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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 150 CE
Delta: 0.54
Vega: 0.12
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 7.05 -0.1 52.45 371 93 277
7 Apr 149.46 7.1 0.45 53.71 547 7 187
4 Apr 151.83 7.1 -3.55 40.32 224 41 172
3 Apr 157.43 10.95 2.35 37.74 84 0 131
2 Apr 153.91 8.6 0.1 39.49 73 -17 131
1 Apr 152.98 8.65 -0.15 41.05 111 34 148
28 Mar 153.86 8.8 -0.3 38.07 149 -1 114
27 Mar 152.88 9.5 2.25 45.23 71 -1 115
26 Mar 150.39 7.15 -0.65 39.70 97 -2 115
25 Mar 150.99 7.4 -2.6 38.79 104 -2 118
24 Mar 153.86 10.05 1.7 40.41 163 -1 131
21 Mar 150.82 8.5 1.7 38.47 171 53 136
20 Mar 146.82 6.8 -0.05 42.51 79 14 81
19 Mar 147.62 6.7 1.7 37.49 82 34 67
18 Mar 141.96 5 -0.95 42.42 6 2 32
17 Mar 139.98 5.95 0 0.00 0 0 0
12 Mar 139.58 5.95 0 0.00 0 0 0
10 Mar 139.41 5.95 0.6 50.85 1 29 29
6 Mar 139.86 5.35 -0.05 42.92 8 1 30
5 Mar 141.32 5.4 1.4 39.54 109 28 29
26 Feb 132.99 10.35 0 8.16 0 0 0
25 Feb 133.25 10.35 0 8.16 0 0 0
24 Feb 136.95 10.35 0 5.97 0 0 0
21 Feb 136.56 10.35 0 6.04 0 0 0
20 Feb 137.85 10.35 0 5.07 0 0 0
18 Feb 127.90 10.35 0 10.39 0 0 0
17 Feb 125.92 10.35 0 10.88 0 0 0
14 Feb 122.18 10.35 0 12.54 0 0 0
13 Feb 125.92 10.35 0 10.61 0 0 0
12 Feb 127.93 10.35 0 9.25 0 0 0
11 Feb 129.01 10.35 0 8.58 0 0 0
10 Feb 133.48 10.35 0 7.05 0 0 0
7 Feb 135.20 10.35 0 5.45 0 0 0
6 Feb 138.15 10.35 0 4.30 0 0 0
5 Feb 139.47 10.35 0 3.14 0 0 0
4 Feb 137.56 10.35 0 4.60 0 0 0
1 Feb 138.81 10.35 0 1.76 0 0 0

For Cesc Ltd - strike price 150 expiring on 24APR2025

Delta for 150 CE is 0.54

Historical price for 150 CE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 7.05, which was -0.1 lower than the previous day. The implied volatity was 52.45, the open interest changed by 93 which increased total open position to 277


On 7 Apr CESC was trading at 149.46. The strike last trading price was 7.1, which was 0.45 higher than the previous day. The implied volatity was 53.71, the open interest changed by 7 which increased total open position to 187


On 4 Apr CESC was trading at 151.83. The strike last trading price was 7.1, which was -3.55 lower than the previous day. The implied volatity was 40.32, the open interest changed by 41 which increased total open position to 172


On 3 Apr CESC was trading at 157.43. The strike last trading price was 10.95, which was 2.35 higher than the previous day. The implied volatity was 37.74, the open interest changed by 0 which decreased total open position to 131


On 2 Apr CESC was trading at 153.91. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was 39.49, the open interest changed by -17 which decreased total open position to 131


On 1 Apr CESC was trading at 152.98. The strike last trading price was 8.65, which was -0.15 lower than the previous day. The implied volatity was 41.05, the open interest changed by 34 which increased total open position to 148


On 28 Mar CESC was trading at 153.86. The strike last trading price was 8.8, which was -0.3 lower than the previous day. The implied volatity was 38.07, the open interest changed by -1 which decreased total open position to 114


