NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 28OCT2025 240 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.29
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 10.5 | -0.7 | 21.08 | 14 | 0 | 29 | |||||||||
| 14 Sept | 239.17 | 10.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 215.14 | 6.5 | 0 | 6.53 | 0 | 0 | 0 | |||||||||
For Fsn E Commerce Ventures - strike price 240 expiring on 28OCT2025
Delta for 240 CE is 0.67
Historical price for 240 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 10.5, which was -0.7 lower than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 29
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 10.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
| NYKAA 28OCT2025 240 PE | |||||||
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Delta: -0.38
Vega: 0.30
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 8.2 | 0.35 | 35.80 | 2 | 1 | 11 |
| 14 Sept | 239.17 | 12.65 | -0.3 | 39.93 | 1 | -1 | 16 |
| 17 Aug | 215.14 | 0 | 0 | - | 0 | 0 | 0 |
For Fsn E Commerce Ventures - strike price 240 expiring on 28OCT2025
Delta for 240 PE is -0.38
Historical price for 240 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 8.2, which was 0.35 higher than the previous day. The implied volatity was 35.80, the open interest changed by 1 which increased total open position to 11
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 12.65, which was -0.3 lower than the previous day. The implied volatity was 39.93, the open interest changed by -1 which decreased total open position to 16
On 17 Aug NYKAA was trading at 215.14. The strike last trading price was 0, 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
