[--[65.84.65.76]--]

KAYNES

Kaynes Technology Ind Ltd
4197.5 -68.00 (-1.59%)
L: 4172 H: 4389.5

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Historical option data for KAYNES

15 Dec 2025 04:03 PM IST
KAYNES 30-DEC-2025 4400 CE
Delta: 0.37
Vega: 3.21
Theta: -6.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 4197.50 112.65 -22.8 55.34 22,071 689 3,503
12 Dec 4265.50 132 45 48.82 22,445 118 2,815
11 Dec 4041.50 87.2 14.65 57.34 16,320 -429 2,697
10 Dec 3890.50 73.95 -104.5 64.43 31,793 2,503 3,113
9 Dec 4331.00 194 167 48.68 217 -29 611
8 Dec 3807.00 32 -192.8 46.94 568 -116 640
5 Dec 4353.50 213.15 -2530.1 47.77 4,986 758 758
4 Dec 4978.00 2743.25 0 - 0 0 0
3 Dec 5307.00 2743.25 0 - 0 0 0
2 Dec 5408.50 2743.25 0 - 0 0 0
1 Dec 5358.50 2743.25 0 - 0 0 0


For Kaynes Technology Ind Ltd - strike price 4400 expiring on 30DEC2025

Delta for 4400 CE is 0.37

Historical price for 4400 CE is as follows

On 15 Dec KAYNES was trading at 4197.50. The strike last trading price was 112.65, which was -22.8 lower than the previous day. The implied volatity was 55.34, the open interest changed by 689 which increased total open position to 3503


On 12 Dec KAYNES was trading at 4265.50. The strike last trading price was 132, which was 45 higher than the previous day. The implied volatity was 48.82, the open interest changed by 118 which increased total open position to 2815


On 11 Dec KAYNES was trading at 4041.50. The strike last trading price was 87.2, which was 14.65 higher than the previous day. The implied volatity was 57.34, the open interest changed by -429 which decreased total open position to 2697


On 10 Dec KAYNES was trading at 3890.50. The strike last trading price was 73.95, which was -104.5 lower than the previous day. The implied volatity was 64.43, the open interest changed by 2503 which increased total open position to 3113


On 9 Dec KAYNES was trading at 4331.00. The strike last trading price was 194, which was 167 higher than the previous day. The implied volatity was 48.68, the open interest changed by -29 which decreased total open position to 611


On 8 Dec KAYNES was trading at 3807.00. The strike last trading price was 32, which was -192.8 lower than the previous day. The implied volatity was 46.94, the open interest changed by -116 which decreased total open position to 640


On 5 Dec KAYNES was trading at 4353.50. The strike last trading price was 213.15, which was -2530.1 lower than the previous day. The implied volatity was 47.77, the open interest changed by 758 which increased total open position to 758


On 4 Dec KAYNES was trading at 4978.00. The strike last trading price was 2743.25, which was 0 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 KAYNES was trading at 5307.00. The strike last trading price was 2743.25, which was 0 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 KAYNES was trading at 5408.50. The strike last trading price was 2743.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec KAYNES was trading at 5358.50. The strike last trading price was 2743.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


KAYNES 30DEC2025 4400 PE
Delta: -0.63
Vega: 3.22
Theta: -5.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 4197.50 302.2 53.8 56.25 4,480 66 1,395
12 Dec 4265.50 256 -170.6 49.64 961 74 1,327
11 Dec 4041.50 432.35 -139.25 55.89 440 -12 1,254
10 Dec 3890.50 578.25 376.25 66.38 7,128 60 1,271
9 Dec 4331.00 190 -353.1 43.22 242 -102 1,215
8 Dec 3807.00 515 275.3 - 747 -547 1,318
5 Dec 4353.50 225.35 175.35 48.48 31,425 543 1,868
4 Dec 4978.00 53.75 43.35 49.57 8,749 951 1,323
3 Dec 5307.00 10.65 1.75 42.64 1,125 100 372
2 Dec 5408.50 8.7 -0.85 43.67 708 83 267
1 Dec 5358.50 11.8 -12.8 43.70 302 180 180


For Kaynes Technology Ind Ltd - strike price 4400 expiring on 30DEC2025

Delta for 4400 PE is -0.63

Historical price for 4400 PE is as follows

On 15 Dec KAYNES was trading at 4197.50. The strike last trading price was 302.2, which was 53.8 higher than the previous day. The implied volatity was 56.25, the open interest changed by 66 which increased total open position to 1395


On 12 Dec KAYNES was trading at 4265.50. The strike last trading price was 256, which was -170.6 lower than the previous day. The implied volatity was 49.64, the open interest changed by 74 which increased total open position to 1327


On 11 Dec KAYNES was trading at 4041.50. The strike last trading price was 432.35, which was -139.25 lower than the previous day. The implied volatity was 55.89, the open interest changed by -12 which decreased total open position to 1254


On 10 Dec KAYNES was trading at 3890.50. The strike last trading price was 578.25, which was 376.25 higher than the previous day. The implied volatity was 66.38, the open interest changed by 60 which increased total open position to 1271


On 9 Dec KAYNES was trading at 4331.00. The strike last trading price was 190, which was -353.1 lower than the previous day. The implied volatity was 43.22, the open interest changed by -102 which decreased total open position to 1215


On 8 Dec KAYNES was trading at 3807.00. The strike last trading price was 515, which was 275.3 higher than the previous day. The implied volatity was -, the open interest changed by -547 which decreased total open position to 1318


On 5 Dec KAYNES was trading at 4353.50. The strike last trading price was 225.35, which was 175.35 higher than the previous day. The implied volatity was 48.48, the open interest changed by 543 which increased total open position to 1868


On 4 Dec KAYNES was trading at 4978.00. The strike last trading price was 53.75, which was 43.35 higher than the previous day. The implied volatity was 49.57, the open interest changed by 951 which increased total open position to 1323


On 3 Dec KAYNES was trading at 5307.00. The strike last trading price was 10.65, which was 1.75 higher than the previous day. The implied volatity was 42.64, the open interest changed by 100 which increased total open position to 372


On 2 Dec KAYNES was trading at 5408.50. The strike last trading price was 8.7, which was -0.85 lower than the previous day. The implied volatity was 43.67, the open interest changed by 83 which increased total open position to 267


On 1 Dec KAYNES was trading at 5358.50. The strike last trading price was 11.8, which was -12.8 lower than the previous day. The implied volatity was 43.70, the open interest changed by 180 which increased total open position to 180