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[--[65.84.65.76]--]
KALYANKJIL
Kalyan Jewellers Ind Ltd

769.85 6.90 (0.90%)

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Historical option data for KALYANKJIL

12 Dec 2024 11:04 AM IST
KALYANKJIL 26DEC2024 740 CE
Delta: 0.73
Vega: 0.50
Theta: -0.81
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 768.90 42.1 6.20 37.61 169 -21 278
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
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 0.73

Historical price for 740 CE is as follows

On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 42.1, which was 6.20 higher than the previous day. The implied volatity was 37.61, the open interest changed by -21 which decreased total open position to 278


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
Delta: -0.26
Vega: 0.49
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 768.90 9.15 -1.15 36.44 300 39 281
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 -0.26

Historical price for 740 PE is as follows

On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 9.15, which was -1.15 lower than the previous day. The implied volatity was 36.44, the open interest changed by 39 which increased total open position to 281


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