NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 252.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.13
Theta: -0.17
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 243.62 | 1.55 | -1.15 | 25.20 | 149 | 14 | 107 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 239.17 | 1.6 | 0 | 27.14 | 16 | -8 | 71 | |||||||||
For Fsn E Commerce Ventures - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 CE is 0.25
Historical price for 252.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 1.55, which was -1.15 lower than the previous day. The implied volatity was 25.20, the open interest changed by 14 which increased total open position to 107
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 27.14, the open interest changed by -8 which decreased total open position to 71
| NYKAA 30SEP2025 252.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.12
Theta: -0.06
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 8.65 | 0.55 | 21.40 | 7 | 2 | 13 |
| 14 Sept | 239.17 | 14.95 | -1.85 | 31.52 | 9 | 1 | 8 |
For Fsn E Commerce Ventures - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 PE is -0.79
Historical price for 252.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 8.65, which was 0.55 higher than the previous day. The implied volatity was 21.40, the open interest changed by 2 which increased total open position to 13
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 14.95, which was -1.85 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 8
