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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 160 CE
Delta: 0.32
Vega: 0.11
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 3.25 0.1 52.84 4,260 534 1,026
7 Apr 149.46 3.3 0.55 53.30 647 -50 492
4 Apr 151.83 2.85 -2.1 39.78 1,551 125 545
3 Apr 157.43 4.95 1.15 36.58 784 75 430
2 Apr 153.91 3.85 0.05 39.54 212 -41 355
1 Apr 152.98 3.85 -0.3 39.89 409 -27 397
28 Mar 153.86 4.05 -0.5 37.60 1,205 226 424
27 Mar 152.88 4.8 1.2 43.75 230 19 195
26 Mar 150.39 3.35 -0.75 39.98 109 1 177
25 Mar 150.99 4.05 -1.25 42.64 172 33 175
24 Mar 153.86 5.45 1.15 41.55 215 70 139
21 Mar 150.82 4.4 1 39.39 78 4 70
20 Mar 146.82 3.4 -0.1 42.34 67 17 66
19 Mar 147.62 3.45 0.75 39.35 53 13 49
18 Mar 141.96 2.7 1.1 44.61 8 2 36
17 Mar 139.98 1.7 -0.4 39.56 9 5 33
13 Mar 138.67 2.1 0.1 42.59 2 -1 27
12 Mar 139.58 2 -1.2 40.24 4 2 28
5 Mar 141.32 3.2 0.2 41.97 34 22 25
26 Feb 132.99 3 0 0.00 0 0 0
25 Feb 133.25 3 0 0.00 0 0 0
24 Feb 136.95 3 0 0.00 0 0 0
21 Feb 136.56 3 0 0.00 0 0 0
20 Feb 137.85 3 0 0.00 0 0 0
18 Feb 127.90 3 0 0.00 0 0 0
17 Feb 125.92 3 0 0.00 0 0 0
14 Feb 122.18 3 0 0.00 0 0 0
13 Feb 125.92 3 0 0.00 0 0 0
12 Feb 127.93 3 0 0.00 0 0 0
11 Feb 129.01 3 0 0.00 0 0 0
10 Feb 133.48 3 0 0.00 0 0 0
7 Feb 135.20 3 0 0.00 0 0 0
6 Feb 138.15 3 0 0.00 0 0 0
5 Feb 139.47 3 0 0.00 0 0 0
4 Feb 137.56 3 0 0.00 0 3 0
3 Feb 135.15 3 -4.1 38.04 3 1 1
1 Feb 138.81 7.1 0 5.55 0 0 0

For Cesc Ltd - strike price 160 expiring on 24APR2025

Delta for 160 CE is 0.32

Historical price for 160 CE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 3.25, which was 0.1 higher than the previous day. The implied volatity was 52.84, the open interest changed by 534 which increased total open position to 1026


On 7 Apr CESC was trading at 149.46. The strike last trading price was 3.3, which was 0.55 higher than the previous day. The implied volatity was 53.30, the open interest changed by -50 which decreased total open position to 492


On 4 Apr CESC was trading at 151.83. The strike last trading price was 2.85, which was -2.1 lower than the previous day. The implied volatity was 39.78, the open interest changed by 125 which increased total open position to 545


On 3 Apr CESC was trading at 157.43. The strike last trading price was 4.95, which was 1.15 higher than the previous day. The implied volatity was 36.58, the open interest changed by 75 which increased total open position to 430


On 2 Apr CESC was trading at 153.91. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 39.54, the open interest changed by -41 which decreased total open position to 355


On 1 Apr CESC was trading at 152.98. The strike last trading price was 3.85, which was -0.3 lower than the previous day. The implied volatity was 39.89, the open interest changed by -27 which decreased total open position to 397


On 28 Mar CESC was trading at 153.86. The strike last trading price was 4.05, which was -0.5 lower than the previous day. The implied volatity was 37.60, the open interest changed by 226 which increased total open position to 424


