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Related Pages for CAMS
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CAMS
Computer Age Mngt Ser Ltd
5284.15 62.10 (1.19%)

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Historical option data for CAMS

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CAMS 26DEC2024 5500 CE
Delta: 0.31
Vega: 3.66
Theta: -5.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5274.35 71.2 6.50 35.91 2,763 -76 526
11 Dec 5222.05 64.7 -5.40 36.66 1,075 20 600
10 Dec 5211.15 70.1 -23.95 37.23 927 6 578
9 Dec 5269.50 94.05 42.25 38.31 5,529 104 557
6 Dec 5069.60 51.8 -45.20 38.37 1,119 193 449
5 Dec 5244.15 97 24.10 36.25 2,349 207 255
4 Dec 5181.75 72.9 11.90 33.87 131 -3 48
3 Dec 5120.20 61 61.00 35.14 309 53 53
2 Dec 5102.30 0 0.00 0.00 0 0 0
29 Nov 4928.40 0 0.00 0 0 0

For Computer Age Mngt Ser Ltd - strike price 5500 expiring on 26DEC2024

Delta for 5500 CE is 0.31

Historical price for 5500 CE is as follows

On 12 Dec CAMS was trading at 5274.35. The strike last trading price was 71.2, which was 6.50 higher than the previous day. The implied volatity was 35.91, the open interest changed by -76 which decreased total open position to 526


On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 64.7, which was -5.40 lower than the previous day. The implied volatity was 36.66, the open interest changed by 20 which increased total open position to 600


On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 70.1, which was -23.95 lower than the previous day. The implied volatity was 37.23, the open interest changed by 6 which increased total open position to 578


On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 94.05, which was 42.25 higher than the previous day. The implied volatity was 38.31, the open interest changed by 104 which increased total open position to 557


On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 51.8, which was -45.20 lower than the previous day. The implied volatity was 38.37, the open interest changed by 193 which increased total open position to 449


On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 97, which was 24.10 higher than the previous day. The implied volatity was 36.25, the open interest changed by 207 which increased total open position to 255


On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 72.9, which was 11.90 higher than the previous day. The implied volatity was 33.87, the open interest changed by -3 which decreased total open position to 48


On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 61, which was 61.00 higher than the previous day. The implied volatity was 35.14, the open interest changed by 53 which increased total open position to 53


On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


CAMS 26DEC2024 5500 PE
Delta: -0.78
Vega: 3.07
Theta: -1.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5274.35 232.15 -94.85 23.84 5 3 4
11 Dec 5222.05 327 0.00 0.00 0 0 0
10 Dec 5211.15 327 0.00 0.00 0 1 0
9 Dec 5269.50 327 -315.65 47.25 1 0 0
6 Dec 5069.60 642.65 0.00 - 0 0 0
5 Dec 5244.15 642.65 0.00 - 0 0 0
4 Dec 5181.75 642.65 0.00 - 0 0 0
3 Dec 5120.20 642.65 642.65 - 0 0 0
2 Dec 5102.30 0 0.00 0.00 0 0 0
29 Nov 4928.40 0 0.00 0 0 0

For Computer Age Mngt Ser Ltd - strike price 5500 expiring on 26DEC2024

Delta for 5500 PE is -0.78

Historical price for 5500 PE is as follows

On 12 Dec CAMS was trading at 5274.35. The strike last trading price was 232.15, which was -94.85 lower than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 4


On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 327, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 327, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 327, which was -315.65 lower than the previous day. The implied volatity was 47.25, the open interest changed by 0 which decreased total open position to 0


On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 642.65, 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 5 Dec CAMS was trading at 5244.15. The strike last trading price was 642.65, 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 4 Dec CAMS was trading at 5181.75. The strike last trading price was 642.65, 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 642.65, which was 642.65 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0