CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.85
Theta: -1.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1242.20 | 25 | -9.15 | 26.30 | 418 | 48 | 365 | |||||||||
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| 14 Sept | 1227.00 | 29.3 | -3.25 | 28.96 | 718 | -62 | 747 | |||||||||
| 17 Aug | 1173.00 | 46 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cyient Limited - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.54
Historical price for 1240 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 25, which was -9.15 lower than the previous day. The implied volatity was 26.30, the open interest changed by 48 which increased total open position to 365
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 29.3, which was -3.25 lower than the previous day. The implied volatity was 28.96, the open interest changed by -62 which decreased total open position to 747
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 46, 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
| CYIENT 30SEP2025 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.85
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 21.65 | 2.7 | 27.91 | 790 | -52 | 265 |
| 14 Sept | 1227.00 | 34 | 0.65 | 28.96 | 95 | 6 | 253 |
| 17 Aug | 1173.00 | 93.05 | 0 | - | 0 | 0 | 0 |
For Cyient Limited - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.46
Historical price for 1240 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 21.65, which was 2.7 higher than the previous day. The implied volatity was 27.91, the open interest changed by -52 which decreased total open position to 265
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 34, which was 0.65 higher than the previous day. The implied volatity was 28.96, the open interest changed by 6 which increased total open position to 253
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 93.05, 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
