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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 140 CE
Delta: 0.77
Vega: 0.10
Theta: -0.19
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 13.3 0.05 53.14 34 -4 57
7 Apr 149.46 13.3 -1.2 55.89 94 14 62
4 Apr 151.83 14.5 -4.45 46.23 4 -2 49
3 Apr 157.43 19.6 4.2 44.78 43 -1 50
2 Apr 153.91 15.4 0.75 33.08 24 6 51
1 Apr 152.98 14.65 -1.95 27.05 11 -6 43
28 Mar 153.86 16.6 1.8 44.87 60 29 49
27 Mar 152.88 14.8 0 0.00 0 -4 0
26 Mar 150.39 14.8 0.2 50.87 8 -2 22
25 Mar 150.99 14.55 -1.75 45.47 3 1 25
24 Mar 153.86 16.3 1.7 34.16 8 -7 24
21 Mar 150.82 14.6 2.4 35.91 44 -16 31
20 Mar 146.82 12.2 -1.8 43.06 7 -3 48
19 Mar 147.62 14 5.05 47.85 52 42 51
18 Mar 141.96 8.95 0.9 40.09 3 2 9
17 Mar 139.98 8.05 -6.65 40.60 8 5 5
12 Mar 139.58 14.7 0 - 0 0 0
10 Mar 139.41 14.7 0 0.14 0 0 0
6 Mar 139.86 14.7 0 - 0 0 0
5 Mar 141.32 14.7 0 - 0 0 0
26 Feb 132.99 14.7 0 2.98 0 0 0
25 Feb 133.25 14.7 0 2.98 0 0 0
24 Feb 136.95 14.7 0 0.52 0 0 0
21 Feb 136.56 14.7 0 0.77 0 0 0
20 Feb 137.85 14.7 0 - 0 0 0
18 Feb 127.90 14.7 0 5.93 0 0 0
17 Feb 125.92 14.7 0 6.56 0 0 0
14 Feb 122.18 14.7 0 8.65 0 0 0
13 Feb 125.92 14.7 0 6.12 0 0 0
12 Feb 127.93 14.7 0 5.24 0 0 0
11 Feb 129.01 14.7 0 4.37 0 0 0
10 Feb 133.48 14.7 0 2.47 0 0 0
7 Feb 135.20 14.7 0 1.10 0 0 0
6 Feb 138.15 14.7 0 - 0 0 0
5 Feb 139.47 14.7 0 - 0 0 0
4 Feb 137.56 14.7 0 - 0 0 0
1 Feb 138.81 14.7 0 - 0 0 0

For Cesc Ltd - strike price 140 expiring on 24APR2025

Delta for 140 CE is 0.77

Historical price for 140 CE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 13.3, which was 0.05 higher than the previous day. The implied volatity was 53.14, the open interest changed by -4 which decreased total open position to 57


On 7 Apr CESC was trading at 149.46. The strike last trading price was 13.3, which was -1.2 lower than the previous day. The implied volatity was 55.89, the open interest changed by 14 which increased total open position to 62


On 4 Apr CESC was trading at 151.83. The strike last trading price was 14.5, which was -4.45 lower than the previous day. The implied volatity was 46.23, the open interest changed by -2 which decreased total open position to 49


On 3 Apr CESC was trading at 157.43. The strike last trading price was 19.6, which was 4.2 higher than the previous day. The implied volatity was 44.78, the open interest changed by -1 which decreased total open position to 50


On 2 Apr CESC was trading at 153.91. The strike last trading price was 15.4, which was 0.75 higher than the previous day. The implied volatity was 33.08, the open interest changed by 6 which increased total open position to 51


On 1 Apr CESC was trading at 152.98. The strike last trading price was 14.65, which was -1.95 lower than the previous day. The implied volatity was 27.05, the open interest changed by -6 which decreased total open position to 43


On 28 Mar CESC was trading at 153.86. The strike last trading price was 16.6, which was 1.8 higher than the previous day. The implied volatity was 44.87, the open interest changed by 29 which increased total open position to 49


On 27 Mar CESC was trading at 152.88. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 26 Mar CESC was trading at 150.39. The strike last trading price was 14.8, which was 0.2 higher than the previous day. The implied volatity was 50.87, the open interest changed by -2 which decreased total open position to 22


