CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 05:53 PM IST
| CESC 24APR2025 152.5 CE | ||||||||||
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Delta: 0.48
Vega: 0.13
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 5.85 | 0 | 52.24 | 150 | 73 | 89 | |||
| 7 Apr | 149.46 | 5.85 | 0.4 | 52.84 | 33 | 0 | 16 | |||
| 4 Apr | 151.83 | 5.7 | -3.55 | 39.58 | 24 | 7 | 16 | |||
| 3 Apr | 157.43 | 9.15 | 2.15 | 37.32 | 22 | 2 | 11 | |||
| 2 Apr | 153.91 | 7 | -0.1 | 38.37 | 23 | 1 | 8 | |||
| 1 Apr | 152.98 | 7.3 | -1.1 | 41.31 | 7 | 5 | 5 | |||
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| 28 Mar | 153.86 | 8.4 | 0 | - | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 152.5 expiring on 24APR2025
Delta for 152.5 CE is 0.48
Historical price for 152.5 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 52.24, the open interest changed by 73 which increased total open position to 89
On 7 Apr CESC was trading at 149.46. The strike last trading price was 5.85, which was 0.4 higher than the previous day. The implied volatity was 52.84, the open interest changed by 0 which decreased total open position to 16
On 4 Apr CESC was trading at 151.83. The strike last trading price was 5.7, which was -3.55 lower than the previous day. The implied volatity was 39.58, the open interest changed by 7 which increased total open position to 16
On 3 Apr CESC was trading at 157.43. The strike last trading price was 9.15, which was 2.15 higher than the previous day. The implied volatity was 37.32, the open interest changed by 2 which increased total open position to 11
On 2 Apr CESC was trading at 153.91. The strike last trading price was 7, which was -0.1 lower than the previous day. The implied volatity was 38.37, the open interest changed by 1 which increased total open position to 8
On 1 Apr CESC was trading at 152.98. The strike last trading price was 7.3, which was -1.1 lower than the previous day. The implied volatity was 41.31, the open interest changed by 5 which increased total open position to 5
On 28 Mar CESC was trading at 153.86. The strike last trading price was 8.4, 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 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.13
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 7.25 | -1.35 | 51.18 | 249 | 94 | 118 |
| 7 Apr | 149.46 | 8.45 | 2.85 | 56.64 | 10 | -4 | 25 |
| 4 Apr | 151.83 | 5.6 | 2.55 | 40.17 | 33 | 5 | 28 |
| 3 Apr | 157.43 | 3.05 | -2.1 | 37.88 | 13 | 0 | 23 |
| 2 Apr | 153.91 | 5.15 | -0.45 | 41.87 | 18 | 0 | 23 |
| 1 Apr | 152.98 | 5.6 | 0.1 | 42.62 | 50 | 12 | 21 |
| 28 Mar | 153.86 | 5.5 | -1.7 | 39.31 | 14 | 9 | 9 |
For Cesc Ltd - strike price 152.5 expiring on 24APR2025
Delta for 152.5 PE is -0.52
Historical price for 152.5 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 7.25, which was -1.35 lower than the previous day. The implied volatity was 51.18, the open interest changed by 94 which increased total open position to 118
On 7 Apr CESC was trading at 149.46. The strike last trading price was 8.45, which was 2.85 higher than the previous day. The implied volatity was 56.64, the open interest changed by -4 which decreased total open position to 25
On 4 Apr CESC was trading at 151.83. The strike last trading price was 5.6, which was 2.55 higher than the previous day. The implied volatity was 40.17, the open interest changed by 5 which increased total open position to 28
On 3 Apr CESC was trading at 157.43. The strike last trading price was 3.05, which was -2.1 lower than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 23
On 2 Apr CESC was trading at 153.91. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 23
On 1 Apr CESC was trading at 152.98. The strike last trading price was 5.6, which was 0.1 higher than the previous day. The implied volatity was 42.62, the open interest changed by 12 which increased total open position to 21
On 28 Mar CESC was trading at 153.86. The strike last trading price was 5.5, which was -1.7 lower than the previous day. The implied volatity was 39.31, the open interest changed by 9 which increased total open position to 9
