CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 04:03 PM IST
| CESC 24APR2025 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.11
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 9.15 | -0.5 | 46.33 | 6 | -2 | 27 | |||
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| 7 Apr | 149.46 | 9.65 | -0.4 | 52.44 | 68 | 4 | 29 | |||
| 4 Apr | 151.83 | 10 | -4.45 | 38.58 | 27 | 9 | 24 | |||
| 3 Apr | 157.43 | 14.45 | 2.35 | 33.84 | 2 | 0 | 17 | |||
| 2 Apr | 153.91 | 12.1 | 0.3 | 40.75 | 17 | -1 | 17 | |||
| 1 Apr | 152.98 | 12.1 | 0.05 | 42.74 | 24 | 12 | 19 | |||
| 28 Mar | 153.86 | 12.05 | 0.05 | 37.90 | 13 | 2 | 7 | |||
| 27 Mar | 152.88 | 12 | 1.2 | 41.79 | 1 | 0 | 5 | |||
| 26 Mar | 150.39 | 10.8 | -3 | 45.17 | 1 | 0 | 6 | |||
| 25 Mar | 150.99 | 13.8 | 0 | 0.00 | 0 | -1 | 0 | |||
| 24 Mar | 153.86 | 13.8 | 3.3 | 43.93 | 3 | 0 | 7 | |||
| 21 Mar | 150.82 | 10.5 | 1.25 | 32.51 | 8 | 2 | 8 | |||
| 20 Mar | 146.82 | 9.25 | -0.9 | 42.80 | 15 | 5 | 7 | |||
| 19 Mar | 147.62 | 10.15 | 4.5 | 42.40 | 2 | 0 | 2 | |||
| 18 Mar | 141.96 | 5.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 139.98 | 5.65 | -1.55 | 39.72 | 1 | 0 | 1 | |||
| 12 Mar | 139.58 | 7.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 139.41 | 7.2 | 0.1 | 48.36 | 1 | 1 | 1 | |||
| 6 Mar | 139.86 | 7.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 141.32 | 7.1 | 0.8 | 38.53 | 2 | 1 | 1 | |||
For Cesc Ltd - strike price 145 expiring on 24APR2025
Delta for 145 CE is 0.68
Historical price for 145 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 9.15, which was -0.5 lower than the previous day. The implied volatity was 46.33, the open interest changed by -2 which decreased total open position to 27
On 7 Apr CESC was trading at 149.46. The strike last trading price was 9.65, which was -0.4 lower than the previous day. The implied volatity was 52.44, the open interest changed by 4 which increased total open position to 29
On 4 Apr CESC was trading at 151.83. The strike last trading price was 10, which was -4.45 lower than the previous day. The implied volatity was 38.58, the open interest changed by 9 which increased total open position to 24
On 3 Apr CESC was trading at 157.43. The strike last trading price was 14.45, which was 2.35 higher than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 17
On 2 Apr CESC was trading at 153.91. The strike last trading price was 12.1, which was 0.3 higher than the previous day. The implied volatity was 40.75, the open interest changed by -1 which decreased total open position to 17
On 1 Apr CESC was trading at 152.98. The strike last trading price was 12.1, which was 0.05 higher than the previous day. The implied volatity was 42.74, the open interest changed by 12 which increased total open position to 19
On 28 Mar CESC was trading at 153.86. The strike last trading price was 12.05, which was 0.05 higher than the previous day. The implied volatity was 37.90, the open interest changed by 2 which increased total open position to 7
On 27 Mar CESC was trading at 152.88. The strike last trading price was 12, which was 1.2 higher than the previous day. The implied volatity was 41.79, the open interest changed by 0 which decreased total open position to 5
On 26 Mar CESC was trading at 150.39. The strike last trading price was 10.8, which was -3 lower than the previous day. The implied volatity was 45.17, the open interest changed by 0 which decreased total open position to 6
On 25 Mar CESC was trading at 150.99. The strike last trading price was 13.8, 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 24 Mar CESC was trading at 153.86. The strike last trading price was 13.8, which was 3.3 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 7
On 21 Mar CESC was trading at 150.82. The strike last trading price was 10.5, which was 1.25 higher than the previous day. The implied volatity was 32.51, the open interest changed by 2 which increased total open position to 8
On 20 Mar CESC was trading at 146.82. The strike last trading price was 9.25, which was -0.9 lower than the previous day. The implied volatity was 42.80, the open interest changed by 5 which increased total open position to 7
On 19 Mar CESC was trading at 147.62. The strike last trading price was 10.15, which was 4.5 higher than the previous day. The implied volatity was 42.40, the open interest changed by 0 which decreased total open position to 2
On 18 Mar CESC was trading at 141.96. The strike last trading price was 5.65, 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 17 Mar CESC was trading at 139.98. The strike last trading price was 5.65, which was -1.55 lower than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 1
On 12 Mar CESC was trading at 139.58. The strike last trading price was 7.2, 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 10 Mar CESC was trading at 139.41. The strike last trading price was 7.2, which was 0.1 higher than the previous day. The implied volatity was 48.36, the open interest changed by 1 which increased total open position to 1
