NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1300 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.48
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 87.25 | -4.75 | 31.14 | 1 | 0 | 52 | |||||||||
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| 14 Sept | 1360.60 | 75 | -8.15 | 22.79 | 18 | -3 | 56 | |||||||||
For Info Edge (I) Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.88
Historical price for 1300 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 87.25, which was -4.75 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 52
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 75, which was -8.15 lower than the previous day. The implied volatity was 22.79, the open interest changed by -3 which decreased total open position to 56
| NAUKRI 30SEP2025 1300 PE | |||||||
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Delta: -0.12
Vega: 0.47
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 4.2 | 0.35 | 30.43 | 207 | 16 | 436 |
| 14 Sept | 1360.60 | 10.1 | 0.45 | 29.13 | 40 | 5 | 360 |
For Info Edge (I) Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.12
Historical price for 1300 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 4.2, which was 0.35 higher than the previous day. The implied volatity was 30.43, the open interest changed by 16 which increased total open position to 436
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 10.1, which was 0.45 higher than the previous day. The implied volatity was 29.13, the open interest changed by 5 which increased total open position to 360