On 25 Mar CESC was trading at 150.99. The strike last trading price was 14.55, which was -1.75 lower than the previous day. The implied volatity was 45.47, the open interest changed by 1 which increased total open position to 25


On 24 Mar CESC was trading at 153.86. The strike last trading price was 16.3, which was 1.7 higher than the previous day. The implied volatity was 34.16, the open interest changed by -7 which decreased total open position to 24


On 21 Mar CESC was trading at 150.82. The strike last trading price was 14.6, which was 2.4 higher than the previous day. The implied volatity was 35.91, the open interest changed by -16 which decreased total open position to 31


On 20 Mar CESC was trading at 146.82. The strike last trading price was 12.2, which was -1.8 lower than the previous day. The implied volatity was 43.06, the open interest changed by -3 which decreased total open position to 48


On 19 Mar CESC was trading at 147.62. The strike last trading price was 14, which was 5.05 higher than the previous day. The implied volatity was 47.85, the open interest changed by 42 which increased total open position to 51


On 18 Mar CESC was trading at 141.96. The strike last trading price was 8.95, which was 0.9 higher than the previous day. The implied volatity was 40.09, the open interest changed by 2 which increased total open position to 9


On 17 Mar CESC was trading at 139.98. The strike last trading price was 8.05, which was -6.65 lower than the previous day. The implied volatity was 40.60, the open interest changed by 5 which increased total open position to 5


On 12 Mar CESC was trading at 139.58. The strike last trading price was 14.7, 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 14.7, which was 0 lower than the previous day. The implied volatity was 0.14, 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 14.7, 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 14.7, 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 14.7, which was 0 lower than the previous day. The implied volatity was 2.98, 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 14.7, which was 0 lower than the previous day. The implied volatity was 2.98, 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 14.7, which was 0 lower than the previous day. The implied volatity was 0.52, 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 14.7, which was 0 lower than the previous day. The implied volatity was 0.77, 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 14.7, 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 14.7, which was 0 lower than the previous day. The implied volatity was 5.93, 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 14.7, which was 0 lower than the previous day. The implied volatity was 6.56, 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 14.7, which was 0 lower than the previous day. The implied volatity was 8.65, 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 14.7, which was 0 lower than the previous day. The implied volatity was 6.12, 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 14.7, which was 0 lower than the previous day. The implied volatity was 5.24, 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 14.7, which was 0 lower than the previous day. The implied volatity was 4.37, 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 14.7, which was 0 lower than the previous day. The implied volatity was 2.47, 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 14.7, which was 0 lower than the previous day. The implied volatity was 1.10, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 140 PE
Delta: -0.23
Vega: 0.10
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 2.4 -0.75 53.27 320 40 199
7 Apr 149.46 3.1 1.6 57.14 341 15 159
4 Apr 151.83 1.45 0.65 41.65 327 76 158
3 Apr 157.43 0.75 -0.7 41.89 85 5 80
2 Apr 153.91 1.45 -0.3 43.60 37 0 75
1 Apr 152.98 1.7 -0.15 44.42 50 0 75
28 Mar 153.86 1.9 0.05 43.19 110 45 75
27 Mar 152.88 1.75 -0.7 39.59 22 -6 30
26 Mar 150.39 2.4 -0.35 39.64 23 3 36
25 Mar 150.99 2.9 0.7 43.68 34 11 32
24 Mar 153.86 2.05 -0.8 42.65 46 6 23
21 Mar 150.82 2.7 -1.45 41.79 36 5 18
20 Mar 146.82 4.15 0.15 42.36 25 12 13
19 Mar 147.62 4 -6.85 43.54 2 1 1
18 Mar 141.96 10.85 0 2.57 0 0 0
17 Mar 139.98 10.85 0 1.30 0 0 0
12 Mar 139.58 10.85 0 0.80 0 0 0
10 Mar 139.41 10.85 0 - 0 0 0
6 Mar 139.86 10.85 0 0.96 0 0 0
5 Mar 141.32 10.85 0 2.00 0 0 0
26 Feb 132.99 0 0 - 0 0 0
25 Feb 133.25 0 0 - 0 0 0
24 Feb 136.95 0 0 - 0 0 0
21 Feb 136.56 0 0 - 0 0 0
20 Feb 137.85 0 0 - 0 0 0
18 Feb 127.90 0 0 - 0 0 0
17 Feb 125.92 0 0 - 0 0 0
14 Feb 122.18 0 0 - 0 0 0
13 Feb 125.92 0 0 - 0 0 0
12 Feb 127.93 0 0 - 0 0 0
11 Feb 129.01 0 0 - 0 0 0
10 Feb 133.48 0 0 - 0 0 0
7 Feb 135.20 0 0 - 0 0 0
6 Feb 138.15 0 0 0.76 0 0 0
5 Feb 139.47 0 0 1.37 0 0 0
4 Feb 137.56 0 0 0.53 0 0 0
1 Feb 138.81 0 0 0.95 0 0 0

