[--[65.84.65.76]--]

KAYNES

Kaynes Technology Ind Ltd
4026 +135.50 (3.48%)
L: 3830 H: 4129

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Historical option data for KAYNES

11 Dec 2025 12:44 PM IST
KAYNES 30-DEC-2025 4500 CE
Delta: 0.24
Vega: 2.90
Theta: -4.51
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 4058.00 70.1 11.95 56.17 18,848 104 5,304
10 Dec 3890.50 58.3 -84.25 64.94 43,889 4,170 5,215
9 Dec 4331.00 140 114.05 45.80 456 -106 1,051
8 Dec 3807.00 34.95 -138.8 53.78 1,593 -758 1,159
5 Dec 4353.50 165 -391.15 46.63 10,253 1,910 1,917
4 Dec 4978.00 565 -1353.9 46.06 9 6 6
3 Dec 5307.00 0 0 - 0 0 0
2 Dec 5408.50 0 0 - 0 0 0
1 Dec 5358.50 0 0 - 0 0 0


For Kaynes Technology Ind Ltd - strike price 4500 expiring on 30DEC2025

Delta for 4500 CE is 0.24

Historical price for 4500 CE is as follows

On 11 Dec KAYNES was trading at 4058.00. The strike last trading price was 70.1, which was 11.95 higher than the previous day. The implied volatity was 56.17, the open interest changed by 104 which increased total open position to 5304


On 10 Dec KAYNES was trading at 3890.50. The strike last trading price was 58.3, which was -84.25 lower than the previous day. The implied volatity was 64.94, the open interest changed by 4170 which increased total open position to 5215


On 9 Dec KAYNES was trading at 4331.00. The strike last trading price was 140, which was 114.05 higher than the previous day. The implied volatity was 45.80, the open interest changed by -106 which decreased total open position to 1051


On 8 Dec KAYNES was trading at 3807.00. The strike last trading price was 34.95, which was -138.8 lower than the previous day. The implied volatity was 53.78, the open interest changed by -758 which decreased total open position to 1159


On 5 Dec KAYNES was trading at 4353.50. The strike last trading price was 165, which was -391.15 lower than the previous day. The implied volatity was 46.63, the open interest changed by 1910 which increased total open position to 1917


On 4 Dec KAYNES was trading at 4978.00. The strike last trading price was 565, which was -1353.9 lower than the previous day. The implied volatity was 46.06, the open interest changed by 6 which increased total open position to 6


On 3 Dec KAYNES was trading at 5307.00. The strike last trading price was 0, 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 0, 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 0, 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 4500 PE
Delta: -0.74
Vega: 3.03
Theta: -3.89
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 4058.00 503.2 -155.65 61.09 469 44 863
10 Dec 3890.50 668 408.55 73.18 3,396 -317 819
9 Dec 4331.00 255 -381.7 46.13 248 -103 1,140
8 Dec 3807.00 591.4 300.55 - 798 -537 1,243
5 Dec 4353.50 274.6 209.45 46.92 39,425 1,220 1,781
4 Dec 4978.00 69 49.05 48.14 4,686 562 562
3 Dec 5307.00 0 0 - 0 0 0
2 Dec 5408.50 0 0 - 0 0 0
1 Dec 5358.50 0 0 - 0 0 0


For Kaynes Technology Ind Ltd - strike price 4500 expiring on 30DEC2025

Delta for 4500 PE is -0.74

Historical price for 4500 PE is as follows

On 11 Dec KAYNES was trading at 4058.00. The strike last trading price was 503.2, which was -155.65 lower than the previous day. The implied volatity was 61.09, the open interest changed by 44 which increased total open position to 863


On 10 Dec KAYNES was trading at 3890.50. The strike last trading price was 668, which was 408.55 higher than the previous day. The implied volatity was 73.18, the open interest changed by -317 which decreased total open position to 819


On 9 Dec KAYNES was trading at 4331.00. The strike last trading price was 255, which was -381.7 lower than the previous day. The implied volatity was 46.13, the open interest changed by -103 which decreased total open position to 1140


On 8 Dec KAYNES was trading at 3807.00. The strike last trading price was 591.4, which was 300.55 higher than the previous day. The implied volatity was -, the open interest changed by -537 which decreased total open position to 1243


On 5 Dec KAYNES was trading at 4353.50. The strike last trading price was 274.6, which was 209.45 higher than the previous day. The implied volatity was 46.92, the open interest changed by 1220 which increased total open position to 1781


On 4 Dec KAYNES was trading at 4978.00. The strike last trading price was 69, which was 49.05 higher than the previous day. The implied volatity was 48.14, the open interest changed by 562 which increased total open position to 562


On 3 Dec KAYNES was trading at 5307.00. The strike last trading price was 0, 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 0, 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 0, 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