KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 30SEP2025 480 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.18
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 511.40 | 36 | -2.5 | 34.84 | 7 | 2 | 40 | |||||||||
| 14 Sept | 502.75 | 29.6 | -2.4 | 31.30 | 28 | 9 | 36 | |||||||||
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| 17 Aug | 533.50 | 107.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.88
Historical price for 480 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 36, which was -2.5 lower than the previous day. The implied volatity was 34.84, the open interest changed by 2 which increased total open position to 40
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 29.6, which was -2.4 lower than the previous day. The implied volatity was 31.30, the open interest changed by 9 which increased total open position to 36
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 107.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| KALYANKJIL 30SEP2025 480 PE | |||||||
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Delta: -0.11
Vega: 0.17
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 1.55 | 0 | 32.78 | 170 | -3 | 504 |
| 14 Sept | 502.75 | 5.05 | -0.1 | 32.68 | 185 | 8 | 646 |
| 17 Aug | 533.50 | 8.1 | -4.35 | 39.48 | 28 | 4 | 65 |
For Kalyan Jewellers Ind Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.11
Historical price for 480 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 32.78, the open interest changed by -3 which decreased total open position to 504
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 5.05, which was -0.1 lower than the previous day. The implied volatity was 32.68, the open interest changed by 8 which increased total open position to 646
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 8.1, which was -4.35 lower than the previous day. The implied volatity was 39.48, the open interest changed by 4 which increased total open position to 65
