NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 237.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.14
Theta: -0.24
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 9.5 | -1.2 | 29.87 | 29 | -2 | 57 | |||||||||
| 14 Sept | 239.17 | 6.45 | 0.25 | 24.90 | 138 | -9 | 85 | |||||||||
For Fsn E Commerce Ventures - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 CE is 0.73
Historical price for 237.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 9.5, which was -1.2 lower than the previous day. The implied volatity was 29.87, the open interest changed by -2 which decreased total open position to 57
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 24.90, the open interest changed by -9 which decreased total open position to 85
| NYKAA 30SEP2025 237.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.13
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 1.55 | 0.1 | 25.56 | 46 | 2 | 86 |
| 14 Sept | 239.17 | 4.6 | -1.15 | 26.92 | 131 | 3 | 87 |
For Fsn E Commerce Ventures - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 PE is -0.24
Historical price for 237.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 86
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 4.6, which was -1.15 lower than the previous day. The implied volatity was 26.92, the open interest changed by 3 which increased total open position to 87
