CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.83
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1242.20 | 15.95 | -6.1 | 26.31 | 813 | 31 | 790 | |||||||||
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| 14 Sept | 1227.00 | 21.05 | -3.65 | 28.96 | 440 | 95 | 464 | |||||||||
| 17 Aug | 1173.00 | 74.65 | 0 | 4.60 | 0 | 0 | 0 | |||||||||
For Cyient Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.40
Historical price for 1260 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 15.95, which was -6.1 lower than the previous day. The implied volatity was 26.31, the open interest changed by 31 which increased total open position to 790
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 21.05, which was -3.65 lower than the previous day. The implied volatity was 28.96, the open interest changed by 95 which increased total open position to 464
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 74.65, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
| CYIENT 30SEP2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.84
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 31.5 | 3.2 | 26.72 | 163 | -32 | 207 |
| 14 Sept | 1227.00 | 45.25 | 2.25 | 28.58 | 15 | -2 | 75 |
| 17 Aug | 1173.00 | 116.25 | 0 | - | 0 | 0 | 0 |
For Cyient Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.59
Historical price for 1260 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 31.5, which was 3.2 higher than the previous day. The implied volatity was 26.72, the open interest changed by -32 which decreased total open position to 207
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 45.25, which was 2.25 higher than the previous day. The implied volatity was 28.58, the open interest changed by -2 which decreased total open position to 75
On 17 Aug CYIENT was trading at 1173.00. The strike last trading price was 116.25, 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
