CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 05:53 PM IST
| CESC 24APR2025 137.5 CE | ||||||||||
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Delta: 0.76
Vega: 0.10
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 16.7 | 2.45 | 69.67 | 1 | 0 | 14 | |||
| 7 Apr | 149.46 | 14.25 | -3.85 | 46.12 | 41 | 13 | 13 | |||
| 4 Apr | 151.83 | 18.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 157.43 | 18.1 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 153.91 | 18.1 | 0 | - | 0 | 0 | 0 | |||
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| 1 Apr | 152.98 | 18.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 153.86 | 18.1 | 0 | - | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 137.5 expiring on 24APR2025
Delta for 137.5 CE is 0.76
Historical price for 137.5 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 16.7, which was 2.45 higher than the previous day. The implied volatity was 69.67, 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 14.25, which was -3.85 lower than the previous day. The implied volatity was 46.12, the open interest changed by 13 which increased total open position to 13
On 4 Apr CESC was trading at 151.83. The strike last trading price was 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.09
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 1.95 | -0.8 | 55.06 | 9 | 7 | 10 |
| 7 Apr | 149.46 | 2.75 | 1.6 | 60.69 | 3 | -2 | 2 |
| 4 Apr | 151.83 | 1.15 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 157.43 | 1.15 | 0 | 0.00 | 0 | -1 | 0 |
| 2 Apr | 153.91 | 1.15 | -0.3 | 45.02 | 2 | 0 | 5 |
| 1 Apr | 152.98 | 1.45 | 0 | 0.00 | 0 | 3 | 0 |
| 28 Mar | 153.86 | 1.45 | -0.55 | 43.53 | 5 | 3 | 3 |
For Cesc Ltd - strike price 137.5 expiring on 24APR2025
Delta for 137.5 PE is -0.19
Historical price for 137.5 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 1.95, which was -0.8 lower than the previous day. The implied volatity was 55.06, the open interest changed by 7 which increased total open position to 10
On 7 Apr CESC was trading at 149.46. The strike last trading price was 2.75, which was 1.6 higher than the previous day. The implied volatity was 60.69, the open interest changed by -2 which decreased total open position to 2
On 4 Apr CESC was trading at 151.83. The strike last trading price was 1.15, 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 1.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Apr CESC was trading at 153.91. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 45.02, the open interest changed by 0 which decreased total open position to 5
On 1 Apr CESC was trading at 152.98. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Mar CESC was trading at 153.86. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 43.53, the open interest changed by 3 which increased total open position to 3
