KAYNES
Kaynes Technology Ind Ltd
Historical option data for KAYNES
15 Dec 2025 04:03 PM IST
| KAYNES 30-DEC-2025 4400 CE | ||||||||||||||||
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Delta: 0.37
Vega: 3.21
Theta: -6.32
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.63
Vega: 3.22
Theta: -5.23
Gamma: 0.00
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| 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































































































































































































































