CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.46
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1242.20 | 4.05 | -2.6 | 29.40 | 119 | 12 | 359 | |||||||||
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| 14 Sept | 1227.00 | 7.85 | -1.35 | 31.06 | 33 | -6 | 88 | |||||||||
For Cyient Limited - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.13
Historical price for 1320 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 4.05, which was -2.6 lower than the previous day. The implied volatity was 29.40, the open interest changed by 12 which increased total open position to 359
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 7.85, which was -1.35 lower than the previous day. The implied volatity was 31.06, the open interest changed by -6 which decreased total open position to 88
| CYIENT 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.51
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 80.55 | 5.8 | 32.43 | 4 | 0 | 25 |
| 14 Sept | 1227.00 | 96.55 | 0 | 0.00 | 0 | 0 | 0 |
For Cyient Limited - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.84
Historical price for 1320 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 80.55, which was 5.8 higher than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 25
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 96.55, 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