On 6 Mar CESC was trading at 139.86. The strike last trading price was 7.1, 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 5 Mar CESC was trading at 141.32. The strike last trading price was 7.1, which was 0.8 higher than the previous day. The implied volatity was 38.53, the open interest changed by 1 which increased total open position to 1
| CESC 24APR2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.11
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 3.9 | -0.95 | 52.34 | 234 | 72 | 148 |
| 7 Apr | 149.46 | 4.75 | 1.95 | 56.21 | 180 | 21 | 76 |
| 4 Apr | 151.83 | 2.65 | 1.25 | 41.05 | 126 | 3 | 54 |
| 3 Apr | 157.43 | 1.4 | -1 | 40.59 | 38 | 3 | 50 |
| 2 Apr | 153.91 | 2.4 | -0.45 | 41.77 | 26 | 4 | 45 |
| 1 Apr | 152.98 | 2.95 | -0.05 | 44.33 | 85 | -10 | 41 |
| 28 Mar | 153.86 | 3 | 0.05 | 41.75 | 108 | 28 | 51 |
| 27 Mar | 152.88 | 2.95 | -1.15 | 38.83 | 25 | -2 | 22 |
| 26 Mar | 150.39 | 4.1 | 0.05 | 40.27 | 16 | 8 | 25 |
| 25 Mar | 150.99 | 4.05 | 0 | 40.61 | 1 | 0 | 16 |
| 24 Mar | 153.86 | 4.05 | -0.35 | 47.22 | 9 | 3 | 16 |
| 21 Mar | 150.82 | 4.4 | -1.65 | 42.88 | 15 | 7 | 14 |
| 20 Mar | 146.82 | 6.05 | 0.5 | 41.57 | 6 | 3 | 6 |
| 19 Mar | 147.62 | 5.55 | -9.9 | 41.40 | 4 | 3 | 3 |
| 18 Mar | 141.96 | 15.45 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 139.98 | 15.45 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 139.58 | 15.45 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 139.41 | 15.45 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 139.86 | 15.45 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 141.32 | 15.45 | 0 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 145 expiring on 24APR2025
Delta for 145 PE is -0.34
Historical price for 145 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 52.34, the open interest changed by 72 which increased total open position to 148
On 7 Apr CESC was trading at 149.46. The strike last trading price was 4.75, which was 1.95 higher than the previous day. The implied volatity was 56.21, the open interest changed by 21 which increased total open position to 76
On 4 Apr CESC was trading at 151.83. The strike last trading price was 2.65, which was 1.25 higher than the previous day. The implied volatity was 41.05, the open interest changed by 3 which increased total open position to 54
On 3 Apr CESC was trading at 157.43. The strike last trading price was 1.4, which was -1 lower than the previous day. The implied volatity was 40.59, the open interest changed by 3 which increased total open position to 50
On 2 Apr CESC was trading at 153.91. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 41.77, the open interest changed by 4 which increased total open position to 45
On 1 Apr CESC was trading at 152.98. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 44.33, the open interest changed by -10 which decreased total open position to 41
On 28 Mar CESC was trading at 153.86. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 41.75, the open interest changed by 28 which increased total open position to 51
On 27 Mar CESC was trading at 152.88. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 38.83, the open interest changed by -2 which decreased total open position to 22
On 26 Mar CESC was trading at 150.39. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 40.27, the open interest changed by 8 which increased total open position to 25
On 25 Mar CESC was trading at 150.99. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 40.61, the open interest changed by 0 which decreased total open position to 16
On 24 Mar CESC was trading at 153.86. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 47.22, the open interest changed by 3 which increased total open position to 16
On 21 Mar CESC was trading at 150.82. The strike last trading price was 4.4, which was -1.65 lower than the previous day. The implied volatity was 42.88, the open interest changed by 7 which increased total open position to 14
On 20 Mar CESC was trading at 146.82. The strike last trading price was 6.05, which was 0.5 higher than the previous day. The implied volatity was 41.57, the open interest changed by 3 which increased total open position to 6
On 19 Mar CESC was trading at 147.62. The strike last trading price was 5.55, which was -9.9 lower than the previous day. The implied volatity was 41.40, the open interest changed by 3 which increased total open position to 3
On 18 Mar CESC was trading at 141.96. The strike last trading price was 15.45, 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 15.45, 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 15.45, 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 15.45, 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 15.45, 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 15.45, 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
