NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.15
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 2.25 | -1.05 | 25.35 | 1,135 | 89 | 986 | |||||||||
| 14 Sept | 239.17 | 2 | -0.05 | 26.40 | 466 | -4 | 723 | |||||||||
For Fsn E Commerce Ventures - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.33
Historical price for 250 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 25.35, the open interest changed by 89 which increased total open position to 986
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 26.40, the open interest changed by -4 which decreased total open position to 723
| NYKAA 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.15
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 7.55 | 1.2 | 26.66 | 79 | -12 | 67 |
| 14 Sept | 239.17 | 12.5 | -2 | 28.34 | 20 | -1 | 68 |
For Fsn E Commerce Ventures - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.66
Historical price for 250 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 7.55, which was 1.2 higher than the previous day. The implied volatity was 26.66, the open interest changed by -12 which decreased total open position to 67
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 12.5, which was -2 lower than the previous day. The implied volatity was 28.34, the open interest changed by -1 which decreased total open position to 68
