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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 05:53 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 24APR2025 157.5 CE
Delta: 0.37
Vega: 0.12
Theta: -0.21
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 3.95 0 52.35 192 34 113
7 Apr 149.46 3.95 0.55 52.53 102 0 79
4 Apr 151.83 3.75 -2.55 40.52 164 42 78
3 Apr 157.43 5.95 1.1 35.43 105 11 39
2 Apr 153.91 4.85 0.25 39.89 21 -4 27
1 Apr 152.98 4.7 -0.35 39.41 46 9 30
28 Mar 153.86 5.05 -1.15 37.96 36 21 21

For Cesc Ltd - strike price 157.5 expiring on 24APR2025

Delta for 157.5 CE is 0.37

Historical price for 157.5 CE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 52.35, the open interest changed by 34 which increased total open position to 113


On 7 Apr CESC was trading at 149.46. The strike last trading price was 3.95, which was 0.55 higher than the previous day. The implied volatity was 52.53, the open interest changed by 0 which decreased total open position to 79


On 4 Apr CESC was trading at 151.83. The strike last trading price was 3.75, which was -2.55 lower than the previous day. The implied volatity was 40.52, the open interest changed by 42 which increased total open position to 78


On 3 Apr CESC was trading at 157.43. The strike last trading price was 5.95, which was 1.1 higher than the previous day. The implied volatity was 35.43, the open interest changed by 11 which increased total open position to 39


On 2 Apr CESC was trading at 153.91. The strike last trading price was 4.85, which was 0.25 higher than the previous day. The implied volatity was 39.89, the open interest changed by -4 which decreased total open position to 27


On 1 Apr CESC was trading at 152.98. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 39.41, the open interest changed by 9 which increased total open position to 30


On 28 Mar CESC was trading at 153.86. The strike last trading price was 5.05, which was -1.15 lower than the previous day. The implied volatity was 37.96, the open interest changed by 21 which increased total open position to 21


CESC 24APR2025 157.5 PE
Delta: -0.63
Vega: 0.12
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 10.35 -2 51.41 38 -29 93
7 Apr 149.46 12.35 3.35 63.21 11 -4 123
4 Apr 151.83 8.75 3.55 42.07 47 -32 128
3 Apr 157.43 5.1 -2.55 37.78 20 0 160
2 Apr 153.91 7.65 -0.65 41.20 22 -10 160
1 Apr 152.98 8.45 0.45 43.87 71 -55 171
28 Mar 153.86 8.3 -1.65 40.33 312 226 226

For Cesc Ltd - strike price 157.5 expiring on 24APR2025

Delta for 157.5 PE is -0.63

Historical price for 157.5 PE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 10.35, which was -2 lower than the previous day. The implied volatity was 51.41, the open interest changed by -29 which decreased total open position to 93


On 7 Apr CESC was trading at 149.46. The strike last trading price was 12.35, which was 3.35 higher than the previous day. The implied volatity was 63.21, the open interest changed by -4 which decreased total open position to 123


On 4 Apr CESC was trading at 151.83. The strike last trading price was 8.75, which was 3.55 higher than the previous day. The implied volatity was 42.07, the open interest changed by -32 which decreased total open position to 128


On 3 Apr CESC was trading at 157.43. The strike last trading price was 5.1, which was -2.55 lower than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 160


On 2 Apr CESC was trading at 153.91. The strike last trading price was 7.65, which was -0.65 lower than the previous day. The implied volatity was 41.20, the open interest changed by -10 which decreased total open position to 160


On 1 Apr CESC was trading at 152.98. The strike last trading price was 8.45, which was 0.45 higher than the previous day. The implied volatity was 43.87, the open interest changed by -55 which decreased total open position to 171


On 28 Mar CESC was trading at 153.86. The strike last trading price was 8.3, which was -1.65 lower than the previous day. The implied volatity was 40.33, the open interest changed by 226 which increased total open position to 226