KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
KAYNES 30SEP2025 6400 CE | ||||||||||||||||
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Delta: 0.94
Vega: 1.45
Theta: -4.49
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 7151.50 | 793.15 | -71.85 | 43.36 | 8 | -3 | 143 | |||||||||
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14 Sept | 7171.50 | 796.4 | 12.7 | 30.52 | 8 | -4 | 149 |
For Kaynes Technology Ind Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 CE is 0.94
Historical price for 6400 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 793.15, which was -71.85 lower than the previous day. The implied volatity was 43.36, the open interest changed by -3 which decreased total open position to 143
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 796.4, which was 12.7 higher than the previous day. The implied volatity was 30.52, the open interest changed by -4 which decreased total open position to 149
KAYNES 30SEP2025 6400 PE | |||||||
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Delta: -0.07
Vega: 1.70
Theta: -3.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 7151.50 | 19.05 | 9 | 46.64 | 2,338 | -240 | 915 |
14 Sept | 7171.50 | 25.8 | -4.1 | 39.73 | 111 | 7 | 1,268 |
For Kaynes Technology Ind Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 PE is -0.07
Historical price for 6400 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 19.05, which was 9 higher than the previous day. The implied volatity was 46.64, the open interest changed by -240 which decreased total open position to 915
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 25.8, which was -4.1 lower than the previous day. The implied volatity was 39.73, the open interest changed by 7 which increased total open position to 1268