CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 04:03 PM IST
| CESC 24APR2025 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.12
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 4.95 | -0.05 | 53.26 | 264 | 36 | 348 | |||
| 7 Apr | 149.46 | 4.95 | 0.45 | 53.62 | 356 | -26 | 314 | |||
| 4 Apr | 151.83 | 4.65 | -3.05 | 40.10 | 546 | 85 | 340 | |||
| 3 Apr | 157.43 | 7.6 | 1.65 | 37.28 | 404 | 28 | 254 | |||
| 2 Apr | 153.91 | 5.85 | 0 | 39.19 | 259 | 10 | 225 | |||
| 1 Apr | 152.98 | 5.95 | -0.2 | 40.54 | 223 | 21 | 216 | |||
| 28 Mar | 153.86 | 6.2 | -0.3 | 38.26 | 753 | 92 | 195 | |||
| 27 Mar | 152.88 | 6.8 | 1.8 | 43.93 | 84 | 0 | 103 | |||
| 26 Mar | 150.39 | 4.95 | -0.45 | 39.66 | 71 | 25 | 102 | |||
| 25 Mar | 150.99 | 5.25 | -2 | 39.17 | 61 | 10 | 77 | |||
| 24 Mar | 153.86 | 7.3 | 1.45 | 39.96 | 115 | 53 | 68 | |||
| 21 Mar | 150.82 | 6.15 | 1.4 | 38.41 | 35 | 13 | 14 | |||
| 20 Mar | 146.82 | 4.75 | 1.05 | 41.69 | 2 | 1 | 1 | |||
| 19 Mar | 147.62 | 3.7 | 0 | 3.84 | 0 | 0 | 0 | |||
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| 18 Mar | 141.96 | 3.7 | 0 | 7.64 | 0 | 0 | 0 | |||
| 17 Mar | 139.98 | 3.7 | 0 | 8.71 | 0 | 0 | 0 | |||
| 12 Mar | 139.58 | 3.7 | 0 | 8.62 | 0 | 0 | 0 | |||
| 5 Mar | 141.32 | 3.7 | 0 | 6.95 | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 155 expiring on 24APR2025
Delta for 155 CE is 0.43
Historical price for 155 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 53.26, the open interest changed by 36 which increased total open position to 348
On 7 Apr CESC was trading at 149.46. The strike last trading price was 4.95, which was 0.45 higher than the previous day. The implied volatity was 53.62, the open interest changed by -26 which decreased total open position to 314
On 4 Apr CESC was trading at 151.83. The strike last trading price was 4.65, which was -3.05 lower than the previous day. The implied volatity was 40.10, the open interest changed by 85 which increased total open position to 340
On 3 Apr CESC was trading at 157.43. The strike last trading price was 7.6, which was 1.65 higher than the previous day. The implied volatity was 37.28, the open interest changed by 28 which increased total open position to 254
On 2 Apr CESC was trading at 153.91. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 39.19, the open interest changed by 10 which increased total open position to 225
On 1 Apr CESC was trading at 152.98. The strike last trading price was 5.95, which was -0.2 lower than the previous day. The implied volatity was 40.54, the open interest changed by 21 which increased total open position to 216
On 28 Mar CESC was trading at 153.86. The strike last trading price was 6.2, which was -0.3 lower than the previous day. The implied volatity was 38.26, the open interest changed by 92 which increased total open position to 195
On 27 Mar CESC was trading at 152.88. The strike last trading price was 6.8, which was 1.8 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 103
On 26 Mar CESC was trading at 150.39. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was 39.66, the open interest changed by 25 which increased total open position to 102
On 25 Mar CESC was trading at 150.99. The strike last trading price was 5.25, which was -2 lower than the previous day. The implied volatity was 39.17, the open interest changed by 10 which increased total open position to 77
On 24 Mar CESC was trading at 153.86. The strike last trading price was 7.3, which was 1.45 higher than the previous day. The implied volatity was 39.96, the open interest changed by 53 which increased total open position to 68
On 21 Mar CESC was trading at 150.82. The strike last trading price was 6.15, which was 1.4 higher than the previous day. The implied volatity was 38.41, the open interest changed by 13 which increased total open position to 14
On 20 Mar CESC was trading at 146.82. The strike last trading price was 4.75, which was 1.05 higher than the previous day. The implied volatity was 41.69, the open interest changed by 1 which increased total open position to 1
