CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 11:14 AM IST
| CAMS 26DEC2024 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 3.42
Theta: -5.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 5285.75 | 264.95 | 19.95 | 34.04 | 40 | -21 | 201 | |||
| 11 Dec | 5222.05 | 245 | 3.00 | 37.97 | 44 | -5 | 223 | |||
| 10 Dec | 5211.15 | 242 | -51.30 | 36.62 | 147 | -6 | 231 | |||
| 9 Dec | 5269.50 | 293.3 | 121.05 | 38.04 | 1,640 | -102 | 237 | |||
| 6 Dec | 5069.60 | 172.25 | -118.75 | 36.93 | 850 | 194 | 341 | |||
| 5 Dec | 5244.15 | 291 | 47.05 | 37.92 | 322 | -34 | 144 | |||
| 4 Dec | 5181.75 | 243.95 | 34.95 | 34.70 | 412 | -74 | 180 | |||
| 3 Dec | 5120.20 | 209 | -14.15 | 36.20 | 543 | 22 | 255 | |||
| 2 Dec | 5102.30 | 223.15 | 82.50 | 37.49 | 1,930 | 187 | 244 | |||
| 29 Nov | 4928.40 | 140.65 | 34.89 | 137 | 59 | 59 | ||||
For Computer Age Mngt Ser Ltd - strike price 5100 expiring on 26DEC2024
Delta for 5100 CE is 0.73
Historical price for 5100 CE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 264.95, which was 19.95 higher than the previous day. The implied volatity was 34.04, the open interest changed by -21 which decreased total open position to 201
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 245, which was 3.00 higher than the previous day. The implied volatity was 37.97, the open interest changed by -5 which decreased total open position to 223
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 242, which was -51.30 lower than the previous day. The implied volatity was 36.62, the open interest changed by -6 which decreased total open position to 231
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 293.3, which was 121.05 higher than the previous day. The implied volatity was 38.04, the open interest changed by -102 which decreased total open position to 237
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 172.25, which was -118.75 lower than the previous day. The implied volatity was 36.93, the open interest changed by 194 which increased total open position to 341
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 291, which was 47.05 higher than the previous day. The implied volatity was 37.92, the open interest changed by -34 which decreased total open position to 144
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 243.95, which was 34.95 higher than the previous day. The implied volatity was 34.70, the open interest changed by -74 which decreased total open position to 180
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 209, which was -14.15 lower than the previous day. The implied volatity was 36.20, the open interest changed by 22 which increased total open position to 255
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 223.15, which was 82.50 higher than the previous day. The implied volatity was 37.49, the open interest changed by 187 which increased total open position to 244
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 140.65, which was lower than the previous day. The implied volatity was 34.89, the open interest changed by 59 which increased total open position to 59
| CAMS 26DEC2024 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 3.54
Theta: -4.34
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5285.75 | 74 | -9.05 | 38.20 | 107 | 28 | 235 |
| 11 Dec | 5222.05 | 83.05 | -18.50 | 35.10 | 99 | 5 | 206 |
| 10 Dec | 5211.15 | 101.55 | 5.55 | 38.32 | 145 | -1 | 199 |
| 9 Dec | 5269.50 | 96 | -82.10 | 40.65 | 631 | 68 | 203 |
| 6 Dec | 5069.60 | 178.1 | 62.75 | 37.09 | 531 | 44 | 135 |
| 5 Dec | 5244.15 | 115.35 | -13.60 | 38.94 | 353 | 38 | 90 |
| 4 Dec | 5181.75 | 128.95 | -47.95 | 36.78 | 111 | 0 | 51 |
| 3 Dec | 5120.20 | 176.9 | 10.30 | 39.15 | 73 | -4 | 51 |
| 2 Dec | 5102.30 | 166.6 | -115.40 | 36.89 | 214 | 49 | 50 |
| 29 Nov | 4928.40 | 282 | 41.28 | 6 | 1 | 1 | |
For Computer Age Mngt Ser Ltd - strike price 5100 expiring on 26DEC2024
Delta for 5100 PE is -0.29
Historical price for 5100 PE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 74, which was -9.05 lower than the previous day. The implied volatity was 38.20, the open interest changed by 28 which increased total open position to 235
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 83.05, which was -18.50 lower than the previous day. The implied volatity was 35.10, the open interest changed by 5 which increased total open position to 206
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 101.55, which was 5.55 higher than the previous day. The implied volatity was 38.32, the open interest changed by -1 which decreased total open position to 199
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 96, which was -82.10 lower than the previous day. The implied volatity was 40.65, the open interest changed by 68 which increased total open position to 203
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 178.1, which was 62.75 higher than the previous day. The implied volatity was 37.09, the open interest changed by 44 which increased total open position to 135
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 115.35, which was -13.60 lower than the previous day. The implied volatity was 38.94, the open interest changed by 38 which increased total open position to 90
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 128.95, which was -47.95 lower than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 51
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 176.9, which was 10.30 higher than the previous day. The implied volatity was 39.15, the open interest changed by -4 which decreased total open position to 51
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 166.6, which was -115.40 lower than the previous day. The implied volatity was 36.89, the open interest changed by 49 which increased total open position to 50
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 282, which was lower than the previous day. The implied volatity was 41.28, the open interest changed by 1 which increased total open position to 1
