KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
12 Dec 2024 10:55 AM IST
| KALYANKJIL 26DEC2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.60
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 772.80 | 25.85 | 5.40 | 37.63 | 1,756 | 47 | 808 | |||
| 11 Dec | 762.95 | 20.45 | -0.30 | 36.87 | 1,376 | 82 | 759 | |||
| 10 Dec | 758.90 | 20.75 | -13.05 | 39.37 | 2,556 | 158 | 675 | |||
| 9 Dec | 775.45 | 33.8 | 20.40 | 42.45 | 5,851 | 507 | 546 | |||
| 6 Dec | 730.50 | 13.4 | 6.20 | 38.31 | 218 | 16 | 39 | |||
| 5 Dec | 720.65 | 7.2 | -1.10 | 32.89 | 31 | -4 | 24 | |||
| 4 Dec | 722.75 | 8.3 | -2.45 | 33.42 | 58 | 20 | 29 | |||
| 3 Dec | 726.85 | 10.75 | -1.35 | 34.43 | 37 | 2 | 7 | |||
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| 2 Dec | 722.10 | 12.1 | -0.30 | 37.85 | 9 | 5 | 6 | |||
| 29 Nov | 724.45 | 12.4 | 35.62 | 1 | 0 | 0 | ||||
For Kalyan Jewellers Ind Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.56
Historical price for 770 CE is as follows
On 12 Dec KALYANKJIL was trading at 772.80. The strike last trading price was 25.85, which was 5.40 higher than the previous day. The implied volatity was 37.63, the open interest changed by 47 which increased total open position to 808
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 20.45, which was -0.30 lower than the previous day. The implied volatity was 36.87, the open interest changed by 82 which increased total open position to 759
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 20.75, which was -13.05 lower than the previous day. The implied volatity was 39.37, the open interest changed by 158 which increased total open position to 675
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 33.8, which was 20.40 higher than the previous day. The implied volatity was 42.45, the open interest changed by 507 which increased total open position to 546
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 13.4, which was 6.20 higher than the previous day. The implied volatity was 38.31, the open interest changed by 16 which increased total open position to 39
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 7.2, which was -1.10 lower than the previous day. The implied volatity was 32.89, the open interest changed by -4 which decreased total open position to 24
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 8.3, which was -2.45 lower than the previous day. The implied volatity was 33.42, the open interest changed by 20 which increased total open position to 29
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 10.75, which was -1.35 lower than the previous day. The implied volatity was 34.43, the open interest changed by 2 which increased total open position to 7
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 12.1, which was -0.30 lower than the previous day. The implied volatity was 37.85, the open interest changed by 5 which increased total open position to 6
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 0
| KALYANKJIL 26DEC2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.60
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 772.80 | 20 | -4.75 | 37.62 | 340 | 68 | 268 |
| 11 Dec | 762.95 | 24.75 | -9.45 | 35.99 | 191 | 45 | 200 |
| 10 Dec | 758.90 | 34.2 | 9.20 | 46.22 | 631 | -58 | 161 |
| 9 Dec | 775.45 | 25 | -51.35 | 45.16 | 717 | 217 | 217 |
| 6 Dec | 730.50 | 76.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 720.65 | 76.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 722.75 | 76.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 726.85 | 76.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 722.10 | 76.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 724.45 | 76.35 | - | 0 | 0 | 0 | |
For Kalyan Jewellers Ind Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 PE is -0.44
Historical price for 770 PE is as follows
On 12 Dec KALYANKJIL was trading at 772.80. The strike last trading price was 20, which was -4.75 lower than the previous day. The implied volatity was 37.62, the open interest changed by 68 which increased total open position to 268
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 24.75, which was -9.45 lower than the previous day. The implied volatity was 35.99, the open interest changed by 45 which increased total open position to 200
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 34.2, which was 9.20 higher than the previous day. The implied volatity was 46.22, the open interest changed by -58 which decreased total open position to 161
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 25, which was -51.35 lower than the previous day. The implied volatity was 45.16, the open interest changed by 217 which increased total open position to 217
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 76.35, 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 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 76.35, 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 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 76.35, 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 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 76.35, 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 76.35, 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 76.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
