KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
KAYNES 30SEP2025 6800 CE | ||||||||||||||||
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Delta: 0.82
Vega: 3.29
Theta: -6.86
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 7151.50 | 426.2 | -59.45 | 35.96 | 618 | -212 | 99 | |||||||||
14 Sept | 7171.50 | 451.95 | 3.15 | 32.21 | 35 | -7 | 347 |
For Kaynes Technology Ind Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 CE is 0.82
Historical price for 6800 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 426.2, which was -59.45 lower than the previous day. The implied volatity was 35.96, the open interest changed by -212 which decreased total open position to 99
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 451.95, which was 3.15 higher than the previous day. The implied volatity was 32.21, the open interest changed by -7 which decreased total open position to 347
KAYNES 30SEP2025 6800 PE | |||||||
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Delta: -0.19
Vega: 3.41
Theta: -5.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 7151.50 | 51.85 | 24.55 | 37.78 | 6,028 | 217 | 635 |
14 Sept | 7171.50 | 75 | -14.7 | 35.12 | 409 | 29 | 439 |
For Kaynes Technology Ind Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 PE is -0.19
Historical price for 6800 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 51.85, which was 24.55 higher than the previous day. The implied volatity was 37.78, the open interest changed by 217 which increased total open position to 635
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 75, which was -14.7 lower than the previous day. The implied volatity was 35.12, the open interest changed by 29 which increased total open position to 439