NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.11
Theta: -0.14
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 243.62 | 1.05 | -0.9 | 25.24 | 694 | -9 | 503 | |||||||||
| 14 Sept | 239.17 | 1.2 | -0.05 | 27.25 | 94 | -20 | 426 | |||||||||
For Fsn E Commerce Ventures - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.18
Historical price for 255 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was 25.24, the open interest changed by -9 which decreased total open position to 503
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 27.25, the open interest changed by -20 which decreased total open position to 426
| NYKAA 30SEP2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.11
Theta: -0.07
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 11.15 | 0.8 | 25.40 | 6 | 0 | 24 |
| 14 Sept | 239.17 | 18.15 | 0 | 0.00 | 0 | 0 | 0 |
For Fsn E Commerce Ventures - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.81
Historical price for 255 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 11.15, which was 0.8 higher than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 24
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
