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Related Pages for CESC
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CESC
Cesc Ltd
150.41 0.95 (0.64%)

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Historical option data for CESC

08 Apr 2025 04:03 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 24APR2025 130 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 20.3 0 - 0 0 0
7 Apr 149.46 20.3 0 - 0 0 0
4 Apr 151.83 20.3 0 0.00 0 0 0
3 Apr 157.43 20.3 0 0.00 0 0 0
2 Apr 153.91 20.3 0 0.00 0 0 0
1 Apr 152.98 20.3 0 0.00 0 0 0
28 Mar 153.86 20.3 0 - 0 0 0
27 Mar 152.88 20.3 0 - 0 0 0
26 Mar 150.39 20.3 0 - 0 0 0
25 Mar 150.99 20.3 0 - 0 0 0
24 Mar 153.86 20.3 0 - 0 0 0
21 Mar 150.82 20.3 0 - 0 0 0
20 Mar 146.82 20.3 0 - 0 0 0
19 Mar 147.62 20.3 0 - 0 0 0
18 Mar 141.96 20.3 0 - 0 0 0
17 Mar 139.98 20.3 0 - 0 0 0
12 Mar 139.58 20.3 0 - 0 0 0
10 Mar 139.41 20.3 0 - 0 0 0
6 Mar 139.86 20.3 0 - 0 0 0
5 Mar 141.32 20.3 0 - 0 0 0
26 Feb 132.99 20.3 0 - 0 0 0
25 Feb 133.25 20.3 0 - 0 0 0
24 Feb 136.95 20.3 0 - 0 0 0
21 Feb 136.56 20.3 0 - 0 0 0
20 Feb 137.85 20.3 0 - 0 0 0
18 Feb 127.90 20.3 0 0.33 0 0 0
17 Feb 125.92 20.3 0 1.19 0 0 0
14 Feb 122.18 20.3 0 3.64 0 0 0
13 Feb 125.92 20.3 0 - 0 0 0
12 Feb 127.93 20.3 0 - 0 0 0
11 Feb 129.01 20.3 0 - 0 0 0
10 Feb 133.48 20.3 0 - 0 0 0
7 Feb 135.20 20.3 0 - 0 0 0
6 Feb 138.15 20.3 0 - 0 0 0
5 Feb 139.47 20.3 0 - 0 0 0
4 Feb 137.56 20.3 0 - 0 0 0
1 Feb 138.81 0 0 - 0 0 0

For Cesc Ltd - strike price 130 expiring on 24APR2025

Delta for 130 CE is -

Historical price for 130 CE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr CESC was trading at 149.46. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Apr CESC was trading at 151.83. The strike last trading price was 20.3, which was 0 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 Apr CESC was trading at 157.43. The strike last trading price was 20.3, which was 0 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 Apr CESC was trading at 153.91. The strike last trading price was 20.3, which was 0 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 1 Apr CESC was trading at 152.98. The strike last trading price was 20.3, which was 0 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 28 Mar CESC was trading at 153.86. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar CESC was trading at 152.88. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Mar CESC was trading at 150.39. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Mar CESC was trading at 150.99. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Mar CESC was trading at 153.86. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Mar CESC was trading at 150.82. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar CESC was trading at 146.82. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar CESC was trading at 147.62. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar CESC was trading at 141.96. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar CESC was trading at 139.98. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar CESC was trading at 139.58. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar CESC was trading at 139.41. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar CESC was trading at 139.86. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar CESC was trading at 141.32. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb CESC was trading at 132.99. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb CESC was trading at 133.25. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb CESC was trading at 136.95. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb CESC was trading at 136.56. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb CESC was trading at 137.85. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb CESC was trading at 127.90. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 17 Feb CESC was trading at 125.92. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 14 Feb CESC was trading at 122.18. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 13 Feb CESC was trading at 125.92. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb CESC was trading at 127.93. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb CESC was trading at 129.01. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb CESC was trading at 133.48. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb CESC was trading at 135.20. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb CESC was trading at 138.15. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb CESC was trading at 139.47. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb CESC was trading at 137.56. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb CESC was trading at 138.81. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CESC 24APR2025 130 PE
Delta: -0.11
Vega: 0.06
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 1 -0.3 59.96 128 -41 105
7 Apr 149.46 1.25 0.9 61.16 275 56 145
4 Apr 151.83 0.35 0.05 43.57 9 -1 89
3 Apr 157.43 0.3 -0.2 48.81 2 -1 91
2 Apr 153.91 0.5 0.1 47.95 2 0 93
1 Apr 152.98 0.4 -0.2 44.04 10 -3 93
28 Mar 153.86 0.6 -0.15 44.87 59 46 96
27 Mar 152.88 0.75 -0.1 45.41 1 0 50
26 Mar 150.39 0.85 -0.25 42.58 16 7 44
25 Mar 150.99 1.1 -0.05 45.82 11 0 37
24 Mar 153.86 1.15 0.15 50.62 2 1 37
21 Mar 150.82 1 -5.6 43.49 38 35 35
20 Mar 146.82 6.6 0 12.10 0 0 0
19 Mar 147.62 6.6 0 13.70 0 0 0
18 Mar 141.96 6.6 0 9.42 0 0 0
17 Mar 139.98 6.6 0 8.20 0 0 0
12 Mar 139.58 6.6 0 7.46 0 0 0
10 Mar 139.41 6.6 0 6.65 0 0 0
6 Mar 139.86 6.6 0 7.19 0 0 0
5 Mar 141.32 6.6 0 8.01 0 0 0
26 Feb 132.99 6.6 0 3.22 0 0 0
25 Feb 133.25 6.6 0 3.22 0 0 0
24 Feb 136.95 6.6 0 5.56 0 0 0
21 Feb 136.56 6.6 0 5.21 0 0 0
20 Feb 137.85 6.6 0 6.04 0 0 0
18 Feb 127.90 6.6 0 - 0 0 0
17 Feb 125.92 6.6 0 - 0 0 0
14 Feb 122.18 6.6 0 - 0 0 0
13 Feb 125.92 6.6 0 - 0 0 0
12 Feb 127.93 6.6 0 0.47 0 0 0
11 Feb 129.01 6.6 0 0.92 0 0 0
10 Feb 133.48 6.6 0 3.36 0 0 0
7 Feb 135.20 6.6 0 4.23 0 0 0
6 Feb 138.15 6.6 0 5.71 0 0 0
5 Feb 139.47 0 0 6.42 0 0 0
4 Feb 137.56 0 0 5.61 0 0 0
1 Feb 138.81 0 0 5.94 0 0 0

