KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
12 Dec 2024 11:04 AM IST
| KALYANKJIL 26DEC2024 720 CE | ||||||||||
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Delta: 0.81
Vega: 0.41
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 768.90 | 59.4 | 6.40 | 42.85 | 15 | -1 | 70 | |||
| 11 Dec | 762.95 | 53 | 8.00 | 40.41 | 12 | -2 | 71 | |||
| 10 Dec | 758.90 | 45 | -21.75 | 28.82 | 38 | -10 | 73 | |||
| 9 Dec | 775.45 | 66.75 | 31.95 | 40.86 | 129 | 6 | 82 | |||
| 6 Dec | 730.50 | 34.8 | 9.75 | 37.99 | 373 | -31 | 77 | |||
| 5 Dec | 720.65 | 25.05 | -0.75 | 33.78 | 245 | 34 | 109 | |||
| 4 Dec | 722.75 | 25.8 | -6.20 | 32.76 | 396 | 51 | 72 | |||
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| 3 Dec | 726.85 | 32 | 0.30 | 35.78 | 76 | -1 | 21 | |||
| 2 Dec | 722.10 | 31.7 | -2.30 | 38.77 | 82 | 17 | 23 | |||
| 29 Nov | 724.45 | 34 | 38.70 | 27 | 5 | 5 | ||||
For Kalyan Jewellers Ind Ltd - strike price 720 expiring on 26DEC2024
Delta for 720 CE is 0.81
Historical price for 720 CE is as follows
On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 59.4, which was 6.40 higher than the previous day. The implied volatity was 42.85, the open interest changed by -1 which decreased total open position to 70
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 53, which was 8.00 higher than the previous day. The implied volatity was 40.41, the open interest changed by -2 which decreased total open position to 71
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 45, which was -21.75 lower than the previous day. The implied volatity was 28.82, the open interest changed by -10 which decreased total open position to 73
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 66.75, which was 31.95 higher than the previous day. The implied volatity was 40.86, the open interest changed by 6 which increased total open position to 82
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 34.8, which was 9.75 higher than the previous day. The implied volatity was 37.99, the open interest changed by -31 which decreased total open position to 77
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 25.05, which was -0.75 lower than the previous day. The implied volatity was 33.78, the open interest changed by 34 which increased total open position to 109
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 25.8, which was -6.20 lower than the previous day. The implied volatity was 32.76, the open interest changed by 51 which increased total open position to 72
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 32, which was 0.30 higher than the previous day. The implied volatity was 35.78, the open interest changed by -1 which decreased total open position to 21
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 31.7, which was -2.30 lower than the previous day. The implied volatity was 38.77, the open interest changed by 17 which increased total open position to 23
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 34, which was lower than the previous day. The implied volatity was 38.70, the open interest changed by 5 which increased total open position to 5
| KALYANKJIL 26DEC2024 720 PE | |||||||
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Delta: -0.17
Vega: 0.38
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 768.90 | 5.4 | 0.00 | 38.55 | 330 | 30 | 184 |
| 11 Dec | 762.95 | 5.4 | -5.45 | 34.29 | 231 | -14 | 154 |
| 10 Dec | 758.90 | 10.85 | 2.25 | 42.79 | 675 | 47 | 169 |
| 9 Dec | 775.45 | 8.6 | -10.30 | 45.84 | 568 | 42 | 123 |
| 6 Dec | 730.50 | 18.9 | -4.90 | 38.96 | 219 | 59 | 81 |
| 5 Dec | 720.65 | 23.8 | -1.20 | 37.25 | 34 | -4 | 23 |
| 4 Dec | 722.75 | 25 | 6.45 | 39.22 | 162 | 8 | 27 |
| 3 Dec | 726.85 | 18.55 | -4.10 | 32.54 | 74 | 15 | 20 |
| 2 Dec | 722.10 | 22.65 | -21.20 | 34.90 | 6 | 4 | 4 |
| 29 Nov | 724.45 | 43.85 | 1.48 | 0 | 0 | 0 | |
For Kalyan Jewellers Ind Ltd - strike price 720 expiring on 26DEC2024
Delta for 720 PE is -0.17
Historical price for 720 PE is as follows
On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 38.55, the open interest changed by 30 which increased total open position to 184
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 5.4, which was -5.45 lower than the previous day. The implied volatity was 34.29, the open interest changed by -14 which decreased total open position to 154
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 10.85, which was 2.25 higher than the previous day. The implied volatity was 42.79, the open interest changed by 47 which increased total open position to 169
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 8.6, which was -10.30 lower than the previous day. The implied volatity was 45.84, the open interest changed by 42 which increased total open position to 123
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 18.9, which was -4.90 lower than the previous day. The implied volatity was 38.96, the open interest changed by 59 which increased total open position to 81
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 23.8, which was -1.20 lower than the previous day. The implied volatity was 37.25, the open interest changed by -4 which decreased total open position to 23
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 25, which was 6.45 higher than the previous day. The implied volatity was 39.22, the open interest changed by 8 which increased total open position to 27
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 18.55, which was -4.10 lower than the previous day. The implied volatity was 32.54, the open interest changed by 15 which increased total open position to 20
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 22.65, which was -21.20 lower than the previous day. The implied volatity was 34.90, the open interest changed by 4 which increased total open position to 4
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 43.85, which was lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
