CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 11:04 AM IST
| CAMS 26DEC2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 3.03
Theta: -5.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5274.35 | 347.3 | 38.80 | 38.80 | 89 | -3 | 242 | |||
| 11 Dec | 5222.05 | 308.5 | 10.00 | 36.69 | 261 | 104 | 244 | |||
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| 10 Dec | 5211.15 | 298.5 | -63.50 | 33.40 | 125 | 25 | 139 | |||
| 9 Dec | 5269.50 | 362 | 137.00 | 37.33 | 366 | -5 | 109 | |||
| 6 Dec | 5069.60 | 225 | -120.10 | 37.08 | 209 | 43 | 115 | |||
| 5 Dec | 5244.15 | 345.1 | 33.10 | 34.74 | 112 | -22 | 72 | |||
| 4 Dec | 5181.75 | 312 | 47.65 | 35.71 | 97 | -17 | 94 | |||
| 3 Dec | 5120.20 | 264.35 | -20.95 | 36.03 | 226 | 23 | 112 | |||
| 2 Dec | 5102.30 | 285.3 | 96.50 | 38.72 | 682 | 22 | 89 | |||
| 29 Nov | 4928.40 | 188.8 | 35.85 | 259 | 65 | 65 | ||||
For Computer Age Mngt Ser Ltd - strike price 5000 expiring on 26DEC2024
Delta for 5000 CE is 0.79
Historical price for 5000 CE is as follows
On 12 Dec CAMS was trading at 5274.35. The strike last trading price was 347.3, which was 38.80 higher than the previous day. The implied volatity was 38.80, the open interest changed by -3 which decreased total open position to 242
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 308.5, which was 10.00 higher than the previous day. The implied volatity was 36.69, the open interest changed by 104 which increased total open position to 244
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 298.5, which was -63.50 lower than the previous day. The implied volatity was 33.40, the open interest changed by 25 which increased total open position to 139
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 362, which was 137.00 higher than the previous day. The implied volatity was 37.33, the open interest changed by -5 which decreased total open position to 109
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 225, which was -120.10 lower than the previous day. The implied volatity was 37.08, the open interest changed by 43 which increased total open position to 115
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 345.1, which was 33.10 higher than the previous day. The implied volatity was 34.74, the open interest changed by -22 which decreased total open position to 72
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 312, which was 47.65 higher than the previous day. The implied volatity was 35.71, the open interest changed by -17 which decreased total open position to 94
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 264.35, which was -20.95 lower than the previous day. The implied volatity was 36.03, the open interest changed by 23 which increased total open position to 112
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 285.3, which was 96.50 higher than the previous day. The implied volatity was 38.72, the open interest changed by 22 which increased total open position to 89
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 188.8, which was lower than the previous day. The implied volatity was 35.85, the open interest changed by 65 which increased total open position to 65
| CAMS 26DEC2024 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 2.99
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5274.35 | 48 | -9.45 | 37.65 | 388 | 112 | 383 |
| 11 Dec | 5222.05 | 57.45 | -11.95 | 36.53 | 246 | -11 | 271 |
| 10 Dec | 5211.15 | 69.4 | 3.90 | 38.54 | 320 | 51 | 282 |
| 9 Dec | 5269.50 | 65.5 | -69.55 | 40.47 | 653 | 69 | 230 |
| 6 Dec | 5069.60 | 135.05 | 48.95 | 38.04 | 599 | 87 | 161 |
| 5 Dec | 5244.15 | 86.1 | -3.90 | 39.87 | 228 | 37 | 73 |
| 4 Dec | 5181.75 | 90 | -45.90 | 36.27 | 22 | 7 | 35 |
| 3 Dec | 5120.20 | 135.9 | -15.80 | 39.76 | 146 | 21 | 30 |
| 2 Dec | 5102.30 | 151.7 | -135.70 | 42.60 | 11 | 9 | 9 |
| 29 Nov | 4928.40 | 287.4 | - | 0 | 0 | 0 | |
For Computer Age Mngt Ser Ltd - strike price 5000 expiring on 26DEC2024
Delta for 5000 PE is -0.21
Historical price for 5000 PE is as follows
On 12 Dec CAMS was trading at 5274.35. The strike last trading price was 48, which was -9.45 lower than the previous day. The implied volatity was 37.65, the open interest changed by 112 which increased total open position to 383
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 57.45, which was -11.95 lower than the previous day. The implied volatity was 36.53, the open interest changed by -11 which decreased total open position to 271
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 69.4, which was 3.90 higher than the previous day. The implied volatity was 38.54, the open interest changed by 51 which increased total open position to 282
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 65.5, which was -69.55 lower than the previous day. The implied volatity was 40.47, the open interest changed by 69 which increased total open position to 230
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 135.05, which was 48.95 higher than the previous day. The implied volatity was 38.04, the open interest changed by 87 which increased total open position to 161
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 86.1, which was -3.90 lower than the previous day. The implied volatity was 39.87, the open interest changed by 37 which increased total open position to 73
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 90, which was -45.90 lower than the previous day. The implied volatity was 36.27, the open interest changed by 7 which increased total open position to 35
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 135.9, which was -15.80 lower than the previous day. The implied volatity was 39.76, the open interest changed by 21 which increased total open position to 30
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 151.7, which was -135.70 lower than the previous day. The implied volatity was 42.60, the open interest changed by 9 which increased total open position to 9
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 287.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
