KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
05 Jan 2026 04:13 PM IST
| KAYNES 27-JAN-2026 4400 CE | ||||||||||||||||
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Delta: 0.22
Vega: 2.94
Theta: -3.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jan | 3997.60 | 53.4 | 1.95 | 44.34 | 4,651 | 128 | 1,794 | |||||||||
| 2 Jan | 3977.20 | 50.1 | 7.95 | 42.06 | 2,340 | 208 | 1,656 | |||||||||
| 1 Jan | 3943.50 | 42.85 | -16.15 | 41.19 | 1,068 | 156 | 1,440 | |||||||||
| 31 Dec | 4013.00 | 56.95 | 5.3 | 40.32 | 1,163 | 15 | 1,286 | |||||||||
| 30 Dec | 3933.00 | 54 | -15.9 | 43.14 | 1,842 | 348 | 1,279 | |||||||||
| 29 Dec | 3988.00 | 70.6 | -15.8 | 43.40 | 1,199 | 98 | 932 | |||||||||
| 26 Dec | 4060.50 | 90 | -18.65 | 40.89 | 1,314 | 156 | 834 | |||||||||
| 24 Dec | 4118.50 | 106.35 | -28.45 | 39.60 | 870 | 131 | 676 | |||||||||
| 23 Dec | 4140.50 | 134 | -25.1 | 43.50 | 351 | 39 | 541 | |||||||||
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| 22 Dec | 4194.00 | 155 | -3.65 | 42.89 | 518 | 171 | 504 | |||||||||
| 19 Dec | 4185.00 | 154.85 | 30.3 | 41.44 | 496 | -52 | 338 | |||||||||
| 18 Dec | 4046.50 | 127.4 | -20.55 | 44.83 | 744 | 139 | 391 | |||||||||
| 17 Dec | 4093.50 | 145.75 | -49.6 | 46.82 | 426 | 81 | 240 | |||||||||
| 16 Dec | 4186.50 | 196.05 | -13.6 | 46.89 | 94 | 32 | 160 | |||||||||
| 15 Dec | 4197.50 | 210.95 | -36.15 | 48.07 | 194 | 76 | 127 | |||||||||
| 12 Dec | 4265.50 | 245.65 | 75.65 | 47.29 | 67 | 31 | 51 | |||||||||
| 11 Dec | 4041.50 | 170 | 70 | 50.52 | 29 | 1 | 19 | |||||||||
| 10 Dec | 3890.50 | 100 | 0 | - | 0 | 0 | 18 | |||||||||
| 9 Dec | 4331.00 | 100 | 0 | 13.69 | 1 | 0 | 18 | |||||||||
| 8 Dec | 3807.00 | 100 | -212.05 | - | 2 | 0 | 18 | |||||||||
| 5 Dec | 4353.50 | 318.9 | -418.4 | 46.09 | 27 | 16 | 17 | |||||||||
For Kaynes Technology Ind Ltd - strike price 4400 expiring on 27JAN2026
Delta for 4400 CE is 0.22
Historical price for 4400 CE is as follows
On 5 Jan KAYNES was trading at 3997.60. The strike last trading price was 53.4, which was 1.95 higher than the previous day. The implied volatity was 44.34, the open interest changed by 128 which increased total open position to 1794
On 2 Jan KAYNES was trading at 3977.20. The strike last trading price was 50.1, which was 7.95 higher than the previous day. The implied volatity was 42.06, the open interest changed by 208 which increased total open position to 1656
On 1 Jan KAYNES was trading at 3943.50. The strike last trading price was 42.85, which was -16.15 lower than the previous day. The implied volatity was 41.19, the open interest changed by 156 which increased total open position to 1440
On 31 Dec KAYNES was trading at 4013.00. The strike last trading price was 56.95, which was 5.3 higher than the previous day. The implied volatity was 40.32, the open interest changed by 15 which increased total open position to 1286
On 30 Dec KAYNES was trading at 3933.00. The strike last trading price was 54, which was -15.9 lower than the previous day. The implied volatity was 43.14, the open interest changed by 348 which increased total open position to 1279
On 29 Dec KAYNES was trading at 3988.00. The strike last trading price was 70.6, which was -15.8 lower than the previous day. The implied volatity was 43.40, the open interest changed by 98 which increased total open position to 932
On 26 Dec KAYNES was trading at 4060.50. The strike last trading price was 90, which was -18.65 lower than the previous day. The implied volatity was 40.89, the open interest changed by 156 which increased total open position to 834
On 24 Dec KAYNES was trading at 4118.50. The strike last trading price was 106.35, which was -28.45 lower than the previous day. The implied volatity was 39.60, the open interest changed by 131 which increased total open position to 676
On 23 Dec KAYNES was trading at 4140.50. The strike last trading price was 134, which was -25.1 lower than the previous day. The implied volatity was 43.50, the open interest changed by 39 which increased total open position to 541
On 22 Dec KAYNES was trading at 4194.00. The strike last trading price was 155, which was -3.65 lower than the previous day. The implied volatity was 42.89, the open interest changed by 171 which increased total open position to 504
