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KALYANKJIL
Kalyan Jewellers Ind Ltd
505.25 -6.15 (-1.20%)

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Historical option data for KALYANKJIL

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
KALYANKJIL 30SEP2025 470 CE
Delta: 0.92
Vega: 0.14
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 511.40 45.4 -10.45 38.36 2 -1 25
14 Sept 502.75 38.55 -1.45 34.97 8 -4 26

For Kalyan Jewellers Ind Ltd - strike price 470 expiring on 30SEP2025

Delta for 470 CE is 0.92

Historical price for 470 CE is as follows

On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 45.4, which was -10.45 lower than the previous day. The implied volatity was 38.36, the open interest changed by -1 which decreased total open position to 25


On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 38.55, which was -1.45 lower than the previous day. The implied volatity was 34.97, the open interest changed by -4 which decreased total open position to 26


KALYANKJIL 30SEP2025 470 PE
Delta: -0.07
Vega: 0.12
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 511.40 0.95 0.05 35.31 97 6 175
14 Sept 502.75 3.25 -0.1 33.74 227 -70 604

For Kalyan Jewellers Ind Ltd - strike price 470 expiring on 30SEP2025

Delta for 470 PE is -0.07

Historical price for 470 PE is as follows

On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 35.31, the open interest changed by 6 which increased total open position to 175


On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 3.25, which was -0.1 lower than the previous day. The implied volatity was 33.74, the open interest changed by -70 which decreased total open position to 604