CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.77
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1242.20 | 36.2 | -9 | 25.47 | 38 | -3 | 163 | |||||||||
| 14 Sept | 1227.00 | 38.85 | -4.15 | 28.33 | 358 | -12 | 354 | |||||||||
| 17 Aug | 1173.00 | 91.45 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
For Cyient Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.68
Historical price for 1220 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 36.2, which was -9 lower than the previous day. The implied volatity was 25.47, the open interest changed by -3 which decreased total open position to 163
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 38.85, which was -4.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by -12 which decreased total open position to 354
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 91.45, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
| CYIENT 30SEP2025 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.78
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 13.7 | 1.8 | 28.27 | 248 | -6 | 234 |
| 14 Sept | 1227.00 | 23.15 | -0.85 | 27.86 | 122 | 12 | 183 |
| 17 Aug | 1173.00 | 93.5 | 0 | - | 0 | 0 | 0 |
For Cyient Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.33
Historical price for 1220 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 13.7, which was 1.8 higher than the previous day. The implied volatity was 28.27, the open interest changed by -6 which decreased total open position to 234
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 23.15, which was -0.85 lower than the previous day. The implied volatity was 27.86, the open interest changed by 12 which increased total open position to 183
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 93.5, 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
