NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.89
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 39.5 | -7.6 | 27.98 | 263 | 12 | 441 | |||||||||
| 14 Sept | 1360.60 | 37 | -7.6 | 26.35 | 450 | 118 | 416 | |||||||||
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| 17 Aug | 1365.40 | 76.6 | 28.95 | 32.54 | 7 | 5 | 8 | |||||||||
For Info Edge (I) Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.64
Historical price for 1360 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 39.5, which was -7.6 lower than the previous day. The implied volatity was 27.98, the open interest changed by 12 which increased total open position to 441
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 37, which was -7.6 lower than the previous day. The implied volatity was 26.35, the open interest changed by 118 which increased total open position to 416
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 76.6, which was 28.95 higher than the previous day. The implied volatity was 32.54, the open interest changed by 5 which increased total open position to 8
| NAUKRI 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.90
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 17.8 | 1.6 | 29.32 | 204 | -52 | 435 |
| 14 Sept | 1360.60 | 30.35 | 2 | 29.23 | 135 | 9 | 408 |
| 17 Aug | 1365.40 | 46.35 | -19.65 | 30.25 | 2 | 0 | 3 |
For Info Edge (I) Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.36
Historical price for 1360 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 17.8, which was 1.6 higher than the previous day. The implied volatity was 29.32, the open interest changed by -52 which decreased total open position to 435
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 30.35, which was 2 higher than the previous day. The implied volatity was 29.23, the open interest changed by 9 which increased total open position to 408
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 46.35, which was -19.65 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 3
