NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.08
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 0.55 | -0.5 | 27.04 | 286 | 2 | 420 | |||||||||
| 14 Sept | 239.17 | 0.75 | 0 | 28.52 | 63 | -1 | 342 | |||||||||
For Fsn E Commerce Ventures - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.10
Historical price for 260 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 27.04, the open interest changed by 2 which increased total open position to 420
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 28.52, the open interest changed by -1 which decreased total open position to 342
| NYKAA 30SEP2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 14 | -0.25 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 239.17 | 21.3 | -1.85 | 32.51 | 5 | -3 | 11 |
For Fsn E Commerce Ventures - strike price 260 expiring on 30SEP2025
Delta for 260 PE is 0.00
Historical price for 260 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 14, which was -0.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 21.3, which was -1.85 lower than the previous day. The implied volatity was 32.51, the open interest changed by -3 which decreased total open position to 11
