KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
KAYNES 30SEP2025 7500 CE | ||||||||||||||||
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Delta: 0.23
Vega: 3.79
Theta: -6.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 7151.50 | 53.5 | -22.65 | 32.79 | 12,074 | 257 | 974 | |||||||||
14 Sept | 7171.50 | 92.85 | -1.9 | 32.69 | 2,053 | 18 | 482 |
For Kaynes Technology Ind Ltd - strike price 7500 expiring on 30SEP2025
Delta for 7500 CE is 0.23
Historical price for 7500 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 53.5, which was -22.65 lower than the previous day. The implied volatity was 32.79, the open interest changed by 257 which increased total open position to 974
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 92.85, which was -1.9 lower than the previous day. The implied volatity was 32.69, the open interest changed by 18 which increased total open position to 482
KAYNES 30SEP2025 7500 PE | |||||||
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Delta: -0.74
Vega: 4.00
Theta: -5.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 7151.50 | 384.7 | 59.7 | 36.33 | 158 | 24 | 34 |
14 Sept | 7171.50 | 410.9 | -61.65 | 34.85 | 15 | 6 | 9 |
For Kaynes Technology Ind Ltd - strike price 7500 expiring on 30SEP2025
Delta for 7500 PE is -0.74
Historical price for 7500 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 384.7, which was 59.7 higher than the previous day. The implied volatity was 36.33, the open interest changed by 24 which increased total open position to 34
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 410.9, which was -61.65 lower than the previous day. The implied volatity was 34.85, the open interest changed by 6 which increased total open position to 9