NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 227.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.06
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 17.85 | -1.8 | 31.28 | 7 | -2 | 72 | |||||||||
| 14 Sept | 239.17 | 13.45 | 0.55 | 25.33 | 7 | -2 | 84 | |||||||||
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| 17 Aug | 215.14 | 7 | 0 | 3.74 | 0 | 0 | 0 | |||||||||
For Fsn E Commerce Ventures - strike price 227.5 expiring on 30SEP2025
Delta for 227.5 CE is 0.92
Historical price for 227.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 17.85, which was -1.8 lower than the previous day. The implied volatity was 31.28, the open interest changed by -2 which decreased total open position to 72
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 13.45, which was 0.55 higher than the previous day. The implied volatity was 25.33, the open interest changed by -2 which decreased total open position to 84
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
| NYKAA 30SEP2025 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.06
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 0.45 | 0 | 30.24 | 26 | 0 | 137 |
| 14 Sept | 239.17 | 1.7 | -0.55 | 28.68 | 30 | -4 | 144 |
| 17 Aug | 215.14 | 22.6 | 0 | - | 0 | 0 | 0 |
For Fsn E Commerce Ventures - strike price 227.5 expiring on 30SEP2025
Delta for 227.5 PE is -0.08
Historical price for 227.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 137
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 28.68, the open interest changed by -4 which decreased total open position to 144
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 22.6, 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
