KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 30SEP2025 520 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.35
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 511.40 | 8.7 | -1.55 | 31.82 | 1,871 | 165 | 1,530 | |||||||||
| 14 Sept | 502.75 | 8.2 | -1.35 | 31.89 | 1,302 | 172 | 1,806 | |||||||||
| 17 Aug | 533.50 | 34.5 | 7.7 | 31.22 | 106 | 2 | 435 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.43
Historical price for 520 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 8.7, which was -1.55 lower than the previous day. The implied volatity was 31.82, the open interest changed by 165 which increased total open position to 1530
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 8.2, which was -1.35 lower than the previous day. The implied volatity was 31.89, the open interest changed by 172 which increased total open position to 1806
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 34.5, which was 7.7 higher than the previous day. The implied volatity was 31.22, the open interest changed by 2 which increased total open position to 435
| KALYANKJIL 30SEP2025 520 PE | |||||||
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Delta: -0.57
Vega: 0.35
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 14.3 | 0.8 | 31.29 | 261 | 48 | 681 |
| 14 Sept | 502.75 | 23.4 | 1.4 | 32.87 | 99 | 7 | 634 |
| 17 Aug | 533.50 | 19.8 | -7.25 | 38.16 | 124 | 27 | 463 |
For Kalyan Jewellers Ind Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.57
Historical price for 520 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 14.3, which was 0.8 higher than the previous day. The implied volatity was 31.29, the open interest changed by 48 which increased total open position to 681
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 23.4, which was 1.4 higher than the previous day. The implied volatity was 32.87, the open interest changed by 7 which increased total open position to 634
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 19.8, which was -7.25 lower than the previous day. The implied volatity was 38.16, the open interest changed by 27 which increased total open position to 463
