NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 225 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.09
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 20.95 | -1 | 43.06 | 2 | -1 | 61 | |||||||||
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| 14 Sept | 239.17 | 15.8 | 1 | 27.57 | 17 | 7 | 63 | |||||||||
| 17 Aug | 215.14 | 5.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Fsn E Commerce Ventures - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.88
Historical price for 225 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 20.95, which was -1 lower than the previous day. The implied volatity was 43.06, the open interest changed by -1 which decreased total open position to 61
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 15.8, which was 1 higher than the previous day. The implied volatity was 27.57, the open interest changed by 7 which increased total open position to 63
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 5.6, 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
| NYKAA 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.05
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 0.3 | -0.05 | 30.76 | 83 | -22 | 130 |
| 14 Sept | 239.17 | 1.3 | -0.45 | 29.25 | 84 | -26 | 208 |
| 17 Aug | 215.14 | 24.8 | 0 | - | 0 | 0 | 0 |
For Fsn E Commerce Ventures - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.05
Historical price for 225 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 30.76, the open interest changed by -22 which decreased total open position to 130
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 29.25, the open interest changed by -26 which decreased total open position to 208
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 24.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
