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

771.1 8.15 (1.07%)

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Historical option data for KALYANKJIL

12 Dec 2024 10:55 AM IST
KALYANKJIL 26DEC2024 880 CE
Delta: 0.07
Vega: 0.19
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 772.80 1.75 0.55 41.25 270 32 184
11 Dec 762.95 1.2 -0.60 40.40 40 -4 152
10 Dec 758.90 1.8 43.85 358 157 157


For Kalyan Jewellers Ind Ltd - strike price 880 expiring on 26DEC2024

Delta for 880 CE is 0.07

Historical price for 880 CE is as follows

On 12 Dec KALYANKJIL was trading at 772.80. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 41.25, the open interest changed by 32 which increased total open position to 184


On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 40.40, the open interest changed by -4 which decreased total open position to 152


On 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 43.85, the open interest changed by 157 which increased total open position to 157


KALYANKJIL 26DEC2024 880 PE
Delta: -0.98
Vega: 0.07
Theta: 0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 772.80 104.1 -66.50 30.38 1 0 0
11 Dec 762.95 170.6 0.00 - 0 0 0
10 Dec 758.90 170.6 - 0 0 0


For Kalyan Jewellers Ind Ltd - strike price 880 expiring on 26DEC2024

Delta for 880 PE is -0.98

Historical price for 880 PE is as follows

On 12 Dec KALYANKJIL was trading at 772.80. The strike last trading price was 104.1, which was -66.50 lower than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 0


On 11 Dec KALYANKJIL was trading at 762.95. The strike last trading price was 170.6, 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 10 Dec KALYANKJIL was trading at 758.90. The strike last trading price was 170.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0