NYKAA
Fsn E Commerce Ventures
Historical option data for NYKAA
21 Sep 2025 04:14 PM IST
| NYKAA 30SEP2025 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 243.62 | 0.2 | -0.15 | 31.29 | 35 | -12 | 111 | |||||||||
| 14 Sept | 239.17 | 0.25 | -0.1 | 29.96 | 25 | 3 | 155 | |||||||||
For Fsn E Commerce Ventures - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.04
Historical price for 270 CE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 31.29, the open interest changed by -12 which decreased total open position to 111
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 29.96, the open interest changed by 3 which increased total open position to 155
| NYKAA 30SEP2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.06
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 243.62 | 25.5 | -7.25 | 37.03 | 2 | -2 | 15 |
| 14 Sept | 239.17 | 32.75 | 0 | 0.00 | 0 | 0 | 0 |
For Fsn E Commerce Ventures - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.93
Historical price for 270 PE is as follows
On 21 Sept NYKAA was trading at 243.62. The strike last trading price was 25.5, which was -7.25 lower than the previous day. The implied volatity was 37.03, the open interest changed by -2 which decreased total open position to 15
On 14 Sept NYKAA was trading at 239.17. The strike last trading price was 32.75, 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
