CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 05:53 PM IST
| CESC 24APR2025 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.12
Theta: -0.22
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 8.4 | 2.95 | 52.68 | 36 | -6 | 11 | |||
| 7 Apr | 149.46 | 5.45 | -5.5 | 30.16 | 37 | 14 | 17 | |||
| 4 Apr | 151.83 | 10.95 | 0 | 0.00 | 0 | 3 | 0 | |||
| 3 Apr | 157.43 | 10.95 | -0.2 | - | 3 | 0 | 0 | |||
|
|
||||||||||
| 2 Apr | 153.91 | 11.15 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 152.98 | 11.15 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 153.86 | 11.15 | 0 | - | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 147.5 expiring on 24APR2025
Delta for 147.5 CE is 0.60
Historical price for 147.5 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 8.4, which was 2.95 higher than the previous day. The implied volatity was 52.68, the open interest changed by -6 which decreased total open position to 11
On 7 Apr CESC was trading at 149.46. The strike last trading price was 5.45, which was -5.5 lower than the previous day. The implied volatity was 30.16, the open interest changed by 14 which increased total open position to 17
On 4 Apr CESC was trading at 151.83. The strike last trading price was 10.95, 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 3 Apr CESC was trading at 157.43. The strike last trading price was 10.95, which was -0.2 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 11.15, 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 11.15, 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 11.15, 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 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.12
Theta: -0.18
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 4.8 | -1.55 | 51.40 | 43 | 12 | 39 |
| 7 Apr | 149.46 | 6.35 | 3.2 | 60.36 | 41 | 12 | 27 |
| 4 Apr | 151.83 | 3.15 | 0.7 | 38.30 | 1 | 0 | 15 |
| 3 Apr | 157.43 | 2.45 | -1.15 | 45.17 | 13 | 4 | 14 |
| 2 Apr | 153.91 | 3.65 | 0.05 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 152.98 | 3.65 | 0 | 43.40 | 27 | 2 | 10 |
| 28 Mar | 153.86 | 3.65 | -1.3 | 40.53 | 12 | 8 | 8 |
For Cesc Ltd - strike price 147.5 expiring on 24APR2025
Delta for 147.5 PE is -0.39
Historical price for 147.5 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 4.8, which was -1.55 lower than the previous day. The implied volatity was 51.40, the open interest changed by 12 which increased total open position to 39
On 7 Apr CESC was trading at 149.46. The strike last trading price was 6.35, which was 3.2 higher than the previous day. The implied volatity was 60.36, the open interest changed by 12 which increased total open position to 27
On 4 Apr CESC was trading at 151.83. The strike last trading price was 3.15, which was 0.7 higher than the previous day. The implied volatity was 38.30, the open interest changed by 0 which decreased total open position to 15
On 3 Apr CESC was trading at 157.43. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 45.17, the open interest changed by 4 which increased total open position to 14
On 2 Apr CESC was trading at 153.91. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Apr CESC was trading at 152.98. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 43.40, the open interest changed by 2 which increased total open position to 10
On 28 Mar CESC was trading at 153.86. The strike last trading price was 3.65, which was -1.3 lower than the previous day. The implied volatity was 40.53, the open interest changed by 8 which increased total open position to 8
