CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 11:14 AM IST
| CAMS 26DEC2024 5300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 4.15
Theta: -5.98
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5285.75 | 152.5 | 21.95 | 35.97 | 2,883 | -7 | 576 | |||
| 11 Dec | 5222.05 | 130.55 | -7.15 | 36.13 | 1,437 | 50 | 589 | |||
|
|
||||||||||
| 10 Dec | 5211.15 | 137.7 | -35.50 | 37.01 | 934 | 85 | 540 | |||
| 9 Dec | 5269.50 | 173.2 | 77.20 | 38.53 | 4,313 | 19 | 446 | |||
| 6 Dec | 5069.60 | 96 | -74.40 | 37.29 | 863 | 157 | 428 | |||
| 5 Dec | 5244.15 | 170.4 | 29.40 | 35.67 | 2,838 | 72 | 271 | |||
| 4 Dec | 5181.75 | 141 | 22.00 | 33.97 | 305 | -20 | 198 | |||
| 3 Dec | 5120.20 | 119 | -10.85 | 35.61 | 322 | -49 | 219 | |||
| 2 Dec | 5102.30 | 129.85 | 51.15 | 36.52 | 954 | 135 | 272 | |||
| 29 Nov | 4928.40 | 78.7 | 35.14 | 318 | 137 | 137 | ||||
For Computer Age Mngt Ser Ltd - strike price 5300 expiring on 26DEC2024
Delta for 5300 CE is 0.52
Historical price for 5300 CE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 152.5, which was 21.95 higher than the previous day. The implied volatity was 35.97, the open interest changed by -7 which decreased total open position to 576
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 130.55, which was -7.15 lower than the previous day. The implied volatity was 36.13, the open interest changed by 50 which increased total open position to 589
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 137.7, which was -35.50 lower than the previous day. The implied volatity was 37.01, the open interest changed by 85 which increased total open position to 540
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 173.2, which was 77.20 higher than the previous day. The implied volatity was 38.53, the open interest changed by 19 which increased total open position to 446
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 96, which was -74.40 lower than the previous day. The implied volatity was 37.29, the open interest changed by 157 which increased total open position to 428
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 170.4, which was 29.40 higher than the previous day. The implied volatity was 35.67, the open interest changed by 72 which increased total open position to 271
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 141, which was 22.00 higher than the previous day. The implied volatity was 33.97, the open interest changed by -20 which decreased total open position to 198
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 119, which was -10.85 lower than the previous day. The implied volatity was 35.61, the open interest changed by -49 which decreased total open position to 219
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 129.85, which was 51.15 higher than the previous day. The implied volatity was 36.52, the open interest changed by 135 which increased total open position to 272
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 78.7, which was lower than the previous day. The implied volatity was 35.14, the open interest changed by 137 which increased total open position to 137
| CAMS 26DEC2024 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 4.15
Theta: -4.77
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5285.75 | 153 | -41.40 | 37.59 | 373 | 29 | 160 |
| 11 Dec | 5222.05 | 194.4 | 1.55 | 39.82 | 147 | 37 | 131 |
| 10 Dec | 5211.15 | 192.85 | 14.40 | 37.78 | 119 | -7 | 92 |
| 9 Dec | 5269.50 | 178.45 | -127.45 | 40.21 | 148 | 36 | 97 |
| 6 Dec | 5069.60 | 305.9 | 103.90 | 38.63 | 8 | 1 | 60 |
| 5 Dec | 5244.15 | 202 | -283.50 | 38.27 | 147 | 58 | 58 |
| 4 Dec | 5181.75 | 485.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 5120.20 | 485.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 5102.30 | 485.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4928.40 | 485.5 | - | 0 | 0 | 0 | |
For Computer Age Mngt Ser Ltd - strike price 5300 expiring on 26DEC2024
Delta for 5300 PE is -0.48
Historical price for 5300 PE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 153, which was -41.40 lower than the previous day. The implied volatity was 37.59, the open interest changed by 29 which increased total open position to 160
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 194.4, which was 1.55 higher than the previous day. The implied volatity was 39.82, the open interest changed by 37 which increased total open position to 131
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 192.85, which was 14.40 higher than the previous day. The implied volatity was 37.78, the open interest changed by -7 which decreased total open position to 92
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 178.45, which was -127.45 lower than the previous day. The implied volatity was 40.21, the open interest changed by 36 which increased total open position to 97
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 305.9, which was 103.90 higher than the previous day. The implied volatity was 38.63, the open interest changed by 1 which increased total open position to 60
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 202, which was -283.50 lower than the previous day. The implied volatity was 38.27, the open interest changed by 58 which increased total open position to 58
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 485.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 485.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 485.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 485.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
