KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
| KAYNES 30SEP2025 6600 CE | ||||||||||||||||
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Delta: 0.93
Vega: 1.72
Theta: -4.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 7151.50 | 594 | -79.9 | 34.16 | 76 | -11 | 204 | |||||||||
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| 14 Sept | 7171.50 | 620 | 19 | 33.25 | 37 | -16 | 243 | |||||||||
For Kaynes Technology Ind Ltd - strike price 6600 expiring on 30SEP2025
Delta for 6600 CE is 0.93
Historical price for 6600 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 594, which was -79.9 lower than the previous day. The implied volatity was 34.16, the open interest changed by -11 which decreased total open position to 204
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 620, which was 19 higher than the previous day. The implied volatity was 33.25, the open interest changed by -16 which decreased total open position to 243
| KAYNES 30SEP2025 6600 PE | |||||||
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Delta: -0.11
Vega: 2.38
Theta: -4.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 7151.50 | 29 | 15 | 41.36 | 2,349 | 203 | 446 |
| 14 Sept | 7171.50 | 42.15 | -7.6 | 36.78 | 322 | -160 | 276 |
For Kaynes Technology Ind Ltd - strike price 6600 expiring on 30SEP2025
Delta for 6600 PE is -0.11
Historical price for 6600 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 29, which was 15 higher than the previous day. The implied volatity was 41.36, the open interest changed by 203 which increased total open position to 446
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 42.15, which was -7.6 lower than the previous day. The implied volatity was 36.78, the open interest changed by -160 which decreased total open position to 276