On 27 Mar CESC was trading at 152.88. The strike last trading price was 4.8, which was 1.2 higher than the previous day. The implied volatity was 43.75, the open interest changed by 19 which increased total open position to 195


On 26 Mar CESC was trading at 150.39. The strike last trading price was 3.35, which was -0.75 lower than the previous day. The implied volatity was 39.98, the open interest changed by 1 which increased total open position to 177


On 25 Mar CESC was trading at 150.99. The strike last trading price was 4.05, which was -1.25 lower than the previous day. The implied volatity was 42.64, the open interest changed by 33 which increased total open position to 175


On 24 Mar CESC was trading at 153.86. The strike last trading price was 5.45, which was 1.15 higher than the previous day. The implied volatity was 41.55, the open interest changed by 70 which increased total open position to 139


On 21 Mar CESC was trading at 150.82. The strike last trading price was 4.4, which was 1 higher than the previous day. The implied volatity was 39.39, the open interest changed by 4 which increased total open position to 70


On 20 Mar CESC was trading at 146.82. The strike last trading price was 3.4, which was -0.1 lower than the previous day. The implied volatity was 42.34, the open interest changed by 17 which increased total open position to 66


On 19 Mar CESC was trading at 147.62. The strike last trading price was 3.45, which was 0.75 higher than the previous day. The implied volatity was 39.35, the open interest changed by 13 which increased total open position to 49


On 18 Mar CESC was trading at 141.96. The strike last trading price was 2.7, which was 1.1 higher than the previous day. The implied volatity was 44.61, the open interest changed by 2 which increased total open position to 36


On 17 Mar CESC was trading at 139.98. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 39.56, the open interest changed by 5 which increased total open position to 33


On 13 Mar CESC was trading at 138.67. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 42.59, the open interest changed by -1 which decreased total open position to 27


On 12 Mar CESC was trading at 139.58. The strike last trading price was 2, which was -1.2 lower than the previous day. The implied volatity was 40.24, the open interest changed by 2 which increased total open position to 28


On 5 Mar CESC was trading at 141.32. The strike last trading price was 3.2, which was 0.2 higher than the previous day. The implied volatity was 41.97, the open interest changed by 22 which increased total open position to 25


On 26 Feb CESC was trading at 132.99. The strike last trading price was 3, 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 Feb CESC was trading at 133.25. The strike last trading price was 3, 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 Feb CESC was trading at 136.95. The strike last trading price was 3, 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 Feb CESC was trading at 136.56. The strike last trading price was 3, 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 Feb CESC was trading at 137.85. The strike last trading price was 3, 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 Feb CESC was trading at 127.90. The strike last trading price was 3, 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 17 Feb CESC was trading at 125.92. The strike last trading price was 3, 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 14 Feb CESC was trading at 122.18. The strike last trading price was 3, 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 13 Feb CESC was trading at 125.92. The strike last trading price was 3, 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 Feb CESC was trading at 127.93. The strike last trading price was 3, 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 11 Feb CESC was trading at 129.01. The strike last trading price was 3, 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 Feb CESC was trading at 133.48. The strike last trading price was 3, 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 7 Feb CESC was trading at 135.20. The strike last trading price was 3, 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 Feb CESC was trading at 138.15. The strike last trading price was 3, 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 5 Feb CESC was trading at 139.47. The strike last trading price was 3, 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 4 Feb CESC was trading at 137.56. The strike last trading price was 3, 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 Feb CESC was trading at 135.15. The strike last trading price was 3, which was -4.1 lower than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 1


On 1 Feb CESC was trading at 138.81. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0