For Cesc Ltd - strike price 140 expiring on 24APR2025

Delta for 140 PE is -0.23

Historical price for 140 PE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 53.27, the open interest changed by 40 which increased total open position to 199


On 7 Apr CESC was trading at 149.46. The strike last trading price was 3.1, which was 1.6 higher than the previous day. The implied volatity was 57.14, the open interest changed by 15 which increased total open position to 159


On 4 Apr CESC was trading at 151.83. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was 41.65, the open interest changed by 76 which increased total open position to 158


On 3 Apr CESC was trading at 157.43. The strike last trading price was 0.75, which was -0.7 lower than the previous day. The implied volatity was 41.89, the open interest changed by 5 which increased total open position to 80


On 2 Apr CESC was trading at 153.91. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 43.60, the open interest changed by 0 which decreased total open position to 75


On 1 Apr CESC was trading at 152.98. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 44.42, the open interest changed by 0 which decreased total open position to 75


On 28 Mar CESC was trading at 153.86. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 43.19, the open interest changed by 45 which increased total open position to 75


On 27 Mar CESC was trading at 152.88. The strike last trading price was 1.75, which was -0.7 lower than the previous day. The implied volatity was 39.59, the open interest changed by -6 which decreased total open position to 30


On 26 Mar CESC was trading at 150.39. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 39.64, the open interest changed by 3 which increased total open position to 36


On 25 Mar CESC was trading at 150.99. The strike last trading price was 2.9, which was 0.7 higher than the previous day. The implied volatity was 43.68, the open interest changed by 11 which increased total open position to 32


On 24 Mar CESC was trading at 153.86. The strike last trading price was 2.05, which was -0.8 lower than the previous day. The implied volatity was 42.65, the open interest changed by 6 which increased total open position to 23


On 21 Mar CESC was trading at 150.82. The strike last trading price was 2.7, which was -1.45 lower than the previous day. The implied volatity was 41.79, the open interest changed by 5 which increased total open position to 18


On 20 Mar CESC was trading at 146.82. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 42.36, the open interest changed by 12 which increased total open position to 13


On 19 Mar CESC was trading at 147.62. The strike last trading price was 4, which was -6.85 lower than the previous day. The implied volatity was 43.54, the open interest changed by 1 which increased total open position to 1


On 18 Mar CESC was trading at 141.96. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 2.57, 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 10.85, which was 0 lower than the previous day. The implied volatity was 1.30, 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 10.85, which was 0 lower than the previous day. The implied volatity was 0.80, 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 10.85, 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 10.85, which was 0 lower than the previous day. The implied volatity was 0.96, 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 10.85, which was 0 lower than the previous day. The implied volatity was 2.00, 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 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


On 25 Feb CESC was trading at 133.25. 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


On 24 Feb CESC was trading at 136.95. 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


On 21 Feb CESC was trading at 136.56. 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


On 20 Feb CESC was trading at 137.85. 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


On 18 Feb CESC was trading at 127.90. 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


On 17 Feb CESC was trading at 125.92. 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


On 14 Feb CESC was trading at 122.18. 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


On 13 Feb CESC was trading at 125.92. 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


On 12 Feb CESC was trading at 127.93. 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


On 11 Feb CESC was trading at 129.01. 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


On 10 Feb CESC was trading at 133.48. 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


On 7 Feb CESC was trading at 135.20. 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


On 6 Feb CESC was trading at 138.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.76, 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 1.37, 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 0.53, 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 0.95, the open interest changed by 0 which decreased total open position to 0