CYIENT
Cyient Limited
Historical option data for CYIENT
21 Sep 2025 04:14 PM IST
| CYIENT 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.16
Theta: -0.27
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1242.20 | 1 | -0.6 | 36.28 | 165 | 30 | 282 | |||||||||
| 14 Sept | 1227.00 | 2.55 | -0.3 | 35.75 | 53 | -19 | 214 | |||||||||
For Cyient Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.03
Historical price for 1400 CE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was 36.28, the open interest changed by 30 which increased total open position to 282
On 14 Sept CYIENT was trading at 1227.00. The strike last trading price was 2.55, which was -0.3 lower than the previous day. The implied volatity was 35.75, the open interest changed by -19 which decreased total open position to 214
| CYIENT 30SEP2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1242.20 | 171.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1227.00 | 171.7 | -46.65 | 47.21 | 3 | 1 | 8 |
For Cyient Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is 0.00
Historical price for 1400 PE is as follows
On 21 Sept CYIENT was trading at 1242.20. The strike last trading price was 171.7, 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 171.7, which was -46.65 lower than the previous day. The implied volatity was 47.21, the open interest changed by 1 which increased total open position to 8