On 19 Mar CESC was trading at 147.62. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 3.84, 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 3.7, which was 0 lower than the previous day. The implied volatity was 7.64, 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 3.7, which was 0 lower than the previous day. The implied volatity was 8.71, 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 3.7, which was 0 lower than the previous day. The implied volatity was 8.62, 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 3.7, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
| CESC 24APR2025 155 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.12
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 8.7 | -1.2 | 51.06 | 48 | 19 | 95 |
| 7 Apr | 149.46 | 9.9 | 2.65 | 56.39 | 19 | -8 | 75 |
| 4 Apr | 151.83 | 7.2 | 3.05 | 41.86 | 397 | -8 | 84 |
| 3 Apr | 157.43 | 4.05 | -2.2 | 38.25 | 113 | 26 | 89 |
| 2 Apr | 153.91 | 6.25 | -0.55 | 41.05 | 70 | 1 | 63 |
| 1 Apr | 152.98 | 6.95 | 0.15 | 43.23 | 110 | 17 | 63 |
| 28 Mar | 153.86 | 6.9 | -10.25 | 40.32 | 144 | 45 | 46 |
| 27 Mar | 152.88 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 150.39 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 150.99 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 153.86 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 150.82 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 146.82 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 147.62 | 17.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 141.96 | 17.15 | 0 | 0.00 | 0 | 1 | 0 |
| 17 Mar | 139.98 | 17.15 | -5.6 | 47.40 | 1 | 0 | 0 |
| 12 Mar | 139.58 | 22.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 141.32 | 22.75 | 0 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 155 expiring on 24APR2025
Delta for 155 PE is -0.58
Historical price for 155 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 8.7, which was -1.2 lower than the previous day. The implied volatity was 51.06, the open interest changed by 19 which increased total open position to 95
On 7 Apr CESC was trading at 149.46. The strike last trading price was 9.9, which was 2.65 higher than the previous day. The implied volatity was 56.39, the open interest changed by -8 which decreased total open position to 75
On 4 Apr CESC was trading at 151.83. The strike last trading price was 7.2, which was 3.05 higher than the previous day. The implied volatity was 41.86, the open interest changed by -8 which decreased total open position to 84
On 3 Apr CESC was trading at 157.43. The strike last trading price was 4.05, which was -2.2 lower than the previous day. The implied volatity was 38.25, the open interest changed by 26 which increased total open position to 89
On 2 Apr CESC was trading at 153.91. The strike last trading price was 6.25, which was -0.55 lower than the previous day. The implied volatity was 41.05, the open interest changed by 1 which increased total open position to 63
On 1 Apr CESC was trading at 152.98. The strike last trading price was 6.95, which was 0.15 higher than the previous day. The implied volatity was 43.23, the open interest changed by 17 which increased total open position to 63
On 28 Mar CESC was trading at 153.86. The strike last trading price was 6.9, which was -10.25 lower than the previous day. The implied volatity was 40.32, the open interest changed by 45 which increased total open position to 46
On 27 Mar CESC was trading at 152.88. The strike last trading price was 17.15, 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 26 Mar CESC was trading at 150.39. The strike last trading price was 17.15, 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 25 Mar CESC was trading at 150.99. The strike last trading price was 17.15, 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 24 Mar CESC was trading at 153.86. The strike last trading price was 17.15, 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 21 Mar CESC was trading at 150.82. The strike last trading price was 17.15, 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 20 Mar CESC was trading at 146.82. The strike last trading price was 17.15, 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 19 Mar CESC was trading at 147.62. The strike last trading price was 17.15, 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 17.15, 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 17.15, which was -5.6 lower than the previous day. The implied volatity was 47.40, 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 22.75, 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 22.75, 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
