KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 30SEP2025 500 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.31
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 511.40 | 19.65 | -1.75 | 31.92 | 237 | 29 | 421 | |||||||||
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| 14 Sept | 502.75 | 16.65 | -1.9 | 31.49 | 513 | 75 | 712 | |||||||||
| 17 Aug | 533.50 | 47.15 | 8.85 | 30.08 | 8 | 3 | 6 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.70
Historical price for 500 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 19.65, which was -1.75 lower than the previous day. The implied volatity was 31.92, the open interest changed by 29 which increased total open position to 421
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 16.65, which was -1.9 lower than the previous day. The implied volatity was 31.49, the open interest changed by 75 which increased total open position to 712
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 47.15, which was 8.85 higher than the previous day. The implied volatity was 30.08, the open interest changed by 3 which increased total open position to 6
| KALYANKJIL 30SEP2025 500 PE | |||||||
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Delta: -0.29
Vega: 0.31
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 5.15 | 0.25 | 30.80 | 469 | -9 | 1,177 |
| 14 Sept | 502.75 | 11.9 | 0.65 | 32.31 | 422 | 1 | 1,172 |
| 17 Aug | 533.50 | 13 | -6.05 | 38.79 | 51 | 9 | 46 |
For Kalyan Jewellers Ind Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.29
Historical price for 500 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 5.15, which was 0.25 higher than the previous day. The implied volatity was 30.80, the open interest changed by -9 which decreased total open position to 1177
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 11.9, which was 0.65 higher than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 1172
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 13, which was -6.05 lower than the previous day. The implied volatity was 38.79, the open interest changed by 9 which increased total open position to 46
