KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 30SEP2025 530 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.32
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 511.40 | 5.9 | -1 | 33.83 | 1,672 | 191 | 2,691 | |||||||||
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| 14 Sept | 502.75 | 5.6 | -1.05 | 32.44 | 285 | 4 | 784 | |||||||||
| 17 Aug | 533.50 | 29.85 | 6.55 | 32.63 | 73 | 22 | 93 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.31
Historical price for 530 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 5.9, which was -1 lower than the previous day. The implied volatity was 33.83, the open interest changed by 191 which increased total open position to 2691
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 5.6, which was -1.05 lower than the previous day. The implied volatity was 32.44, the open interest changed by 4 which increased total open position to 784
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 29.85, which was 6.55 higher than the previous day. The implied volatity was 32.63, the open interest changed by 22 which increased total open position to 93
| KALYANKJIL 30SEP2025 530 PE | |||||||
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Delta: -0.68
Vega: 0.32
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 21.95 | 1.85 | 34.76 | 93 | -6 | 522 |
| 14 Sept | 502.75 | 28.5 | 0.3 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 533.50 | 21.55 | 0 | 1.60 | 0 | 0 | 0 |
For Kalyan Jewellers Ind Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -0.68
Historical price for 530 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 21.95, which was 1.85 higher than the previous day. The implied volatity was 34.76, the open interest changed by -6 which decreased total open position to 522
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 28.5, which was 0.3 higher 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 21.55, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
