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[--[65.84.65.76]--]
CAMS
Computer Age Mngt Ser Ltd

5293.3 71.25 (1.36%)

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Historical option data for CAMS

12 Dec 2024 10:54 AM IST
CAMS 26DEC2024 5000 CE
Delta: 0.76
Vega: 3.21
Theta: -6.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5292.70 380 71.50 45.45 88 -3 242
11 Dec 5222.05 308.5 10.00 36.69 261 104 244
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 0.76

Historical price for 5000 CE is as follows

On 12 Dec CAMS was trading at 5292.70. The strike last trading price was 380, which was 71.50 higher than the previous day. The implied volatity was 45.45, 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
Delta: -0.20
Vega: 2.91
Theta: -3.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5292.70 45.5 -11.95 38.06 358 89 360
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 -0.20

Historical price for 5000 PE is as follows

On 12 Dec CAMS was trading at 5292.70. The strike last trading price was 45.5, which was -11.95 lower than the previous day. The implied volatity was 38.06, the open interest changed by 89 which increased total open position to 360


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