On 27 Mar CESC was trading at 152.88. The strike last trading price was 9.5, which was 2.25 higher than the previous day. The implied volatity was 45.23, the open interest changed by -1 which decreased total open position to 115


On 26 Mar CESC was trading at 150.39. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 39.70, the open interest changed by -2 which decreased total open position to 115


On 25 Mar CESC was trading at 150.99. The strike last trading price was 7.4, which was -2.6 lower than the previous day. The implied volatity was 38.79, the open interest changed by -2 which decreased total open position to 118


On 24 Mar CESC was trading at 153.86. The strike last trading price was 10.05, which was 1.7 higher than the previous day. The implied volatity was 40.41, the open interest changed by -1 which decreased total open position to 131


On 21 Mar CESC was trading at 150.82. The strike last trading price was 8.5, which was 1.7 higher than the previous day. The implied volatity was 38.47, the open interest changed by 53 which increased total open position to 136


On 20 Mar CESC was trading at 146.82. The strike last trading price was 6.8, which was -0.05 lower than the previous day. The implied volatity was 42.51, the open interest changed by 14 which increased total open position to 81


On 19 Mar CESC was trading at 147.62. The strike last trading price was 6.7, which was 1.7 higher than the previous day. The implied volatity was 37.49, the open interest changed by 34 which increased total open position to 67


On 18 Mar CESC was trading at 141.96. The strike last trading price was 5, which was -0.95 lower than the previous day. The implied volatity was 42.42, the open interest changed by 2 which increased total open position to 32


On 17 Mar CESC was trading at 139.98. The strike last trading price was 5.95, 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 12 Mar CESC was trading at 139.58. The strike last trading price was 5.95, 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 5.95, which was 0.6 higher than the previous day. The implied volatity was 50.85, the open interest changed by 29 which increased total open position to 29


On 6 Mar CESC was trading at 139.86. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 42.92, the open interest changed by 1 which increased total open position to 30


On 5 Mar CESC was trading at 141.32. The strike last trading price was 5.4, which was 1.4 higher than the previous day. The implied volatity was 39.54, the open interest changed by 28 which increased total open position to 29


On 26 Feb CESC was trading at 132.99. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 8.16, 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 10.35, which was 0 lower than the previous day. The implied volatity was 8.16, 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 10.35, which was 0 lower than the previous day. The implied volatity was 5.97, 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 10.35, which was 0 lower than the previous day. The implied volatity was 6.04, 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 10.35, which was 0 lower than the previous day. The implied volatity was 5.07, 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 10.35, which was 0 lower than the previous day. The implied volatity was 10.39, 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 10.35, which was 0 lower than the previous day. The implied volatity was 10.88, 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 10.35, which was 0 lower than the previous day. The implied volatity was 12.54, 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 10.35, which was 0 lower than the previous day. The implied volatity was 10.61, 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 10.35, which was 0 lower than the previous day. The implied volatity was 9.25, 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 10.35, which was 0 lower than the previous day. The implied volatity was 8.58, 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 10.35, which was 0 lower than the previous day. The implied volatity was 7.05, 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 10.35, which was 0 lower than the previous day. The implied volatity was 5.45, 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 10.35, which was 0 lower than the previous day. The implied volatity was 4.30, 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 10.35, which was 0 lower than the previous day. The implied volatity was 3.14, 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 10.35, which was 0 lower than the previous day. The implied volatity was 4.60, 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 10.35, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


