CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 28OCT2025 1300 CE | ||||||||||||||||
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Delta: 0.38
Vega: 1.55
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1242.20 | 32 | -3.35 | 31.25 | 222 | 81 | 375 | |||||||||
| 14 Sept | 1227.00 | 27 | -2.95 | 27.87 | 6 | 3 | 27 | |||||||||
For Cyient Limited - strike price 1300 expiring on 28OCT2025
Delta for 1300 CE is 0.38
Historical price for 1300 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 32, which was -3.35 lower than the previous day. The implied volatity was 31.25, the open interest changed by 81 which increased total open position to 375
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 27, which was -2.95 lower than the previous day. The implied volatity was 27.87, the open interest changed by 3 which increased total open position to 27
| CYIENT 28OCT2025 1300 PE | |||||||
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Delta: -0.61
Vega: 1.56
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 81 | 4.95 | 33.71 | 13 | 8 | 80 |
| 14 Sept | 1227.00 | 92.6 | 3.6 | 34.61 | 1 | 0 | 3 |
For Cyient Limited - strike price 1300 expiring on 28OCT2025
Delta for 1300 PE is -0.61
Historical price for 1300 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 81, which was 4.95 higher than the previous day. The implied volatity was 33.71, the open interest changed by 8 which increased total open position to 80
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 92.6, which was 3.6 higher than the previous day. The implied volatity was 34.61, the open interest changed by 0 which decreased total open position to 3
