KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 30SEP2025 550 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.21
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 511.40 | 2.45 | -0.5 | 36.35 | 555 | 21 | 1,548 | |||||||||
| 14 Sept | 502.75 | 2.6 | -0.65 | 34.11 | 564 | 21 | 1,065 | |||||||||
| 17 Aug | 533.50 | 21 | 5 | 33.36 | 140 | -20 | 87 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.15
Historical price for 550 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 2.45, which was -0.5 lower than the previous day. The implied volatity was 36.35, the open interest changed by 21 which increased total open position to 1548
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was 34.11, the open interest changed by 21 which increased total open position to 1065
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 21, which was 5 higher than the previous day. The implied volatity was 33.36, the open interest changed by -20 which decreased total open position to 87
| KALYANKJIL 30SEP2025 550 PE | |||||||
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Delta: -0.83
Vega: 0.23
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 38.9 | 2.75 | 39.81 | 15 | 0 | 110 |
| 14 Sept | 502.75 | 47.9 | 0.45 | 36.64 | 12 | 7 | 77 |
| 17 Aug | 533.50 | 28.55 | 0 | - | 0 | 0 | 0 |
For Kalyan Jewellers Ind Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 PE is -0.83
Historical price for 550 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 38.9, which was 2.75 higher than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 110
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 47.9, which was 0.45 higher than the previous day. The implied volatity was 36.64, the open interest changed by 7 which increased total open position to 77
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 28.55, 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
