KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
| KAYNES 28OCT2025 7000 CE | ||||||||||||||||
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Delta: 0.65
Vega: 8.70
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 7151.50 | 419.95 | -70.05 | 31.34 | 734 | 449 | 519 | |||||||||
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| 14 Sept | 7171.50 | 520 | 78.45 | 38.72 | 1 | 0 | 74 | |||||||||
For Kaynes Technology Ind Ltd - strike price 7000 expiring on 28OCT2025
Delta for 7000 CE is 0.65
Historical price for 7000 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 419.95, which was -70.05 lower than the previous day. The implied volatity was 31.34, the open interest changed by 449 which increased total open position to 519
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 520, which was 78.45 higher than the previous day. The implied volatity was 38.72, the open interest changed by 0 which decreased total open position to 74
| KAYNES 28OCT2025 7000 PE | |||||||
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Delta: -0.36
Vega: 8.75
Theta: -2.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 7151.50 | 203.6 | -962.4 | 33.41 | 787 | 500 | 500 |
| 14 Sept | 7171.50 | 1166 | 0 | 2.43 | 0 | 0 | 0 |
For Kaynes Technology Ind Ltd - strike price 7000 expiring on 28OCT2025
Delta for 7000 PE is -0.36
Historical price for 7000 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 203.6, which was -962.4 lower than the previous day. The implied volatity was 33.41, the open interest changed by 500 which increased total open position to 500
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 1166, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
