KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
| KAYNES 30SEP2025 7000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 4.47
Theta: -8.32
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 7151.50 | 275.95 | -46.85 | 34.80 | 5,875 | -500 | 1,343 | |||||||||
| 14 Sept | 7171.50 | 311.85 | 0.4 | 32.28 | 890 | -238 | 1,779 | |||||||||
For Kaynes Technology Ind Ltd - strike price 7000 expiring on 30SEP2025
Delta for 7000 CE is 0.68
Historical price for 7000 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 275.95, which was -46.85 lower than the previous day. The implied volatity was 34.80, the open interest changed by -500 which decreased total open position to 1343
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 311.85, which was 0.4 higher than the previous day. The implied volatity was 32.28, the open interest changed by -238 which decreased total open position to 1779
| KAYNES 30SEP2025 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 4.48
Theta: -6.52
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 7151.50 | 96.85 | 36.35 | 35.27 | 14,089 | 276 | 1,273 |
| 14 Sept | 7171.50 | 128.35 | -25.8 | 33.64 | 931 | 26 | 947 |
For Kaynes Technology Ind Ltd - strike price 7000 expiring on 30SEP2025
Delta for 7000 PE is -0.33
Historical price for 7000 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 96.85, which was 36.35 higher than the previous day. The implied volatity was 35.27, the open interest changed by 276 which increased total open position to 1273
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 128.35, which was -25.8 lower than the previous day. The implied volatity was 33.64, the open interest changed by 26 which increased total open position to 947
