KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
12 Dec 2024 10:55 AM IST
| KALYANKJIL 26DEC2024 780 CE | ||||||||||
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Delta: 0.49
Vega: 0.61
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 772.80 | 21 | 4.40 | 37.78 | 3,055 | 327 | 1,164 | |||
| 11 Dec | 762.95 | 16.6 | -0.65 | 37.38 | 1,354 | 28 | 834 | |||
| 10 Dec | 758.90 | 17.25 | -11.75 | 40.09 | 3,511 | 108 | 804 | |||
| 9 Dec | 775.45 | 29 | 18.10 | 42.91 | 6,104 | 467 | 708 | |||
| 6 Dec | 730.50 | 10.9 | 5.10 | 38.64 | 847 | 91 | 241 | |||
| 5 Dec | 720.65 | 5.8 | -1.55 | 33.79 | 226 | 27 | 149 | |||
| 4 Dec | 722.75 | 7.35 | -8.45 | 35.45 | 341 | 122 | 122 | |||
| 3 Dec | 726.85 | 15.8 | 0.00 | 7.48 | 0 | 0 | 0 | |||
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| 2 Dec | 722.10 | 15.8 | 0.00 | 7.95 | 0 | 0 | 0 | |||
| 29 Nov | 724.45 | 15.8 | 7.39 | 0 | 0 | 0 | ||||
For Kalyan Jewellers Ind Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.49
Historical price for 780 CE is as follows
On 12 Dec KALYANKJIL was trading at 772.80. The strike last trading price was 21, which was 4.40 higher than the previous day. The implied volatity was 37.78, the open interest changed by 327 which increased total open position to 1164
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 16.6, which was -0.65 lower than the previous day. The implied volatity was 37.38, the open interest changed by 28 which increased total open position to 834
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 17.25, which was -11.75 lower than the previous day. The implied volatity was 40.09, the open interest changed by 108 which increased total open position to 804
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 29, which was 18.10 higher than the previous day. The implied volatity was 42.91, the open interest changed by 467 which increased total open position to 708
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 10.9, which was 5.10 higher than the previous day. The implied volatity was 38.64, the open interest changed by 91 which increased total open position to 241
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 5.8, which was -1.55 lower than the previous day. The implied volatity was 33.79, the open interest changed by 27 which increased total open position to 149
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 7.35, which was -8.45 lower than the previous day. The implied volatity was 35.45, the open interest changed by 122 which increased total open position to 122
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.95, 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 15.8, which was lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0
| KALYANKJIL 26DEC2024 780 PE | |||||||
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Delta: -0.51
Vega: 0.61
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 772.80 | 24.95 | -6.00 | 37.42 | 421 | 121 | 228 |
| 11 Dec | 762.95 | 30.95 | -7.00 | 36.63 | 27 | 11 | 107 |
| 10 Dec | 758.90 | 37.95 | 8.30 | 42.71 | 247 | -35 | 97 |
| 9 Dec | 775.45 | 29.65 | -44.65 | 44.82 | 229 | 128 | 129 |
| 6 Dec | 730.50 | 74.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 720.65 | 74.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 722.75 | 74.3 | -9.60 | 56.88 | 2 | 1 | 1 |
| 3 Dec | 726.85 | 83.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 722.10 | 83.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 724.45 | 83.9 | - | 0 | 0 | 0 | |
For Kalyan Jewellers Ind Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -0.51
Historical price for 780 PE is as follows
On 12 Dec KALYANKJIL was trading at 772.80. The strike last trading price was 24.95, which was -6.00 lower than the previous day. The implied volatity was 37.42, the open interest changed by 121 which increased total open position to 228
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 30.95, which was -7.00 lower than the previous day. The implied volatity was 36.63, the open interest changed by 11 which increased total open position to 107
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 37.95, which was 8.30 higher than the previous day. The implied volatity was 42.71, the open interest changed by -35 which decreased total open position to 97
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 29.65, which was -44.65 lower than the previous day. The implied volatity was 44.82, the open interest changed by 128 which increased total open position to 129
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 74.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 74.3, 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 74.3, which was -9.60 lower than the previous day. The implied volatity was 56.88, the open interest changed by 1 which increased total open position to 1
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 83.9, 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 83.9, 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 83.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
