CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2024 11:04 AM IST
| CAMS 26DEC2024 5700 CE | ||||||||||
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Delta: 0.17
Vega: 2.63
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5274.35 | 34 | 5.10 | 37.38 | 278 | 2 | 162 | |||
| 11 Dec | 5222.05 | 28.9 | -5.55 | 37.19 | 97 | 19 | 159 | |||
| 10 Dec | 5211.15 | 34.45 | -14.55 | 38.36 | 164 | 0 | 139 | |||
| 9 Dec | 5269.50 | 49 | 23.50 | 38.36 | 686 | 5 | 137 | |||
| 6 Dec | 5069.60 | 25.5 | -29.30 | 38.87 | 200 | 109 | 131 | |||
| 5 Dec | 5244.15 | 54.8 | 54.80 | 37.69 | 59 | 21 | 21 | |||
| 4 Dec | 5181.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 5120.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 5102.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Computer Age Mngt Ser Ltd - strike price 5700 expiring on 26DEC2024
Delta for 5700 CE is 0.17
Historical price for 5700 CE is as follows
On 12 Dec CAMS was trading at 5274.35. The strike last trading price was 34, which was 5.10 higher than the previous day. The implied volatity was 37.38, the open interest changed by 2 which increased total open position to 162
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 28.9, which was -5.55 lower than the previous day. The implied volatity was 37.19, the open interest changed by 19 which increased total open position to 159
On 10 Dec CAMS was trading at 5211.15. The strike last trading price was 34.45, which was -14.55 lower than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 139
On 9 Dec CAMS was trading at 5269.50. The strike last trading price was 49, which was 23.50 higher than the previous day. The implied volatity was 38.36, the open interest changed by 5 which increased total open position to 137
On 6 Dec CAMS was trading at 5069.60. The strike last trading price was 25.5, which was -29.30 lower than the previous day. The implied volatity was 38.87, the open interest changed by 109 which increased total open position to 131
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 54.8, which was 54.80 higher than the previous day. The implied volatity was 37.69, the open interest changed by 21 which increased total open position to 21
On 4 Dec CAMS was trading at 5181.75. 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 3 Dec CAMS was trading at 5120.20. 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 2 Dec CAMS was trading at 5102.30. 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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5274.35 | 375 | -270.00 | - | 1 | 0 | 2 |
| 11 Dec | 5222.05 | 645 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 5211.15 | 645 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 5269.50 | 645 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 5069.60 | 645 | 122.00 | 45.61 | 1 | 0 | 1 |
| 5 Dec | 5244.15 | 523 | 523.00 | 50.66 | 2 | 1 | 1 |
| 4 Dec | 5181.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 5120.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 5102.30 | 0 | 0.00 | 0 | 0 | 0 | |
For Computer Age Mngt Ser Ltd - strike price 5700 expiring on 26DEC2024
Delta for 5700 PE is -
Historical price for 5700 PE is as follows
On 12 Dec CAMS was trading at 5274.35. The strike last trading price was 375, which was -270.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec CAMS was trading at 5222.05. The strike last trading price was 645, 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 645, 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 9 Dec CAMS was trading at 5269.50. The strike last trading price was 645, 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 6 Dec CAMS was trading at 5069.60. The strike last trading price was 645, which was 122.00 higher than the previous day. The implied volatity was 45.61, the open interest changed by 0 which decreased total open position to 1
On 5 Dec CAMS was trading at 5244.15. The strike last trading price was 523, which was 523.00 higher than the previous day. The implied volatity was 50.66, the open interest changed by 1 which increased total open position to 1
On 4 Dec CAMS was trading at 5181.75. 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 3 Dec CAMS was trading at 5120.20. 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 2 Dec CAMS was trading at 5102.30. 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
