KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
21 Sep 2025 04:15 PM IST
| KALYANKJIL 30SEP2025 560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.16
Theta: -0.29
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 511.40 | 1.65 | -0.35 | 38.13 | 326 | -25 | 532 | |||||||||
| 14 Sept | 502.75 | 1.9 | -0.3 | 35.67 | 118 | 1 | 612 | |||||||||
| 17 Aug | 533.50 | 17.3 | 4.1 | 33.51 | 61 | 5 | 39 | |||||||||
For Kalyan Jewellers Ind Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.10
Historical price for 560 CE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 38.13, the open interest changed by -25 which decreased total open position to 532
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 35.67, the open interest changed by 1 which increased total open position to 612
On 17 Aug KALYANKJIL was trading at 533.50. The strike last trading price was 17.3, which was 4.1 higher than the previous day. The implied volatity was 33.51, the open interest changed by 5 which increased total open position to 39
| KALYANKJIL 30SEP2025 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.17
Theta: -0.17
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 511.40 | 47.55 | 2.95 | 39.55 | 10 | 0 | 32 |
| 14 Sept | 502.75 | 56.7 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 533.50 | 61.95 | 0 | - | 0 | 0 | 0 |
For Kalyan Jewellers Ind Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 PE is -0.89
Historical price for 560 PE is as follows
On 21 Sept KALYANKJIL was trading at 511.40. The strike last trading price was 47.55, which was 2.95 higher than the previous day. The implied volatity was 39.55, the open interest changed by 0 which decreased total open position to 32
On 14 Sept KALYANKJIL was trading at 502.75. The strike last trading price was 56.7, 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 61.95, 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
