KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
| KAYNES 30SEP2025 6500 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.11
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 7151.50 | 679.8 | -77.2 | 21.06 | 55 | 4 | 189 | |||||||||
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| 14 Sept | 7171.50 | 715 | 28 | 35.79 | 44 | -13 | 182 | |||||||||
For Kaynes Technology Ind Ltd - strike price 6500 expiring on 30SEP2025
Delta for 6500 CE is 1.00
Historical price for 6500 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 679.8, which was -77.2 lower than the previous day. The implied volatity was 21.06, the open interest changed by 4 which increased total open position to 189
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 715, which was 28 higher than the previous day. The implied volatity was 35.79, the open interest changed by -13 which decreased total open position to 182
| KAYNES 30SEP2025 6500 PE | |||||||
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Delta: -0.09
Vega: 2.03
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 7151.50 | 24 | 13 | 44.30 | 7,334 | 406 | 816 |
| 14 Sept | 7171.50 | 32.05 | -6.4 | 37.94 | 530 | -44 | 492 |
For Kaynes Technology Ind Ltd - strike price 6500 expiring on 30SEP2025
Delta for 6500 PE is -0.09
Historical price for 6500 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 24, which was 13 higher than the previous day. The implied volatity was 44.30, the open interest changed by 406 which increased total open position to 816
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 32.05, which was -6.4 lower than the previous day. The implied volatity was 37.94, the open interest changed by -44 which decreased total open position to 492
