NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 257.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.09
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 0.75 | -0.75 | 25.94 | 43 | 16 | 60 | |||||||||
| 14 Sept | 239.17 | 0.95 | 0.05 | 27.90 | 5 | -1 | 40 | |||||||||
For Fsn E Commerce Ventures - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 CE is 0.14
Historical price for 257.5 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 25.94, the open interest changed by 16 which increased total open position to 60
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 27.90, the open interest changed by -1 which decreased total open position to 40
| NYKAA 30SEP2025 257.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.05
Theta: 0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 12.75 | 0.9 | 17.93 | 17 | 9 | 30 |
| 14 Sept | 239.17 | 21.9 | 3.65 | 49.71 | 10 | 2 | 14 |
For Fsn E Commerce Ventures - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 PE is -0.94
Historical price for 257.5 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 12.75, which was 0.9 higher than the previous day. The implied volatity was 17.93, the open interest changed by 9 which increased total open position to 30
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 21.9, which was 3.65 higher than the previous day. The implied volatity was 49.71, the open interest changed by 2 which increased total open position to 14
