NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.06
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 15.2 | -2 | 25.31 | 31 | -6 | 312 | |||||||||
| 14 Sept | 239.17 | 11.4 | 0.65 | 24.79 | 124 | -10 | 397 | |||||||||
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| 17 Aug | 215.14 | 3 | -0.35 | 24.03 | 1 | 1 | 5 | |||||||||
For Fsn E Commerce Ventures - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.93
Historical price for 230 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 15.2, which was -2 lower than the previous day. The implied volatity was 25.31, the open interest changed by -6 which decreased total open position to 312
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 11.4, which was 0.65 higher than the previous day. The implied volatity was 24.79, the open interest changed by -10 which decreased total open position to 397
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by 1 which increased total open position to 5
| NYKAA 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.07
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 0.55 | -0.05 | 28.22 | 100 | -14 | 391 |
| 14 Sept | 239.17 | 2.25 | -0.65 | 28.40 | 207 | 7 | 375 |
| 17 Aug | 215.14 | 28.25 | 0 | - | 0 | 0 | 0 |
For Fsn E Commerce Ventures - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.10
Historical price for 230 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by -14 which decreased total open position to 391
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 28.40, the open interest changed by 7 which increased total open position to 375
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 28.25, 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
