CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 10:54 AM IST
| CAMS 26DEC2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 3.94
Theta: -5.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5292.70 | 215.05 | 37.90 | 36.96 | 580 | -40 | 491 | |||
| 11 Dec | 5222.05 | 177.15 | -7.95 | 35.67 | 1,032 | -23 | 532 | |||
| 10 Dec | 5211.15 | 185.1 | -42.15 | 36.86 | 736 | -30 | 556 | |||
| 9 Dec | 5269.50 | 227.25 | 97.25 | 37.24 | 5,006 | -44 | 574 | |||
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| 6 Dec | 5069.60 | 130 | -91.50 | 37.12 | 1,376 | 360 | 622 | |||
| 5 Dec | 5244.15 | 221.5 | 33.55 | 35.74 | 1,221 | 16 | 263 | |||
| 4 Dec | 5181.75 | 187.95 | 29.30 | 34.46 | 624 | -7 | 244 | |||
| 3 Dec | 5120.20 | 158.65 | -15.50 | 35.68 | 442 | 39 | 252 | |||
| 2 Dec | 5102.30 | 174.15 | 69.65 | 37.32 | 1,260 | 199 | 210 | |||
| 29 Nov | 4928.40 | 104.5 | 34.68 | 48 | 12 | 12 | ||||
For Computer Age Mngt Ser Ltd - strike price 5200 expiring on 26DEC2024
Delta for 5200 CE is 0.63
Historical price for 5200 CE is as follows
On 12 Dec CAMS was trading at 5292.70. The strike last trading price was 215.05, which was 37.90 higher than the previous day. The implied volatity was 36.96, the open interest changed by -40 which decreased total open position to 491
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 177.15, which was -7.95 lower than the previous day. The implied volatity was 35.67, the open interest changed by -23 which decreased total open position to 532
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 185.1, which was -42.15 lower than the previous day. The implied volatity was 36.86, the open interest changed by -30 which decreased total open position to 556
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 227.25, which was 97.25 higher than the previous day. The implied volatity was 37.24, the open interest changed by -44 which decreased total open position to 574
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 130, which was -91.50 lower than the previous day. The implied volatity was 37.12, the open interest changed by 360 which increased total open position to 622
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 221.5, which was 33.55 higher than the previous day. The implied volatity was 35.74, the open interest changed by 16 which increased total open position to 263
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 187.95, which was 29.30 higher than the previous day. The implied volatity was 34.46, the open interest changed by -7 which decreased total open position to 244
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 158.65, which was -15.50 lower than the previous day. The implied volatity was 35.68, the open interest changed by 39 which increased total open position to 252
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 174.15, which was 69.65 higher than the previous day. The implied volatity was 37.32, the open interest changed by 199 which increased total open position to 210
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 104.5, which was lower than the previous day. The implied volatity was 34.68, the open interest changed by 12 which increased total open position to 12
| CAMS 26DEC2024 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 3.95
Theta: -4.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5292.70 | 105 | -20.90 | 37.59 | 380 | 37 | 237 |
| 11 Dec | 5222.05 | 125.9 | -13.60 | 35.69 | 341 | 11 | 199 |
| 10 Dec | 5211.15 | 139.5 | 7.50 | 37.36 | 354 | 11 | 189 |
| 9 Dec | 5269.50 | 132 | -105.10 | 40.20 | 577 | 90 | 179 |
| 6 Dec | 5069.60 | 237.1 | 83.20 | 37.66 | 531 | -38 | 89 |
| 5 Dec | 5244.15 | 153.9 | -10.15 | 38.45 | 533 | 106 | 127 |
| 4 Dec | 5181.75 | 164.05 | -98.30 | 34.80 | 30 | 12 | 19 |
| 3 Dec | 5120.20 | 262.35 | 20.70 | 45.72 | 7 | -1 | 5 |
| 2 Dec | 5102.30 | 241.65 | -172.30 | 41.44 | 24 | 6 | 6 |
| 29 Nov | 4928.40 | 413.95 | - | 0 | 0 | 0 | |
For Computer Age Mngt Ser Ltd - strike price 5200 expiring on 26DEC2024
Delta for 5200 PE is -0.37
Historical price for 5200 PE is as follows
On 12 Dec CAMS was trading at 5292.70. The strike last trading price was 105, which was -20.90 lower than the previous day. The implied volatity was 37.59, the open interest changed by 37 which increased total open position to 237
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 125.9, which was -13.60 lower than the previous day. The implied volatity was 35.69, the open interest changed by 11 which increased total open position to 199
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 139.5, which was 7.50 higher than the previous day. The implied volatity was 37.36, the open interest changed by 11 which increased total open position to 189
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 132, which was -105.10 lower than the previous day. The implied volatity was 40.20, the open interest changed by 90 which increased total open position to 179
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 237.1, which was 83.20 higher than the previous day. The implied volatity was 37.66, the open interest changed by -38 which decreased total open position to 89
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 153.9, which was -10.15 lower than the previous day. The implied volatity was 38.45, the open interest changed by 106 which increased total open position to 127
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 164.05, which was -98.30 lower than the previous day. The implied volatity was 34.80, the open interest changed by 12 which increased total open position to 19
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 262.35, which was 20.70 higher than the previous day. The implied volatity was 45.72, the open interest changed by -1 which decreased total open position to 5
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 241.65, which was -172.30 lower than the previous day. The implied volatity was 41.44, the open interest changed by 6 which increased total open position to 6
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 413.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
