KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 28OCT2025 520 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.67
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 511.40 | 22 | -1.2 | 34.21 | 180 | 112 | 228 | |||||||||
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| 14 Sept | 502.75 | 18.8 | -0.5 | 33.13 | 3 | 3 | 19 | |||||||||
| 17 Aug | 533.50 | 108.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 520 expiring on 28OCT2025
Delta for 520 CE is 0.51
Historical price for 520 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 22, which was -1.2 lower than the previous day. The implied volatity was 34.21, the open interest changed by 112 which increased total open position to 228
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 18.8, which was -0.5 lower than the previous day. The implied volatity was 33.13, the open interest changed by 3 which increased total open position to 19
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 108.45, 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 28OCT2025 520 PE | |||||||
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Delta: -0.49
Vega: 0.67
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 25 | 1.5 | 35.97 | 47 | 35 | 95 |
| 14 Sept | 502.75 | 29 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 533.50 | 26.05 | 0 | 3.12 | 0 | 0 | 0 |
For Kalyan Jewellers Ind Ltd - strike price 520 expiring on 28OCT2025
Delta for 520 PE is -0.49
Historical price for 520 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 25, which was 1.5 higher than the previous day. The implied volatity was 35.97, the open interest changed by 35 which increased total open position to 95
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 29, 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 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 26.05, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
