KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
| KAYNES 30SEP2025 6900 CE | ||||||||||||||||
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Delta: 0.76
Vega: 3.90
Theta: -7.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 7151.50 | 345 | -60.45 | 34.72 | 613 | 12 | 171 | |||||||||
| 14 Sept | 7171.50 | 386 | 18.6 | 33.68 | 69 | -1 | 227 | |||||||||
For Kaynes Technology Ind Ltd - strike price 6900 expiring on 30SEP2025
Delta for 6900 CE is 0.76
Historical price for 6900 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 345, which was -60.45 lower than the previous day. The implied volatity was 34.72, the open interest changed by 12 which increased total open position to 171
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 386, which was 18.6 higher than the previous day. The implied volatity was 33.68, the open interest changed by -1 which decreased total open position to 227
| KAYNES 30SEP2025 6900 PE | |||||||
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Delta: -0.25
Vega: 3.97
Theta: -6.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 7151.50 | 70 | 31.55 | 36.19 | 5,352 | 295 | 621 |
| 14 Sept | 7171.50 | 95.3 | -22.6 | 33.72 | 295 | 20 | 265 |
For Kaynes Technology Ind Ltd - strike price 6900 expiring on 30SEP2025
Delta for 6900 PE is -0.25
Historical price for 6900 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 70, which was 31.55 higher than the previous day. The implied volatity was 36.19, the open interest changed by 295 which increased total open position to 621
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 95.3, which was -22.6 lower than the previous day. The implied volatity was 33.72, the open interest changed by 20 which increased total open position to 265
