CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.60
Theta: -0.97
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1242.20 | 51 | -8.4 | 25.85 | 34 | -14 | 183 | |||||||||
| 14 Sept | 1227.00 | 51.9 | -4.2 | 29.13 | 102 | -19 | 354 | |||||||||
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| 17 Aug | 1173.00 | 41.45 | 2.7 | 28.23 | 13 | 7 | 21 | |||||||||
For Cyient Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.80
Historical price for 1200 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 51, which was -8.4 lower than the previous day. The implied volatity was 25.85, the open interest changed by -14 which decreased total open position to 183
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 51.9, which was -4.2 lower than the previous day. The implied volatity was 29.13, the open interest changed by -19 which decreased total open position to 354
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 41.45, which was 2.7 higher than the previous day. The implied volatity was 28.23, the open interest changed by 7 which increased total open position to 21
| CYIENT 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.64
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 8.1 | 0.6 | 28.59 | 124 | -30 | 315 |
| 14 Sept | 1227.00 | 16.2 | -1.45 | 28.52 | 121 | 23 | 306 |
| 17 Aug | 1173.00 | 76.1 | 0 | - | 0 | 0 | 0 |
For Cyient Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.22
Historical price for 1200 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 8.1, which was 0.6 higher than the previous day. The implied volatity was 28.59, the open interest changed by -30 which decreased total open position to 315
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 16.2, which was -1.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 23 which increased total open position to 306
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 76.1, 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
