CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 11:14 AM IST
| CAMS 26DEC2024 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 4.06
Theta: -5.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5285.75 | 108.65 | 17.60 | 35.97 | 3,821 | 359 | 791 | |||
| 11 Dec | 5222.05 | 91.05 | -7.05 | 35.87 | 819 | -14 | 430 | |||
| 10 Dec | 5211.15 | 98.1 | -27.95 | 36.76 | 592 | -43 | 443 | |||
| 9 Dec | 5269.50 | 126.05 | 55.20 | 36.54 | 2,038 | 13 | 488 | |||
| 6 Dec | 5069.60 | 70.85 | -58.50 | 37.81 | 1,398 | 89 | 479 | |||
| 5 Dec | 5244.15 | 129.35 | 26.95 | 35.89 | 3,036 | 277 | 387 | |||
| 4 Dec | 5181.75 | 102.4 | 16.35 | 33.95 | 146 | 30 | 109 | |||
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| 3 Dec | 5120.20 | 86.05 | -11.90 | 35.29 | 205 | 5 | 80 | |||
| 2 Dec | 5102.30 | 97.95 | 41.25 | 36.66 | 352 | 45 | 75 | |||
| 29 Nov | 4928.40 | 56.7 | 35.10 | 91 | 31 | 31 | ||||
For Computer Age Mngt Ser Ltd - strike price 5400 expiring on 26DEC2024
Delta for 5400 CE is 0.42
Historical price for 5400 CE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 108.65, which was 17.60 higher than the previous day. The implied volatity was 35.97, the open interest changed by 359 which increased total open position to 791
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 91.05, which was -7.05 lower than the previous day. The implied volatity was 35.87, the open interest changed by -14 which decreased total open position to 430
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 98.1, which was -27.95 lower than the previous day. The implied volatity was 36.76, the open interest changed by -43 which decreased total open position to 443
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 126.05, which was 55.20 higher than the previous day. The implied volatity was 36.54, the open interest changed by 13 which increased total open position to 488
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 70.85, which was -58.50 lower than the previous day. The implied volatity was 37.81, the open interest changed by 89 which increased total open position to 479
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 129.35, which was 26.95 higher than the previous day. The implied volatity was 35.89, the open interest changed by 277 which increased total open position to 387
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 102.4, which was 16.35 higher than the previous day. The implied volatity was 33.95, the open interest changed by 30 which increased total open position to 109
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 86.05, which was -11.90 lower than the previous day. The implied volatity was 35.29, the open interest changed by 5 which increased total open position to 80
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 97.95, which was 41.25 higher than the previous day. The implied volatity was 36.66, the open interest changed by 45 which increased total open position to 75
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 56.7, which was lower than the previous day. The implied volatity was 35.10, the open interest changed by 31 which increased total open position to 31
| CAMS 26DEC2024 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 4.06
Theta: -4.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5285.75 | 199.4 | -17.45 | 35.32 | 88 | 30 | 48 |
| 11 Dec | 5222.05 | 216.85 | -51.20 | 30.25 | 9 | 2 | 19 |
| 10 Dec | 5211.15 | 268.05 | 41.30 | 41.23 | 10 | 0 | 16 |
| 9 Dec | 5269.50 | 226.75 | -122.25 | 38.72 | 17 | 4 | 15 |
| 6 Dec | 5069.60 | 349 | 99.20 | 31.04 | 3 | 0 | 14 |
| 5 Dec | 5244.15 | 249.8 | -312.20 | 36.39 | 40 | 15 | 15 |
| 4 Dec | 5181.75 | 562 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 5120.20 | 562 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 5102.30 | 562 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4928.40 | 562 | - | 0 | 0 | 0 | |
For Computer Age Mngt Ser Ltd - strike price 5400 expiring on 26DEC2024
Delta for 5400 PE is -0.59
Historical price for 5400 PE is as follows
On 12 Dec CAMS was trading at 5285.75. The strike last trading price was 199.4, which was -17.45 lower than the previous day. The implied volatity was 35.32, the open interest changed by 30 which increased total open position to 48
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 216.85, which was -51.20 lower than the previous day. The implied volatity was 30.25, the open interest changed by 2 which increased total open position to 19
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 268.05, which was 41.30 higher than the previous day. The implied volatity was 41.23, the open interest changed by 0 which decreased total open position to 16
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 226.75, which was -122.25 lower than the previous day. The implied volatity was 38.72, the open interest changed by 4 which increased total open position to 15
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 349, which was 99.20 higher than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 14
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 249.8, which was -312.20 lower than the previous day. The implied volatity was 36.39, the open interest changed by 15 which increased total open position to 15
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 562, 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 562, 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 562, 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 562, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
