NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 242.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.16
Theta: -0.22
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 5.45 | -1.4 | 24.68 | 113 | -4 | 114 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 239.17 | 4.1 | 0.1 | 25.15 | 316 | 50 | 178 | |||||||||
For Fsn E Commerce Ventures - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 CE is 0.60
Historical price for 242.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 5.45, which was -1.4 lower than the previous day. The implied volatity was 24.68, the open interest changed by -4 which decreased total open position to 114
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 25.15, the open interest changed by 50 which increased total open position to 178
| NYKAA 30SEP2025 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.16
Theta: -0.16
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 3.2 | 0.45 | 25.47 | 186 | -1 | 74 |
| 14 Sept | 239.17 | 7.55 | -0.95 | 28.71 | 22 | -7 | 56 |
For Fsn E Commerce Ventures - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 PE is -0.40
Historical price for 242.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was 25.47, the open interest changed by -1 which decreased total open position to 74
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 7.55, which was -0.95 lower than the previous day. The implied volatity was 28.71, the open interest changed by -7 which decreased total open position to 56
