85. The strike last trading price was 10.7, which was -1.95 lower than the previous day. The implied volatity was 32.58, the open interest changed by 20 which increased total open position to 42
On 25 Jun NYKAA was trading at 301.35. The strike last trading price was 12.55, which was 2.45 higher than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 20
On 24 Jun NYKAA was trading at 306.50. The strike last trading price was 10.2, which was -1.9 lower than the previous day. The implied volatity was 31.06, the open interest changed by 5 which increased total open position to 19
On 23 Jun NYKAA was trading at 303.05. The strike last trading price was 12.2, which was 2.25 higher than the previous day. The implied volatity was 32.57, the open interest changed by 8 which increased total open position to 13
On 22 Jun NYKAA was trading at 304.35. The strike last trading price was 9.95, which was -2.95 lower than the previous day. The implied volatity was 27.26, the open interest changed by 4 which increased total open position to 6
On 19 Jun NYKAA was trading at 302.30. The strike last trading price was 12.9, which was -26.16 lower than the previous day. The implied volatity was 31.47, the open interest changed by 1 which increased total open position to 1
