NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.95
Theta: -1.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 28.15 | -7 | 27.94 | 354 | 9 | 531 | |||||||||
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| 14 Sept | 1360.60 | 27.6 | -6.65 | 26.62 | 828 | 0 | 583 | |||||||||
| 17 Aug | 1365.40 | 60.8 | -43.4 | 29.32 | 1 | 1 | 0 | |||||||||
For Info Edge (I) Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.53
Historical price for 1380 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 28.15, which was -7 lower than the previous day. The implied volatity was 27.94, the open interest changed by 9 which increased total open position to 531
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 27.6, which was -6.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 583
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 60.8, which was -43.4 lower than the previous day. The implied volatity was 29.32, the open interest changed by 1 which increased total open position to 0
| NAUKRI 30SEP2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.95
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 27.2 | 2.85 | 30.04 | 227 | -18 | 268 |
| 14 Sept | 1360.60 | 41.1 | 4.2 | 29.69 | 44 | 12 | 234 |
| 17 Aug | 1365.40 | 77.9 | 0 | 0.44 | 0 | 0 | 0 |
For Info Edge (I) Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.47
Historical price for 1380 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 27.2, which was 2.85 higher than the previous day. The implied volatity was 30.04, the open interest changed by -18 which decreased total open position to 268
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 41.1, which was 4.2 higher than the previous day. The implied volatity was 29.69, the open interest changed by 12 which increased total open position to 234
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 77.9, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
