KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
12 Dec 2024 11:04 AM IST
| KALYANKJIL 26DEC2024 760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.59
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 768.90 | 29 | 4.35 | 37.03 | 830 | -123 | 428 | |||
| 11 Dec | 762.95 | 24.65 | 0.00 | 35.82 | 1,656 | -3 | 551 | |||
| 10 Dec | 758.90 | 24.65 | -14.90 | 38.33 | 3,279 | 142 | 548 | |||
| 9 Dec | 775.45 | 39.55 | 22.95 | 42.58 | 6,388 | 285 | 414 | |||
| 6 Dec | 730.50 | 16.6 | 6.80 | 38.32 | 800 | 59 | 129 | |||
| 5 Dec | 720.65 | 9.8 | -1.65 | 33.45 | 42 | 17 | 70 | |||
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| 4 Dec | 722.75 | 11.45 | -1.55 | 34.57 | 122 | 41 | 53 | |||
| 3 Dec | 726.85 | 13 | -0.85 | 33.13 | 5 | 0 | 12 | |||
| 2 Dec | 722.10 | 13.85 | -2.35 | 36.31 | 29 | 9 | 10 | |||
| 29 Nov | 724.45 | 16.2 | 36.96 | 2 | 1 | 1 | ||||
For Kalyan Jewellers Ind Ltd - strike price 760 expiring on 26DEC2024
Delta for 760 CE is 0.60
Historical price for 760 CE is as follows
On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 29, which was 4.35 higher than the previous day. The implied volatity was 37.03, the open interest changed by -123 which decreased total open position to 428
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 24.65, which was 0.00 lower than the previous day. The implied volatity was 35.82, the open interest changed by -3 which decreased total open position to 551
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 24.65, which was -14.90 lower than the previous day. The implied volatity was 38.33, the open interest changed by 142 which increased total open position to 548
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 39.55, which was 22.95 higher than the previous day. The implied volatity was 42.58, the open interest changed by 285 which increased total open position to 414
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 16.6, which was 6.80 higher than the previous day. The implied volatity was 38.32, the open interest changed by 59 which increased total open position to 129
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 9.8, which was -1.65 lower than the previous day. The implied volatity was 33.45, the open interest changed by 17 which increased total open position to 70
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 11.45, which was -1.55 lower than the previous day. The implied volatity was 34.57, the open interest changed by 41 which increased total open position to 53
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 13, which was -0.85 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 12
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 13.85, which was -2.35 lower than the previous day. The implied volatity was 36.31, the open interest changed by 9 which increased total open position to 10
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was 36.96, the open interest changed by 1 which increased total open position to 1
| KALYANKJIL 26DEC2024 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.59
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 768.90 | 16.65 | -2.00 | 37.20 | 402 | 71 | 289 |
| 11 Dec | 762.95 | 18.65 | -8.60 | 34.38 | 467 | 8 | 219 |
| 10 Dec | 758.90 | 27.25 | 6.95 | 43.76 | 1,323 | -131 | 212 |
| 9 Dec | 775.45 | 20.3 | -16.70 | 44.61 | 1,406 | 333 | 341 |
| 6 Dec | 730.50 | 37 | -15.60 | 33.93 | 8 | 1 | 2 |
| 5 Dec | 720.65 | 52.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 722.75 | 52.6 | -16.60 | 45.02 | 5 | 2 | 2 |
| 3 Dec | 726.85 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 722.10 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 724.45 | 69.2 | - | 0 | 0 | 0 | |
For Kalyan Jewellers Ind Ltd - strike price 760 expiring on 26DEC2024
Delta for 760 PE is -0.40
Historical price for 760 PE is as follows
On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 16.65, which was -2.00 lower than the previous day. The implied volatity was 37.20, the open interest changed by 71 which increased total open position to 289
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 18.65, which was -8.60 lower than the previous day. The implied volatity was 34.38, the open interest changed by 8 which increased total open position to 219
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 27.25, which was 6.95 higher than the previous day. The implied volatity was 43.76, the open interest changed by -131 which decreased total open position to 212
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 20.3, which was -16.70 lower than the previous day. The implied volatity was 44.61, the open interest changed by 333 which increased total open position to 341
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 37, which was -15.60 lower than the previous day. The implied volatity was 33.93, the open interest changed by 1 which increased total open position to 2
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 52.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 52.6, which was -16.60 lower than the previous day. The implied volatity was 45.02, the open interest changed by 2 which increased total open position to 2
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 69.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 69.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 69.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
