NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.11
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 10.8 | -1.75 | 24.92 | 27 | 0 | 124 | |||||||||
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| 14 Sept | 239.17 | 7.85 | 0.2 | 24.49 | 143 | -15 | 151 | |||||||||
For Fsn E Commerce Ventures - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.83
Historical price for 235 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 10.8, which was -1.75 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 124
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 7.85, which was 0.2 higher than the previous day. The implied volatity was 24.49, the open interest changed by -15 which decreased total open position to 151
| NYKAA 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.11
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 1.1 | 0.05 | 26.38 | 101 | -9 | 219 |
| 14 Sept | 239.17 | 3.7 | -0.9 | 27.57 | 261 | 1 | 213 |
For Fsn E Commerce Ventures - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.18
Historical price for 235 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 26.38, the open interest changed by -9 which decreased total open position to 219
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 3.7, which was -0.9 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 213