On 19 Dec KAYNES was trading at 4185.00. The strike last trading price was 154.85, which was 30.3 higher than the previous day. The implied volatity was 41.44, the open interest changed by -52 which decreased total open position to 338
On 18 Dec KAYNES was trading at 4046.50. The strike last trading price was 127.4, which was -20.55 lower than the previous day. The implied volatity was 44.83, the open interest changed by 139 which increased total open position to 391
On 17 Dec KAYNES was trading at 4093.50. The strike last trading price was 145.75, which was -49.6 lower than the previous day. The implied volatity was 46.82, the open interest changed by 81 which increased total open position to 240
On 16 Dec KAYNES was trading at 4186.50. The strike last trading price was 196.05, which was -13.6 lower than the previous day. The implied volatity was 46.89, the open interest changed by 32 which increased total open position to 160
On 15 Dec KAYNES was trading at 4197.50. The strike last trading price was 210.95, which was -36.15 lower than the previous day. The implied volatity was 48.07, the open interest changed by 76 which increased total open position to 127
On 12 Dec KAYNES was trading at 4265.50. The strike last trading price was 245.65, which was 75.65 higher than the previous day. The implied volatity was 47.29, the open interest changed by 31 which increased total open position to 51
On 11 Dec KAYNES was trading at 4041.50. The strike last trading price was 170, which was 70 higher than the previous day. The implied volatity was 50.52, the open interest changed by 1 which increased total open position to 19
On 10 Dec KAYNES was trading at 3890.50. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 9 Dec KAYNES was trading at 4331.00. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 13.69, the open interest changed by 0 which decreased total open position to 18
On 8 Dec KAYNES was trading at 3807.00. The strike last trading price was 100, which was -212.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 5 Dec KAYNES was trading at 4353.50. The strike last trading price was 318.9, which was -418.4 lower than the previous day. The implied volatity was 46.09, the open interest changed by 16 which increased total open position to 17
| KAYNES 27JAN2026 4400 PE | |||||||
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Delta: -0.76
Vega: 3.05
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jan | 3997.60 | 432 | -7.35 | 46.96 | 17 | 5 | 134 |
| 2 Jan | 3977.20 | 439.3 | -49.7 | 41.14 | 11 | 4 | 127 |
| 1 Jan | 3943.50 | 489 | 72 | 47.51 | 2 | 0 | 122 |
| 31 Dec | 4013.00 | 417 | -68.15 | 40.76 | 9 | 0 | 121 |
| 30 Dec | 3933.00 | 480.45 | 27.8 | 43.94 | 68 | 33 | 108 |
| 29 Dec | 3988.00 | 453.4 | 40.1 | 47.49 | 24 | 11 | 75 |
| 26 Dec | 4060.50 | 406.45 | 70.25 | 46.66 | 81 | 19 | 61 |
| 24 Dec | 4118.50 | 336.2 | -23.8 | 37.45 | 1 | 0 | 42 |
| 23 Dec | 4140.50 | 360 | 26.65 | 44.32 | 1 | 0 | 42 |
| 22 Dec | 4194.00 | 333.35 | -44.7 | 44.85 | 29 | 16 | 42 |
| 19 Dec | 4185.00 | 378.05 | -47.75 | 51.14 | 9 | -1 | 26 |
| 18 Dec | 4046.50 | 425.8 | 6.8 | 44.90 | 23 | 6 | 27 |
| 17 Dec | 4093.50 | 419 | 51.45 | 45.04 | 1 | 0 | 21 |
| 16 Dec | 4186.50 | 367.55 | 0.7 | 48.11 | 12 | 0 | 21 |
| 15 Dec | 4197.50 | 366.85 | 40.7 | 48.58 | 28 | -1 | 23 |
| 12 Dec | 4265.50 | 326.15 | -112.9 | 45.98 | 1 | 0 | 24 |
| 11 Dec | 4041.50 | 439.05 | -107.95 | 41.74 | 5 | -1 | 23 |
| 10 Dec | 3890.50 | 547 | 197 | 41.58 | 42 | -4 | 25 |
| 9 Dec | 4331.00 | 350 | 42.2 | 57.30 | 2 | -1 | 29 |
| 8 Dec | 3807.00 | 306 | 277.75 | - | 0 | 0 | 30 |
| 5 Dec | 4353.50 | 306 | 277.75 | 48.45 | 81 | 31 | 31 |
For Kaynes Technology Ind Ltd - strike price 4400 expiring on 27JAN2026
Delta for 4400 PE is -0.76
Historical price for 4400 PE is as follows
On 5 Jan KAYNES was trading at 3997.60. The strike last trading price was 432, which was -7.35 lower than the previous day. The implied volatity was 46.96, the open interest changed by 5 which increased total open position to 134
On 2 Jan KAYNES was trading at 3977.20. The strike last trading price was 439.3, which was -49.7 lower than the previous day. The implied volatity was 41.14, the open interest changed by 4 which increased total open position to 127
On 1 Jan KAYNES was trading at 3943.50. The strike last trading price was 489, which was 72 higher than the previous day. The implied volatity was 47.51, the open interest changed by 0 which decreased total open position to 122
