KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
21 Sep 2025 04:16 PM IST
| KAYNES 30SEP2025 7700 CE | ||||||||||||||||
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Delta: 0.12
Vega: 2.47
Theta: -3.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 7151.50 | 23.6 | -145.5 | 33.24 | 888 | 197 | 196 | |||||||||
| 14 Sept | 7171.50 | 169.1 | 0 | 7.63 | 0 | 0 | 0 | |||||||||
For Kaynes Technology Ind Ltd - strike price 7700 expiring on 30SEP2025
Delta for 7700 CE is 0.12
Historical price for 7700 CE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 23.6, which was -145.5 lower than the previous day. The implied volatity was 33.24, the open interest changed by 197 which increased total open position to 196
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 169.1, which was 0 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0
| KAYNES 30SEP2025 7700 PE | |||||||
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Delta: -0.74
Vega: 4.02
Theta: -8.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 7151.50 | 622.5 | 122.5 | 57.42 | 31 | 6 | 12 |
| 14 Sept | 7171.50 | 550 | -22.5 | 31.41 | 4 | 4 | 1 |
For Kaynes Technology Ind Ltd - strike price 7700 expiring on 30SEP2025
Delta for 7700 PE is -0.74
Historical price for 7700 PE is as follows
On 21 Sept KAYNES was trading at 7151.50. The strike last trading price was 622.5, which was 122.5 higher than the previous day. The implied volatity was 57.42, the open interest changed by 6 which increased total open position to 12
On 14 Sept KAYNES was trading at 7171.50. The strike last trading price was 550, which was -22.5 lower than the previous day. The implied volatity was 31.41, the open interest changed by 4 which increased total open position to 1
