[--[65.84.65.76]--]
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
KALYANKJIL 30SEP2025 510 CE
Delta: 0.57
Vega: 0.35
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 511.40 13.15 -1.9 30.92 823 95 760
14 Sept 502.75 11.7 -1.65 31.27 1,215 311 1,343
17 Aug 533.50 105.7 0 - 0 0 0


For Kalyan Jewellers Ind Ltd - strike price 510 expiring on 30SEP2025

Delta for 510 CE is 0.57

Historical price for 510 CE is as follows

On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 13.15, which was -1.9 lower than the previous day. The implied volatity was 30.92, the open interest changed by 95 which increased total open position to 760


On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 11.7, which was -1.65 lower than the previous day. The implied volatity was 31.27, the open interest changed by 311 which increased total open position to 1343


On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 105.7, 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 510 PE
Delta: -0.43
Vega: 0.35
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 511.40 8.9 0.6 30.73 559 59 1,104
14 Sept 502.75 17.1 1.15 32.53 272 36 490
17 Aug 533.50 15.8 0 4.75 0 0 0


For Kalyan Jewellers Ind Ltd - strike price 510 expiring on 30SEP2025

Delta for 510 PE is -0.43

Historical price for 510 PE is as follows

On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 8.9, which was 0.6 higher than the previous day. The implied volatity was 30.73, the open interest changed by 59 which increased total open position to 1104


On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 17.1, which was 1.15 higher than the previous day. The implied volatity was 32.53, the open interest changed by 36 which increased total open position to 490


On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0