CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 11:14 AM IST
| CAMS 26DEC2024 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5285.75 | 429 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 5222.05 | 429 | 53.85 | 51.15 | 1 | 0 | 12 | |||
| 10 Dec | 5211.15 | 375.15 | -9.60 | 32.72 | 4 | 0 | 13 | |||
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| 9 Dec | 5269.50 | 384.75 | 114.75 | - | 8 | 3 | 12 | |||
| 6 Dec | 5069.60 | 270 | -179.35 | 33.22 | 3 | 2 | 8 | |||
| 5 Dec | 5244.15 | 449.35 | 97.35 | 42.73 | 1 | 0 | 7 | |||
| 4 Dec | 5181.75 | 352 | 35.50 | 26.62 | 9 | 5 | 7 | |||
| 3 Dec | 5120.20 | 316.5 | 73.50 | 34.12 | 4 | 1 | 2 | |||
| 2 Dec | 5102.30 | 243 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 4928.40 | 243 | 36.44 | 3 | 2 | 2 | ||||
For Computer Age Mngt Ser Ltd - strike price 4900 expiring on 26DEC2024
Delta for 4900 CE is 0.00
Historical price for 4900 CE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 429, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 429, which was 53.85 higher than the previous day. The implied volatity was 51.15, the open interest changed by 0 which decreased total open position to 12
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 375.15, which was -9.60 lower than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 13
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 384.75, which was 114.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 270, which was -179.35 lower than the previous day. The implied volatity was 33.22, the open interest changed by 2 which increased total open position to 8
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 449.35, which was 97.35 higher than the previous day. The implied volatity was 42.73, the open interest changed by 0 which decreased total open position to 7
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 352, which was 35.50 higher than the previous day. The implied volatity was 26.62, the open interest changed by 5 which increased total open position to 7
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 316.5, which was 73.50 higher than the previous day. The implied volatity was 34.12, the open interest changed by 1 which increased total open position to 2
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 243, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 243, which was lower than the previous day. The implied volatity was 36.44, the open interest changed by 2 which increased total open position to 2
| CAMS 26DEC2024 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 2.33
Theta: -2.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5285.75 | 30.2 | -7.00 | 38.95 | 82 | 13 | 72 |
| 11 Dec | 5222.05 | 37.2 | -8.85 | 37.29 | 36 | -4 | 59 |
| 10 Dec | 5211.15 | 46.05 | -0.45 | 38.98 | 22 | -4 | 62 |
| 9 Dec | 5269.50 | 46.5 | -48.55 | 41.64 | 186 | -34 | 67 |
| 6 Dec | 5069.60 | 95.05 | 36.10 | 37.75 | 135 | -6 | 100 |
| 5 Dec | 5244.15 | 58.95 | -4.30 | 39.63 | 153 | 32 | 105 |
| 4 Dec | 5181.75 | 63.25 | -36.75 | 36.73 | 24 | 3 | 73 |
| 3 Dec | 5120.20 | 100 | -3.00 | 39.88 | 67 | 33 | 72 |
| 2 Dec | 5102.30 | 103 | -57.00 | 40.12 | 115 | 24 | 37 |
| 29 Nov | 4928.40 | 160 | 37.99 | 31 | 14 | 14 | |
For Computer Age Mngt Ser Ltd - strike price 4900 expiring on 26DEC2024
Delta for 4900 PE is -0.14
Historical price for 4900 PE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 30.2, which was -7.00 lower than the previous day. The implied volatity was 38.95, the open interest changed by 13 which increased total open position to 72
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 37.2, which was -8.85 lower than the previous day. The implied volatity was 37.29, the open interest changed by -4 which decreased total open position to 59
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 46.05, which was -0.45 lower than the previous day. The implied volatity was 38.98, the open interest changed by -4 which decreased total open position to 62
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 46.5, which was -48.55 lower than the previous day. The implied volatity was 41.64, the open interest changed by -34 which decreased total open position to 67
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 95.05, which was 36.10 higher than the previous day. The implied volatity was 37.75, the open interest changed by -6 which decreased total open position to 100
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 58.95, which was -4.30 lower than the previous day. The implied volatity was 39.63, the open interest changed by 32 which increased total open position to 105
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 63.25, which was -36.75 lower than the previous day. The implied volatity was 36.73, the open interest changed by 3 which increased total open position to 73
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 100, which was -3.00 lower than the previous day. The implied volatity was 39.88, the open interest changed by 33 which increased total open position to 72
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 103, which was -57.00 lower than the previous day. The implied volatity was 40.12, the open interest changed by 24 which increased total open position to 37
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 160, which was lower than the previous day. The implied volatity was 37.99, the open interest changed by 14 which increased total open position to 14
