CESC
Cesc Ltd
Historical option data for CESC
09 Apr 2025 04:13 PM IST
| CESC 24APR2025 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 150.05 | 17.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 8 Apr | 150.41 | 17.05 | 0.9 | 51.06 | 3 | 0 | 14 | |||
| 7 Apr | 149.46 | 16.15 | 5.9 | 43.74 | 26 | 15 | 15 | |||
| 4 Apr | 151.83 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 157.43 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 153.91 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 152.98 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 153.86 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 152.88 | 10.25 | 0 | - | 0 | 0 | 0 | |||
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| 26 Mar | 150.39 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 150.99 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 153.86 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 150.82 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 146.82 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 147.62 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 141.96 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 139.98 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 139.58 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 139.41 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 139.86 | 10.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 141.32 | 10.25 | 0 | - | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 135 expiring on 24APR2025
Delta for 135 CE is 0.00
Historical price for 135 CE is as follows
On 9 Apr CESC was trading at 150.05. The strike last trading price was 17.05, which was 0 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 8 Apr CESC was trading at 150.41. The strike last trading price was 17.05, which was 0.9 higher than the previous day. The implied volatity was 51.06, the open interest changed by 0 which decreased total open position to 14
On 7 Apr CESC was trading at 149.46. The strike last trading price was 16.15, which was 5.9 higher than the previous day. The implied volatity was 43.74, the open interest changed by 15 which increased total open position to 15
On 4 Apr CESC was trading at 151.83. The strike last trading price was 10.25, 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 3 Apr CESC was trading at 157.43. The strike last trading price was 10.25, 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 2 Apr CESC was trading at 153.91. The strike last trading price was 10.25, 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 Apr CESC was trading at 152.98. The strike last trading price was 10.25, 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 28 Mar CESC was trading at 153.86. The strike last trading price was 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.07
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 150.05 | 1.25 | -0.2 | 52.88 | 36 | -2 | 122 |
| 8 Apr | 150.41 | 1.4 | -0.65 | 54.45 | 125 | 3 | 124 |
| 7 Apr | 149.46 | 1.95 | 1.1 | 58.49 | 68 | -13 | 121 |
| 4 Apr | 151.83 | 0.85 | 0.4 | 44.28 | 32 | 6 | 134 |
| 3 Apr | 157.43 | 0.45 | -0.5 | 44.76 | 9 | 4 | 128 |
| 2 Apr | 153.91 | 0.95 | 0 | 47.04 | 18 | 4 | 125 |
| 1 Apr | 152.98 | 0.95 | -0.2 | 45.30 | 14 | 3 | 120 |
| 28 Mar | 153.86 | 1.15 | -0.05 | 44.65 | 40 | -1 | 117 |
| 27 Mar | 152.88 | 1.2 | -0.2 | 43.09 | 6 | -3 | 118 |
| 26 Mar | 150.39 | 1.4 | -0.6 | 40.50 | 157 | 119 | 120 |
| 25 Mar | 150.99 | 2 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 153.86 | 2 | -7.5 | 51.23 | 1 | 0 | 0 |
| 21 Mar | 150.82 | 9.5 | 0 | 11.86 | 0 | 0 | 0 |
| 20 Mar | 146.82 | 9.5 | 0 | 9.24 | 0 | 0 | 0 |
| 19 Mar | 147.62 | 9.5 | 0 | 9.75 | 0 | 0 | 0 |
| 18 Mar | 141.96 | 9.5 | 0 | 6.13 | 0 | 0 | 0 |
| 17 Mar | 139.98 | 9.5 | 0 | 4.79 | 0 | 0 | 0 |
| 12 Mar | 139.58 | 9.5 | 0 | 4.19 | 0 | 0 | 0 |
| 10 Mar | 139.41 | 9.5 | 0 | 3.30 | 0 | 0 | 0 |
| 6 Mar | 139.86 | 9.5 | 0 | 4.23 | 0 | 0 | 0 |
| 5 Mar | 141.32 | 9.5 | 0 | 5.13 | 0 | 0 | 0 |
For Cesc Ltd - strike price 135 expiring on 24APR2025
Delta for 135 PE is -0.14
Historical price for 135 PE is as follows
On 9 Apr CESC was trading at 150.05. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 52.88, the open interest changed by -2 which decreased total open position to 122
On 8 Apr CESC was trading at 150.41. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 54.45, the open interest changed by 3 which increased total open position to 124
On 7 Apr CESC was trading at 149.46. The strike last trading price was 1.95, which was 1.1 higher than the previous day. The implied volatity was 58.49, the open interest changed by -13 which decreased total open position to 121
On 4 Apr CESC was trading at 151.83. The strike last trading price was 0.85, which was 0.4 higher than the previous day. The implied volatity was 44.28, the open interest changed by 6 which increased total open position to 134
On 3 Apr CESC was trading at 157.43. The strike last trading price was 0.45, which was -0.5 lower than the previous day. The implied volatity was 44.76, the open interest changed by 4 which increased total open position to 128
On 2 Apr CESC was trading at 153.91. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 47.04, the open interest changed by 4 which increased total open position to 125
On 1 Apr CESC was trading at 152.98. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 45.30, the open interest changed by 3 which increased total open position to 120
On 28 Mar CESC was trading at 153.86. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 44.65, the open interest changed by -1 which decreased total open position to 117
On 27 Mar CESC was trading at 152.88. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 43.09, the open interest changed by -3 which decreased total open position to 118
On 26 Mar CESC was trading at 150.39. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 40.50, the open interest changed by 119 which increased total open position to 120
On 25 Mar CESC was trading at 150.99. The strike last trading price was 2, which was 0 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 24 Mar CESC was trading at 153.86. The strike last trading price was 2, which was -7.5 lower than the previous day. The implied volatity was 51.23, 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 9.5, which was 0 lower than the previous day. The implied volatity was 11.86, 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 9.5, which was 0 lower than the previous day. The implied volatity was 9.24, 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 9.5, which was 0 lower than the previous day. The implied volatity was 9.75, 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 9.5, which was 0 lower than the previous day. The implied volatity was 6.13, 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 9.5, which was 0 lower than the previous day. The implied volatity was 4.79, 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 9.5, which was 0 lower than the previous day. The implied volatity was 4.19, 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 9.5, which was 0 lower than the previous day. The implied volatity was 3.30, 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 9.5, 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 5 Mar CESC was trading at 141.32. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