On 31 Dec KAYNES was trading at 4013.00. The strike last trading price was 417, which was -68.15 lower than the previous day. The implied volatity was 40.76, the open interest changed by 0 which decreased total open position to 121
On 30 Dec KAYNES was trading at 3933.00. The strike last trading price was 480.45, which was 27.8 higher than the previous day. The implied volatity was 43.94, the open interest changed by 33 which increased total open position to 108
On 29 Dec KAYNES was trading at 3988.00. The strike last trading price was 453.4, which was 40.1 higher than the previous day. The implied volatity was 47.49, the open interest changed by 11 which increased total open position to 75
On 26 Dec KAYNES was trading at 4060.50. The strike last trading price was 406.45, which was 70.25 higher than the previous day. The implied volatity was 46.66, the open interest changed by 19 which increased total open position to 61
On 24 Dec KAYNES was trading at 4118.50. The strike last trading price was 336.2, which was -23.8 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 42
On 23 Dec KAYNES was trading at 4140.50. The strike last trading price was 360, which was 26.65 higher than the previous day. The implied volatity was 44.32, the open interest changed by 0 which decreased total open position to 42
On 22 Dec KAYNES was trading at 4194.00. The strike last trading price was 333.35, which was -44.7 lower than the previous day. The implied volatity was 44.85, the open interest changed by 16 which increased total open position to 42
On 19 Dec KAYNES was trading at 4185.00. The strike last trading price was 378.05, which was -47.75 lower than the previous day. The implied volatity was 51.14, the open interest changed by -1 which decreased total open position to 26
On 18 Dec KAYNES was trading at 4046.50. The strike last trading price was 425.8, which was 6.8 higher than the previous day. The implied volatity was 44.90, the open interest changed by 6 which increased total open position to 27
On 17 Dec KAYNES was trading at 4093.50. The strike last trading price was 419, which was 51.45 higher than the previous day. The implied volatity was 45.04, the open interest changed by 0 which decreased total open position to 21
On 16 Dec KAYNES was trading at 4186.50. The strike last trading price was 367.55, which was 0.7 higher than the previous day. The implied volatity was 48.11, the open interest changed by 0 which decreased total open position to 21
On 15 Dec KAYNES was trading at 4197.50. The strike last trading price was 366.85, which was 40.7 higher than the previous day. The implied volatity was 48.58, the open interest changed by -1 which decreased total open position to 23
On 12 Dec KAYNES was trading at 4265.50. The strike last trading price was 326.15, which was -112.9 lower than the previous day. The implied volatity was 45.98, the open interest changed by 0 which decreased total open position to 24
On 11 Dec KAYNES was trading at 4041.50. The strike last trading price was 439.05, which was -107.95 lower than the previous day. The implied volatity was 41.74, the open interest changed by -1 which decreased total open position to 23
On 10 Dec KAYNES was trading at 3890.50. The strike last trading price was 547, which was 197 higher than the previous day. The implied volatity was 41.58, the open interest changed by -4 which decreased total open position to 25
On 9 Dec KAYNES was trading at 4331.00. The strike last trading price was 350, which was 42.2 higher than the previous day. The implied volatity was 57.30, the open interest changed by -1 which decreased total open position to 29
On 8 Dec KAYNES was trading at 3807.00. The strike last trading price was 306, which was 277.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 5 Dec KAYNES was trading at 4353.50. The strike last trading price was 306, which was 277.75 higher than the previous day. The implied volatity was 48.45, the open interest changed by 31 which increased total open position to 31































































































































































































































