NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 232.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.09
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 13.2 | -1.8 | 28.06 | 19 | 7 | 61 | |||||||||
| 14 Sept | 239.17 | 9.7 | 0.65 | 25.52 | 23 | 6 | 60 | |||||||||
For Fsn E Commerce Ventures - strike price 232.5 expiring on 30SEP2025
Delta for 232.5 CE is 0.86
Historical price for 232.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 13.2, which was -1.8 lower than the previous day. The implied volatity was 28.06, the open interest changed by 7 which increased total open position to 61
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 9.7, which was 0.65 higher than the previous day. The implied volatity was 25.52, the open interest changed by 6 which increased total open position to 60
| NYKAA 30SEP2025 232.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.09
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 0.8 | 0.05 | 27.51 | 21 | -4 | 76 |
| 14 Sept | 239.17 | 2.85 | -0.8 | 27.69 | 50 | -1 | 101 |
For Fsn E Commerce Ventures - strike price 232.5 expiring on 30SEP2025
Delta for 232.5 PE is -0.13
Historical price for 232.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 27.51, the open interest changed by -4 which decreased total open position to 76
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 2.85, which was -0.8 lower than the previous day. The implied volatity was 27.69, the open interest changed by -1 which decreased total open position to 101
