CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 05:53 PM IST
| CESC 24APR2025 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.11
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 150.41 | 11.55 | 0.2 | 53.20 | 28 | 5 | 14 | |||
| 7 Apr | 149.46 | 11.15 | -3.25 | 51.75 | 67 | 9 | 9 | |||
| 4 Apr | 151.83 | 14.4 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 157.43 | 14.4 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 153.91 | 14.4 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 152.98 | 14.4 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 153.86 | 14.4 | 0 | - | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 142.5 expiring on 24APR2025
Delta for 142.5 CE is 0.72
Historical price for 142.5 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 11.55, which was 0.2 higher than the previous day. The implied volatity was 53.20, the open interest changed by 5 which increased total open position to 14
On 7 Apr CESC was trading at 149.46. The strike last trading price was 11.15, which was -3.25 lower than the previous day. The implied volatity was 51.75, the open interest changed by 9 which increased total open position to 9
On 4 Apr CESC was trading at 151.83. The strike last trading price was 14.4, 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 14.4, 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 14.4, 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 14.4, 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 14.4, 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 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.11
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 3 | -0.9 | 52.01 | 90 | 22 | 63 |
| 7 Apr | 149.46 | 3.9 | 1.7 | 57.00 | 77 | 15 | 40 |
| 4 Apr | 151.83 | 2 | 0.9 | 41.51 | 27 | 14 | 26 |
| 3 Apr | 157.43 | 1.1 | -1.1 | 42.04 | 5 | 0 | 12 |
| 2 Apr | 153.91 | 2.2 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Apr | 152.98 | 2.2 | 0.15 | 43.82 | 14 | 1 | 13 |
| 28 Mar | 153.86 | 2.05 | -1.2 | 39.59 | 31 | 12 | 12 |
For Cesc Ltd - strike price 142.5 expiring on 24APR2025
Delta for 142.5 PE is -0.28
Historical price for 142.5 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 3, which was -0.9 lower than the previous day. The implied volatity was 52.01, the open interest changed by 22 which increased total open position to 63
On 7 Apr CESC was trading at 149.46. The strike last trading price was 3.9, which was 1.7 higher than the previous day. The implied volatity was 57.00, the open interest changed by 15 which increased total open position to 40
On 4 Apr CESC was trading at 151.83. The strike last trading price was 2, which was 0.9 higher than the previous day. The implied volatity was 41.51, the open interest changed by 14 which increased total open position to 26
On 3 Apr CESC was trading at 157.43. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 12
On 2 Apr CESC was trading at 153.91. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Apr CESC was trading at 152.98. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 43.82, the open interest changed by 1 which increased total open position to 13
On 28 Mar CESC was trading at 153.86. The strike last trading price was 2.05, which was -1.2 lower than the previous day. The implied volatity was 39.59, the open interest changed by 12 which increased total open position to 12
