KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
12 Dec 2024 10:14 AM IST
| KALYANKJIL 26DEC2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.46
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 777.60 | 49.15 | 13.25 | 38.76 | 116 | -22 | 277 | |||
| 11 Dec | 762.95 | 35.9 | 1.65 | 34.75 | 181 | -24 | 300 | |||
| 10 Dec | 758.90 | 34.25 | -17.85 | 35.86 | 572 | -31 | 325 | |||
| 9 Dec | 775.45 | 52.1 | 28.25 | 41.83 | 1,899 | 33 | 361 | |||
| 6 Dec | 730.50 | 23.85 | 7.85 | 37.19 | 2,462 | 243 | 332 | |||
| 5 Dec | 720.65 | 16 | -1.30 | 33.37 | 151 | 23 | 89 | |||
| 4 Dec | 722.75 | 17.3 | -5.45 | 33.48 | 180 | 19 | 66 | |||
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| 3 Dec | 726.85 | 22.75 | 1.75 | 37.08 | 37 | -1 | 46 | |||
| 2 Dec | 722.10 | 21 | -1.00 | 36.63 | 126 | 42 | 44 | |||
| 29 Nov | 724.45 | 22 | 35.17 | 5 | 1 | 1 | ||||
For Kalyan Jewellers Ind Ltd - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.77
Historical price for 740 CE is as follows
On 12 Dec KALYANKJIL was trading at 777.60. The strike last trading price was 49.15, which was 13.25 higher than the previous day. The implied volatity was 38.76, the open interest changed by -22 which decreased total open position to 277
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 35.9, which was 1.65 higher than the previous day. The implied volatity was 34.75, the open interest changed by -24 which decreased total open position to 300
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 34.25, which was -17.85 lower than the previous day. The implied volatity was 35.86, the open interest changed by -31 which decreased total open position to 325
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 52.1, which was 28.25 higher than the previous day. The implied volatity was 41.83, the open interest changed by 33 which increased total open position to 361
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 23.85, which was 7.85 higher than the previous day. The implied volatity was 37.19, the open interest changed by 243 which increased total open position to 332
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 16, which was -1.30 lower than the previous day. The implied volatity was 33.37, the open interest changed by 23 which increased total open position to 89
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 17.3, which was -5.45 lower than the previous day. The implied volatity was 33.48, the open interest changed by 19 which increased total open position to 66
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 22.75, which was 1.75 higher than the previous day. The implied volatity was 37.08, the open interest changed by -1 which decreased total open position to 46
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 21, which was -1.00 lower than the previous day. The implied volatity was 36.63, the open interest changed by 42 which increased total open position to 44
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 22, which was lower than the previous day. The implied volatity was 35.17, the open interest changed by 1 which increased total open position to 1
| KALYANKJIL 26DEC2024 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.44
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 777.60 | 6.65 | -3.65 | 35.33 | 214 | 26 | 268 |
| 11 Dec | 762.95 | 10.3 | -6.75 | 33.70 | 464 | 3 | 240 |
| 10 Dec | 758.90 | 17.05 | 3.55 | 41.87 | 1,252 | -22 | 247 |
| 9 Dec | 775.45 | 13.5 | -14.15 | 45.15 | 583 | 207 | 265 |
| 6 Dec | 730.50 | 27.65 | -11.85 | 37.84 | 253 | 44 | 55 |
| 5 Dec | 720.65 | 39.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 4 Dec | 722.75 | 39.5 | 7.90 | 44.46 | 29 | 3 | 10 |
| 3 Dec | 726.85 | 31.6 | -2.50 | 36.53 | 11 | 1 | 7 |
| 2 Dec | 722.10 | 34.1 | -21.70 | 34.82 | 6 | 0 | 0 |
| 29 Nov | 724.45 | 55.8 | - | 0 | 0 | 0 | |
For Kalyan Jewellers Ind Ltd - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.21
Historical price for 740 PE is as follows
On 12 Dec KALYANKJIL was trading at 777.60. The strike last trading price was 6.65, which was -3.65 lower than the previous day. The implied volatity was 35.33, the open interest changed by 26 which increased total open position to 268
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 10.3, which was -6.75 lower than the previous day. The implied volatity was 33.70, the open interest changed by 3 which increased total open position to 240
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 17.05, which was 3.55 higher than the previous day. The implied volatity was 41.87, the open interest changed by -22 which decreased total open position to 247
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 13.5, which was -14.15 lower than the previous day. The implied volatity was 45.15, the open interest changed by 207 which increased total open position to 265
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 27.65, which was -11.85 lower than the previous day. The implied volatity was 37.84, the open interest changed by 44 which increased total open position to 55
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 39.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 39.5, which was 7.90 higher than the previous day. The implied volatity was 44.46, the open interest changed by 3 which increased total open position to 10
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 31.6, which was -2.50 lower than the previous day. The implied volatity was 36.53, the open interest changed by 1 which increased total open position to 7
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 34.1, which was -21.70 lower than the previous day. The implied volatity was 34.82, the open interest changed by 0 which decreased total open position to 0
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 55.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
