NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.17
Theta: -0.22
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 4.1 | -1.35 | 24.58 | 783 | -102 | 333 | |||||||||
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| 14 Sept | 239.17 | 3.3 | 0.05 | 25.80 | 566 | -32 | 296 | |||||||||
For Fsn E Commerce Ventures - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.50
Historical price for 245 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 4.1, which was -1.35 lower than the previous day. The implied volatity was 24.58, the open interest changed by -102 which decreased total open position to 333
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was 25.80, the open interest changed by -32 which decreased total open position to 296
| NYKAA 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.17
Theta: -0.16
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 4.4 | 0.65 | 25.68 | 372 | 19 | 168 |
| 14 Sept | 239.17 | 9 | -1.3 | 28.32 | 28 | -6 | 97 |
For Fsn E Commerce Ventures - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.50
Historical price for 245 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 4.4, which was 0.65 higher than the previous day. The implied volatity was 25.68, the open interest changed by 19 which increased total open position to 168
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 9, which was -1.3 lower than the previous day. The implied volatity was 28.32, the open interest changed by -6 which decreased total open position to 97
