KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
KAYNES 30SEP2025 7100 CE | ||||||||||||||||
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Delta: 0.59
Vega: 4.84
Theta: -8.60
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 7151.50 | 212 | -41.6 | 34.12 | 6,348 | 82 | 439 | |||||||||
14 Sept | 7171.50 | 254 | 7.75 | 32.51 | 1,406 | -98 | 387 |
For Kaynes Technology Ind Ltd - strike price 7100 expiring on 30SEP2025
Delta for 7100 CE is 0.59
Historical price for 7100 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 212, which was -41.6 lower than the previous day. The implied volatity was 34.12, the open interest changed by 82 which increased total open position to 439
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 254, which was 7.75 higher than the previous day. The implied volatity was 32.51, the open interest changed by -98 which decreased total open position to 387
KAYNES 30SEP2025 7100 PE | |||||||
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Delta: -0.41
Vega: 4.84
Theta: -6.77
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 7151.50 | 133 | 45.75 | 34.61 | 5,430 | 64 | 388 |
14 Sept | 7171.50 | 175.25 | -21.85 | 34.63 | 764 | -28 | 201 |
For Kaynes Technology Ind Ltd - strike price 7100 expiring on 30SEP2025
Delta for 7100 PE is -0.41
Historical price for 7100 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 133, which was 45.75 higher than the previous day. The implied volatity was 34.61, the open interest changed by 64 which increased total open position to 388
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 175.25, which was -21.85 lower than the previous day. The implied volatity was 34.63, the open interest changed by -28 which decreased total open position to 201