CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.27
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1242.20 | 1.9 | -0.95 | 32.78 | 139 | -19 | 219 | |||||||||
| 14 Sept | 1227.00 | 4.75 | 0.1 | 34.13 | 23 | 6 | 152 | |||||||||
For Cyient Limited - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.06
Historical price for 1360 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 32.78, the open interest changed by -19 which decreased total open position to 219
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 4.75, which was 0.1 higher than the previous day. The implied volatity was 34.13, the open interest changed by 6 which increased total open position to 152
| CYIENT 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 111.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1227.00 | 133.85 | 6.4 | 42.46 | 2 | 0 | 10 |
For Cyient Limited - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is 0.00
Historical price for 1360 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 111.4, 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
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 133.85, which was 6.4 higher than the previous day. The implied volatity was 42.46, the open interest changed by 0 which decreased total open position to 10
