NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1340 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.74
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 52 | -9.15 | 26.55 | 7 | 1 | 109 | |||||||||
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| 14 Sept | 1360.60 | 48.55 | -8.2 | 26.20 | 45 | -4 | 96 | |||||||||
| 17 Aug | 1365.40 | 79.4 | 24 | 27.54 | 3 | 1 | 5 | |||||||||
For Info Edge (I) Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.76
Historical price for 1340 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 52, which was -9.15 lower than the previous day. The implied volatity was 26.55, the open interest changed by 1 which increased total open position to 109
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 48.55, which was -8.2 lower than the previous day. The implied volatity was 26.20, the open interest changed by -4 which decreased total open position to 96
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 79.4, which was 24 higher than the previous day. The implied volatity was 27.54, the open interest changed by 1 which increased total open position to 5
| NAUKRI 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.78
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 11.4 | 0.95 | 29.48 | 60 | -11 | 234 |
| 14 Sept | 1360.60 | 21.55 | 1.7 | 28.88 | 132 | 18 | 232 |
| 17 Aug | 1365.40 | 60 | 0 | 2.71 | 0 | 0 | 0 |
For Info Edge (I) Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.26
Historical price for 1340 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 11.4, which was 0.95 higher than the previous day. The implied volatity was 29.48, the open interest changed by -11 which decreased total open position to 234
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 21.55, which was 1.7 higher than the previous day. The implied volatity was 28.88, the open interest changed by 18 which increased total open position to 232
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
