NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.33
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 64.25 | -12.75 | 18.69 | 7 | 1 | 33 | |||||||||
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| 14 Sept | 1360.60 | 59.1 | -11.9 | 22.92 | 7 | -1 | 23 | |||||||||
For Info Edge (I) Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.93
Historical price for 1320 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 64.25, which was -12.75 lower than the previous day. The implied volatity was 18.69, the open interest changed by 1 which increased total open position to 33
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 59.1, which was -11.9 lower than the previous day. The implied volatity was 22.92, the open interest changed by -1 which decreased total open position to 23
| NAUKRI 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.62
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 6.85 | 0.45 | 29.58 | 116 | 38 | 342 |
| 14 Sept | 1360.60 | 16 | 1.95 | 29.96 | 59 | 18 | 143 |
For Info Edge (I) Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.18
Historical price for 1320 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 6.85, which was 0.45 higher than the previous day. The implied volatity was 29.58, the open interest changed by 38 which increased total open position to 342
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 16, which was 1.95 higher than the previous day. The implied volatity was 29.96, the open interest changed by 18 which increased total open position to 143
