NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.15
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 7.05 | -1.65 | 24.91 | 236 | -30 | 457 | |||||||||
| 14 Sept | 239.17 | 5.25 | 0.15 | 25.34 | 1,745 | 65 | 754 | |||||||||
For Fsn E Commerce Ventures - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.69
Historical price for 240 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 7.05, which was -1.65 lower than the previous day. The implied volatity was 24.91, the open interest changed by -30 which decreased total open position to 457
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 5.25, which was 0.15 higher than the previous day. The implied volatity was 25.34, the open interest changed by 65 which increased total open position to 754
| NYKAA 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.15
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 2.25 | 0.2 | 25.39 | 514 | -39 | 415 |
| 14 Sept | 239.17 | 5.95 | -1.15 | 27.62 | 322 | 29 | 430 |
For Fsn E Commerce Ventures - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.32
Historical price for 240 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 2.25, which was 0.2 higher than the previous day. The implied volatity was 25.39, the open interest changed by -39 which decreased total open position to 415
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 5.95, which was -1.15 lower than the previous day. The implied volatity was 27.62, the open interest changed by 29 which increased total open position to 430
