NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 247.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.16
Theta: -0.21
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 3.05 | -1.35 | 24.86 | 485 | -5 | 150 | |||||||||
| 14 Sept | 239.17 | 2.65 | 0.15 | 26.47 | 43 | -5 | 70 | |||||||||
For Fsn E Commerce Ventures - strike price 247.5 expiring on 30SEP2025
Delta for 247.5 CE is 0.41
Historical price for 247.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 24.86, the open interest changed by -5 which decreased total open position to 150
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 26.47, the open interest changed by -5 which decreased total open position to 70
| NYKAA 30SEP2025 247.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.16
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 5.7 | 0.65 | 25.13 | 131 | 6 | 46 |
| 14 Sept | 239.17 | 10.6 | -1.5 | 27.90 | 13 | -6 | 14 |
For Fsn E Commerce Ventures - strike price 247.5 expiring on 30SEP2025
Delta for 247.5 PE is -0.59
Historical price for 247.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 5.7, which was 0.65 higher than the previous day. The implied volatity was 25.13, the open interest changed by 6 which increased total open position to 46
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 10.6, which was -1.5 lower than the previous day. The implied volatity was 27.90, the open interest changed by -6 which decreased total open position to 14
