KALYANKJIL
Kalyan Jewellers Ind Ltd
Historical option data for KALYANKJIL
12 Dec 2024 11:04 AM IST
| KALYANKJIL 26DEC2024 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.55
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 768.90 | 12.4 | 1.80 | 38.41 | 3,360 | 151 | 1,674 | |||
| 11 Dec | 762.95 | 10.6 | -1.20 | 38.23 | 1,853 | -238 | 1,522 | |||
| 10 Dec | 758.90 | 11.8 | -8.90 | 41.51 | 4,941 | 479 | 1,766 | |||
| 9 Dec | 775.45 | 20.7 | 13.25 | 43.34 | 9,647 | 865 | 1,294 | |||
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| 6 Dec | 730.50 | 7.45 | 4.15 | 40.06 | 2,607 | 147 | 428 | |||
| 5 Dec | 720.65 | 3.3 | -0.85 | 34.14 | 585 | -73 | 283 | |||
| 4 Dec | 722.75 | 4.15 | -1.25 | 35.07 | 715 | 28 | 355 | |||
| 3 Dec | 726.85 | 5.4 | -1.15 | 35.04 | 213 | -3 | 328 | |||
| 2 Dec | 722.10 | 6.55 | -1.30 | 38.67 | 702 | 225 | 332 | |||
| 29 Nov | 724.45 | 7.85 | 38.51 | 153 | 109 | 109 | ||||
For Kalyan Jewellers Ind Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 CE is 0.34
Historical price for 800 CE is as follows
On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 12.4, which was 1.80 higher than the previous day. The implied volatity was 38.41, the open interest changed by 151 which increased total open position to 1674
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 10.6, which was -1.20 lower than the previous day. The implied volatity was 38.23, the open interest changed by -238 which decreased total open position to 1522
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 11.8, which was -8.90 lower than the previous day. The implied volatity was 41.51, the open interest changed by 479 which increased total open position to 1766
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 20.7, which was 13.25 higher than the previous day. The implied volatity was 43.34, the open interest changed by 865 which increased total open position to 1294
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 7.45, which was 4.15 higher than the previous day. The implied volatity was 40.06, the open interest changed by 147 which increased total open position to 428
On 5 Dec KALYANKJIL was trading at 720.65. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 34.14, the open interest changed by -73 which decreased total open position to 283
On 4 Dec KALYANKJIL was trading at 722.75. The strike last trading price was 4.15, which was -1.25 lower than the previous day. The implied volatity was 35.07, the open interest changed by 28 which increased total open position to 355
On 3 Dec KALYANKJIL was trading at 726.85. The strike last trading price was 5.4, which was -1.15 lower than the previous day. The implied volatity was 35.04, the open interest changed by -3 which decreased total open position to 328
On 2 Dec KALYANKJIL was trading at 722.10. The strike last trading price was 6.55, which was -1.30 lower than the previous day. The implied volatity was 38.67, the open interest changed by 225 which increased total open position to 332
On 29 Nov KALYANKJIL was trading at 724.45. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was 38.51, the open interest changed by 109 which increased total open position to 109
| KALYANKJIL 26DEC2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.54
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 768.90 | 37.55 | -6.45 | 34.23 | 48 | 9 | 19 |
| 11 Dec | 762.95 | 44 | -9.00 | 35.72 | 7 | 1 | 11 |
| 10 Dec | 758.90 | 53 | 10.45 | 45.46 | 24 | 3 | 10 |
| 9 Dec | 775.45 | 42.55 | -44.90 | 47.25 | 17 | 6 | 7 |
| 6 Dec | 730.50 | 87.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 720.65 | 87.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 722.75 | 87.45 | -12.20 | 53.74 | 3 | 2 | 2 |
| 3 Dec | 726.85 | 99.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 722.10 | 99.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 724.45 | 99.65 | - | 0 | 0 | 0 | |
For Kalyan Jewellers Ind Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 PE is -0.69
Historical price for 800 PE is as follows
On 12 Dec KALYANKJIL was trading at 768.90. The strike last trading price was 37.55, which was -6.45 lower than the previous day. The implied volatity was 34.23, the open interest changed by 9 which increased total open position to 19
On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 44, which was -9.00 lower than the previous day. The implied volatity was 35.72, the open interest changed by 1 which increased total open position to 11
On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 53, which was 10.45 higher than the previous day. The implied volatity was 45.46, the open interest changed by 3 which increased total open position to 10
On 9 Dec KALYANKJIL was trading at 775.45. The strike last trading price was 42.55, which was -44.90 lower than the previous day. The implied volatity was 47.25, the open interest changed by 6 which increased total open position to 7
On 6 Dec KALYANKJIL was trading at 730.50. The strike last trading price was 87.45, 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 87.45, 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 87.45, which was -12.20 lower than the previous day. The implied volatity was 53.74, 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 99.65, 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 99.65, 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 99.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
