CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.26
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1242.20 | 86 | -22.5 | 26.54 | 165 | -111 | 59 | |||||||||
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| 14 Sept | 1227.00 | 79.55 | -2.5 | 25.69 | 7 | -1 | 176 | |||||||||
| 17 Aug | 1173.00 | 215.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Cyient Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.94
Historical price for 1160 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 86, which was -22.5 lower than the previous day. The implied volatity was 26.54, the open interest changed by -111 which decreased total open position to 59
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 79.55, which was -2.5 lower than the previous day. The implied volatity was 25.69, the open interest changed by -1 which decreased total open position to 176
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 215.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CYIENT 30SEP2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.36
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 3 | -0.2 | 31.36 | 71 | 27 | 145 |
| 14 Sept | 1227.00 | 6.95 | -1.75 | 29.41 | 23 | 6 | 166 |
| 17 Aug | 1173.00 | 61.1 | 0 | 1.83 | 0 | 0 | 0 |
For Cyient Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.09
Historical price for 1160 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was 31.36, the open interest changed by 27 which increased total open position to 145
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 6.95, which was -1.75 lower than the previous day. The implied volatity was 29.41, the open interest changed by 6 which increased total open position to 166
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
