NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.93
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 20 | -5.85 | 28.80 | 754 | 39 | 1,645 | |||||||||
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| 14 Sept | 1360.60 | 20.5 | -5.7 | 27.25 | 604 | 31 | 986 | |||||||||
| 17 Aug | 1365.40 | 48.3 | 12.3 | 27.69 | 69 | 26 | 43 | |||||||||
For Info Edge (I) Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.41
Historical price for 1400 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 20, which was -5.85 lower than the previous day. The implied volatity was 28.80, the open interest changed by 39 which increased total open position to 1645
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 20.5, which was -5.7 lower than the previous day. The implied volatity was 27.25, the open interest changed by 31 which increased total open position to 986
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 48.3, which was 12.3 higher than the previous day. The implied volatity was 27.69, the open interest changed by 26 which increased total open position to 43
| NAUKRI 30SEP2025 1400 PE | |||||||
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Delta: -0.58
Vega: 0.94
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 38.95 | 4.45 | 30.90 | 29 | -2 | 328 |
| 14 Sept | 1360.60 | 53.65 | 4.6 | 30.23 | 76 | -1 | 258 |
| 17 Aug | 1365.40 | 69 | -32 | 31.67 | 3 | 3 | 12 |
For Info Edge (I) Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.58
Historical price for 1400 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 38.95, which was 4.45 higher than the previous day. The implied volatity was 30.90, the open interest changed by -2 which decreased total open position to 328
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 53.65, which was 4.6 higher than the previous day. The implied volatity was 30.23, the open interest changed by -1 which decreased total open position to 258
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 69, which was -32 lower than the previous day. The implied volatity was 31.67, the open interest changed by 3 which increased total open position to 12