For Cesc Ltd - strike price 130 expiring on 24APR2025

Delta for 130 PE is -0.11

Historical price for 130 PE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 59.96, the open interest changed by -41 which decreased total open position to 105


On 7 Apr CESC was trading at 149.46. The strike last trading price was 1.25, which was 0.9 higher than the previous day. The implied volatity was 61.16, the open interest changed by 56 which increased total open position to 145


On 4 Apr CESC was trading at 151.83. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 43.57, the open interest changed by -1 which decreased total open position to 89


On 3 Apr CESC was trading at 157.43. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 48.81, the open interest changed by -1 which decreased total open position to 91


On 2 Apr CESC was trading at 153.91. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 47.95, the open interest changed by 0 which decreased total open position to 93


On 1 Apr CESC was trading at 152.98. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 44.04, the open interest changed by -3 which decreased total open position to 93


On 28 Mar CESC was trading at 153.86. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 44.87, the open interest changed by 46 which increased total open position to 96


On 27 Mar CESC was trading at 152.88. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 50


On 26 Mar CESC was trading at 150.39. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 42.58, the open interest changed by 7 which increased total open position to 44


On 25 Mar CESC was trading at 150.99. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 45.82, the open interest changed by 0 which decreased total open position to 37


On 24 Mar CESC was trading at 153.86. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 50.62, the open interest changed by 1 which increased total open position to 37


On 21 Mar CESC was trading at 150.82. The strike last trading price was 1, which was -5.6 lower than the previous day. The implied volatity was 43.49, the open interest changed by 35 which increased total open position to 35


On 20 Mar CESC was trading at 146.82. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 12.10, the open interest changed by 0 which decreased total open position to 0


On 19 Mar CESC was trading at 147.62. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 13.70, the open interest changed by 0 which decreased total open position to 0


On 18 Mar CESC was trading at 141.96. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0


On 17 Mar CESC was trading at 139.98. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0


On 12 Mar CESC was trading at 139.58. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0


On 10 Mar CESC was trading at 139.41. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0


On 6 Mar CESC was trading at 139.86. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 7.19, the open interest changed by 0 which decreased total open position to 0


On 5 Mar CESC was trading at 141.32. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 0


On 26 Feb CESC was trading at 132.99. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 25 Feb CESC was trading at 133.25. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 24 Feb CESC was trading at 136.95. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0


On 21 Feb CESC was trading at 136.56. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0


On 20 Feb CESC was trading at 137.85. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0


On 18 Feb CESC was trading at 127.90. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb CESC was trading at 125.92. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb CESC was trading at 122.18. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb CESC was trading at 125.92. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb CESC was trading at 127.93. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 11 Feb CESC was trading at 129.01. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0


On 10 Feb CESC was trading at 133.48. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 7 Feb CESC was trading at 135.20. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0


On 6 Feb CESC was trading at 138.15. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0


On 5 Feb CESC was trading at 139.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0


On 4 Feb CESC was trading at 137.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 1 Feb CESC was trading at 138.81. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0