NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
21 Sep 2025 04:13 PM IST
| NAUKRI 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.40
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1376.10 | 3.55 | -1 | 34.71 | 545 | 124 | 1,622 | |||||||||
| 14 Sept | 1360.60 | 4.9 | -1.55 | 32.05 | 633 | 190 | 1,568 | |||||||||
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| 17 Aug | 1365.40 | 20.95 | 6.45 | 30.05 | 38 | 10 | 38 | |||||||||
For Info Edge (I) Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.09
Historical price for 1500 CE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 3.55, which was -1 lower than the previous day. The implied volatity was 34.71, the open interest changed by 124 which increased total open position to 1622
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was 32.05, the open interest changed by 190 which increased total open position to 1568
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 20.95, which was 6.45 higher than the previous day. The implied volatity was 30.05, the open interest changed by 10 which increased total open position to 38
| NAUKRI 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.44
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1376.10 | 121 | 3.85 | 36.53 | 5 | -1 | 37 |
| 14 Sept | 1360.60 | 140.3 | 7.35 | 41.20 | 4 | 2 | 36 |
| 17 Aug | 1365.40 | 182 | 0 | 0.00 | 0 | 0 | 0 |
For Info Edge (I) Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.89
Historical price for 1500 PE is as follows
On 21 Sept NAUKRI was trading at 1376.10. The strike last trading price was 121, which was 3.85 higher than the previous day. The implied volatity was 36.53, the open interest changed by -1 which decreased total open position to 37
On 14 Sept NAUKRI was trading at 1360.60. The strike last trading price was 140.3, which was 7.35 higher than the previous day. The implied volatity was 41.20, the open interest changed by 2 which increased total open position to 36
On 17 Aug NAUKRI was trading at 1365.40. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
