KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
KAYNES 30SEP2025 6700 CE | ||||||||||||||||
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Delta: 0.87
Vega: 2.61
Theta: -5.88
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 7151.50 | 510 | -75.3 | 36.31 | 89 | -19 | 164 | |||||||||
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14 Sept | 7171.50 | 537.8 | 15.1 | 33.78 | 54 | -11 | 193 |
For Kaynes Technology Ind Ltd - strike price 6700 expiring on 30SEP2025
Delta for 6700 CE is 0.87
Historical price for 6700 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 510, which was -75.3 lower than the previous day. The implied volatity was 36.31, the open interest changed by -19 which decreased total open position to 164
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 537.8, which was 15.1 higher than the previous day. The implied volatity was 33.78, the open interest changed by -11 which decreased total open position to 193
KAYNES 30SEP2025 6700 PE | |||||||
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Delta: -0.15
Vega: 2.87
Theta: -4.85
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 7151.50 | 38.55 | 18.9 | 39.49 | 3,906 | 41 | 464 |
14 Sept | 7171.50 | 55 | -12.9 | 35.57 | 514 | 98 | 469 |
For Kaynes Technology Ind Ltd - strike price 6700 expiring on 30SEP2025
Delta for 6700 PE is -0.15
Historical price for 6700 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 38.55, which was 18.9 higher than the previous day. The implied volatity was 39.49, the open interest changed by 41 which increased total open position to 464
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 55, which was -12.9 lower than the previous day. The implied volatity was 35.57, the open interest changed by 98 which increased total open position to 469