CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 10:54 AM IST
| CAMS 26DEC2024 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 3.27
Theta: -4.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5292.70 | 52.85 | 8.55 | 36.46 | 968 | -1 | 534 | |||
| 11 Dec | 5222.05 | 44.3 | -3.50 | 37.10 | 321 | 30 | 535 | |||
| 10 Dec | 5211.15 | 47.8 | -20.00 | 37.27 | 501 | 27 | 505 | |||
| 9 Dec | 5269.50 | 67.8 | 31.30 | 37.69 | 1,313 | 28 | 479 | |||
| 6 Dec | 5069.60 | 36.5 | -33.95 | 38.58 | 999 | 80 | 451 | |||
| 5 Dec | 5244.15 | 70.45 | 20.80 | 36.32 | 3,308 | 71 | 374 | |||
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| 4 Dec | 5181.75 | 49.65 | 7.75 | 33.56 | 187 | 0 | 309 | |||
| 3 Dec | 5120.20 | 41.9 | -13.05 | 34.93 | 482 | 204 | 307 | |||
| 2 Dec | 5102.30 | 54.95 | 27.65 | 37.48 | 559 | 89 | 103 | |||
| 29 Nov | 4928.40 | 27.3 | 34.90 | 29 | 14 | 14 | ||||
For Computer Age Mngt Ser Ltd - strike price 5600 expiring on 26DEC2024
Delta for 5600 CE is 0.24
Historical price for 5600 CE is as follows
On 12 Dec CAMS was trading at 5292.70. The strike last trading price was 52.85, which was 8.55 higher than the previous day. The implied volatity was 36.46, the open interest changed by -1 which decreased total open position to 534
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 44.3, which was -3.50 lower than the previous day. The implied volatity was 37.10, the open interest changed by 30 which increased total open position to 535
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 47.8, which was -20.00 lower than the previous day. The implied volatity was 37.27, the open interest changed by 27 which increased total open position to 505
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 67.8, which was 31.30 higher than the previous day. The implied volatity was 37.69, the open interest changed by 28 which increased total open position to 479
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 36.5, which was -33.95 lower than the previous day. The implied volatity was 38.58, the open interest changed by 80 which increased total open position to 451
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 70.45, which was 20.80 higher than the previous day. The implied volatity was 36.32, the open interest changed by 71 which increased total open position to 374
On 4 Dec CAMS was trading at 5181.75. The strike last trading price was 49.65, which was 7.75 higher than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 309
On 3 Dec CAMS was trading at 5120.20. The strike last trading price was 41.9, which was -13.05 lower than the previous day. The implied volatity was 34.93, the open interest changed by 204 which increased total open position to 307
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 54.95, which was 27.65 higher than the previous day. The implied volatity was 37.48, the open interest changed by 89 which increased total open position to 103
On 29 Nov CAMS was trading at 4928.40. The strike last trading price was 27.3, which was lower than the previous day. The implied volatity was 34.90, the open interest changed by 14 which increased total open position to 14
| CAMS 26DEC2024 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 2.67
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5292.70 | 312.05 | -50.10 | 27.56 | 1 | 0 | 7 |
| 11 Dec | 5222.05 | 362.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 5211.15 | 362.15 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 5269.50 | 362.15 | -137.85 | 38.85 | 7 | 3 | 8 |
| 6 Dec | 5069.60 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 5244.15 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 5181.75 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 5120.20 | 500 | 0.00 | 0.00 | 0 | 5 | 0 |
| 2 Dec | 5102.30 | 500 | -226.95 | 37.94 | 5 | 0 | 0 |
| 29 Nov | 4928.40 | 726.95 | - | 0 | 0 | 0 | |
For Computer Age Mngt Ser Ltd - strike price 5600 expiring on 26DEC2024
Delta for 5600 PE is -0.83
Historical price for 5600 PE is as follows
On 12 Dec CAMS was trading at 5292.70. The strike last trading price was 312.05, which was -50.10 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 7
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 362.15, 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 362.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 362.15, which was -137.85 lower than the previous day. The implied volatity was 38.85, the open interest changed by 3 which increased total open position to 8
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 500, 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 5 Dec CAMS was trading at 5244.15. The strike last trading price was 500, 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 4 Dec CAMS was trading at 5181.75. The strike last trading price was 500, 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 3 Dec CAMS was trading at 5120.20. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 2 Dec CAMS was trading at 5102.30. The strike last trading price was 500, which was -226.95 lower than the previous day. The implied volatity was 37.94, 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 726.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