CESC 24APR2025 150 PE
Delta: -0.45
Vega: 0.12
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 5.95 -1.1 51.30 287 82 209
7 Apr 149.46 7.05 2.4 56.26 146 -30 127
4 Apr 151.83 4.5 1.95 40.83 334 19 157
3 Apr 157.43 2.45 -1.55 39.47 122 11 135
2 Apr 153.91 4.05 -0.45 41.63 163 -32 123
1 Apr 152.98 4.45 -0.15 42.30 262 -28 154
28 Mar 153.86 4.65 -0.05 40.83 328 120 182
27 Mar 152.88 4.55 -1.55 37.33 65 5 65
26 Mar 150.39 6.2 -0.05 39.74 53 13 60
25 Mar 150.99 6.55 1.35 42.77 84 12 47
24 Mar 153.86 5.2 -1.45 42.90 59 16 34
21 Mar 150.82 6.65 -2 43.63 21 10 18
20 Mar 146.82 8.65 -4.5 41.85 8 3 7
19 Mar 147.62 13.15 0 0.00 0 0 0
18 Mar 141.96 13.15 0 0.00 0 2 0
17 Mar 139.98 13.15 -1.2 44.74 2 1 3
12 Mar 139.58 14.35 0 0.00 0 0 0
10 Mar 139.41 14.35 0 0.00 0 0 0
6 Mar 139.86 14.35 0 0.00 0 2 0
5 Mar 141.32 14.35 -2 49.32 2 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 0 0
5 Feb 139.47 0 0 - 0 0 0
4 Feb 137.56 0 0 - 0 0 0
1 Feb 138.81 0 0 - 0 0 0

For Cesc Ltd - strike price 150 expiring on 24APR2025

Delta for 150 PE is -0.45

Historical price for 150 PE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 5.95, which was -1.1 lower than the previous day. The implied volatity was 51.30, the open interest changed by 82 which increased total open position to 209


On 7 Apr CESC was trading at 149.46. The strike last trading price was 7.05, which was 2.4 higher than the previous day. The implied volatity was 56.26, the open interest changed by -30 which decreased total open position to 127


On 4 Apr CESC was trading at 151.83. The strike last trading price was 4.5, which was 1.95 higher than the previous day. The implied volatity was 40.83, the open interest changed by 19 which increased total open position to 157


On 3 Apr CESC was trading at 157.43. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 39.47, the open interest changed by 11 which increased total open position to 135


On 2 Apr CESC was trading at 153.91. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 41.63, the open interest changed by -32 which decreased total open position to 123


On 1 Apr CESC was trading at 152.98. The strike last trading price was 4.45, which was -0.15 lower than the previous day. The implied volatity was 42.30, the open interest changed by -28 which decreased total open position to 154


On 28 Mar CESC was trading at 153.86. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 40.83, the open interest changed by 120 which increased total open position to 182


On 27 Mar CESC was trading at 152.88. The strike last trading price was 4.55, which was -1.55 lower than the previous day. The implied volatity was 37.33, the open interest changed by 5 which increased total open position to 65


On 26 Mar CESC was trading at 150.39. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 39.74, the open interest changed by 13 which increased total open position to 60


On 25 Mar CESC was trading at 150.99. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was 42.77, the open interest changed by 12 which increased total open position to 47


On 24 Mar CESC was trading at 153.86. The strike last trading price was 5.2, which was -1.45 lower than the previous day. The implied volatity was 42.90, the open interest changed by 16 which increased total open position to 34


On 21 Mar CESC was trading at 150.82. The strike last trading price was 6.65, which was -2 lower than the previous day. The implied volatity was 43.63, the open interest changed by 10 which increased total open position to 18


On 20 Mar CESC was trading at 146.82. The strike last trading price was 8.65, which was -4.5 lower than the previous day. The implied volatity was 41.85, the open interest changed by 3 which increased total open position to 7


On 19 Mar CESC was trading at 147.62. The strike last trading price was 13.15, 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 18 Mar CESC was trading at 141.96. The strike last trading price was 13.15, 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 17 Mar CESC was trading at 139.98. The strike last trading price was 13.15, which was -1.2 lower than the previous day. The implied volatity was 44.74, the open interest changed by 1 which increased total open position to 3


On 12 Mar CESC was trading at 139.58. The strike last trading price was 14.35, 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 14.35, 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 6 Mar CESC was trading at 139.86. The strike last trading price was 14.35, 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 5 Mar CESC was trading at 141.32. The strike last trading price was 14.35, which was -2 lower than the previous day. The implied volatity was 49.32, 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 -, 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 -, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0