KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
KAYNES 30SEP2025 7400 CE | ||||||||||||||||
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Delta: 0.31
Vega: 4.36
Theta: -6.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 7151.50 | 76.2 | -23.15 | 32.26 | 9,745 | 224 | 1,136 | |||||||||
14 Sept | 7171.50 | 120.95 | 1.5 | 32.37 | 2,518 | -111 | 1,005 |
For Kaynes Technology Ind Ltd - strike price 7400 expiring on 30SEP2025
Delta for 7400 CE is 0.31
Historical price for 7400 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 76.2, which was -23.15 lower than the previous day. The implied volatity was 32.26, the open interest changed by 224 which increased total open position to 1136
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 120.95, which was 1.5 higher than the previous day. The implied volatity was 32.37, the open interest changed by -111 which decreased total open position to 1005
KAYNES 30SEP2025 7400 PE | |||||||
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Delta: -0.69
Vega: 4.41
Theta: -5.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 7151.50 | 299.4 | 52.3 | 33.51 | 517 | 58 | 418 |
14 Sept | 7171.50 | 340 | -37.75 | 34.45 | 37 | -4 | 358 |
For Kaynes Technology Ind Ltd - strike price 7400 expiring on 30SEP2025
Delta for 7400 PE is -0.69
Historical price for 7400 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 299.4, which was 52.3 higher than the previous day. The implied volatity was 33.51, the open interest changed by 58 which increased total open position to 418
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 340, which was -37.75 lower than the previous day. The implied volatity was 34.45, the open interest changed by -4 which decreased total open position to 358