CESC 24APR2025 160 PE
Delta: -0.69
Vega: 0.11
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 12.05 -1.6 51.05 76 18 117
7 Apr 149.46 13.65 3.1 59.93 16 -2 100
4 Apr 151.83 10.55 4.05 43.07 58 22 102
3 Apr 157.43 6.35 -2.75 37.69 60 17 81
2 Apr 153.91 9.1 -0.65 40.65 21 2 65
1 Apr 152.98 9.7 -0.15 41.90 49 4 62
28 Mar 153.86 9.85 -1.7 40.46 67 25 58
27 Mar 152.88 11.55 -0.45 46.77 13 7 35
26 Mar 150.39 12.4 0.4 0.00 0 22 0
25 Mar 150.99 12.4 -2.05 42.50 30 23 29
24 Mar 153.86 14.45 0 0.00 0 0 0
21 Mar 150.82 14.45 -5.5 55.75 1 0 6
20 Mar 146.82 19.95 0 0.00 0 0 0
19 Mar 147.62 19.95 0 0.00 0 6 0
18 Mar 141.96 19.95 -2.95 50.85 6 1 1
17 Mar 139.98 22.9 0 - 0 0 0
13 Mar 138.67 22.9 0 - 0 0 0
12 Mar 139.58 22.9 0 - 0 0 0
5 Mar 141.32 22.9 0 - 0 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
3 Feb 135.15 0 0 - 0 0 0
1 Feb 138.81 0 0 - 0 0 0

For Cesc Ltd - strike price 160 expiring on 24APR2025

Delta for 160 PE is -0.69

Historical price for 160 PE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 12.05, which was -1.6 lower than the previous day. The implied volatity was 51.05, the open interest changed by 18 which increased total open position to 117


On 7 Apr CESC was trading at 149.46. The strike last trading price was 13.65, which was 3.1 higher than the previous day. The implied volatity was 59.93, the open interest changed by -2 which decreased total open position to 100


On 4 Apr CESC was trading at 151.83. The strike last trading price was 10.55, which was 4.05 higher than the previous day. The implied volatity was 43.07, the open interest changed by 22 which increased total open position to 102


On 3 Apr CESC was trading at 157.43. The strike last trading price was 6.35, which was -2.75 lower than the previous day. The implied volatity was 37.69, the open interest changed by 17 which increased total open position to 81


On 2 Apr CESC was trading at 153.91. The strike last trading price was 9.1, which was -0.65 lower than the previous day. The implied volatity was 40.65, the open interest changed by 2 which increased total open position to 65


On 1 Apr CESC was trading at 152.98. The strike last trading price was 9.7, which was -0.15 lower than the previous day. The implied volatity was 41.90, the open interest changed by 4 which increased total open position to 62


On 28 Mar CESC was trading at 153.86. The strike last trading price was 9.85, which was -1.7 lower than the previous day. The implied volatity was 40.46, the open interest changed by 25 which increased total open position to 58


On 27 Mar CESC was trading at 152.88. The strike last trading price was 11.55, which was -0.45 lower than the previous day. The implied volatity was 46.77, the open interest changed by 7 which increased total open position to 35


On 26 Mar CESC was trading at 150.39. The strike last trading price was 12.4, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 25 Mar CESC was trading at 150.99. The strike last trading price was 12.4, which was -2.05 lower than the previous day. The implied volatity was 42.50, the open interest changed by 23 which increased total open position to 29


On 24 Mar CESC was trading at 153.86. The strike last trading price was 14.45, 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 14.45, which was -5.5 lower than the previous day. The implied volatity was 55.75, the open interest changed by 0 which decreased total open position to 6


On 20 Mar CESC was trading at 146.82. The strike last trading price was 19.95, 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 19 Mar CESC was trading at 147.62. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 18 Mar CESC was trading at 141.96. The strike last trading price was 19.95, which was -2.95 lower than the previous day. The implied volatity was 50.85, the open interest changed by 1 which increased total open position to 1


On 17 Mar CESC was trading at 139.98. The strike last trading price was 22.9, 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 Mar CESC was trading at 138.67. The strike last trading price was 22.9, 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 Mar CESC was trading at 139.58. The strike last trading price was 22.9, 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 22.9, 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 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 3 Feb CESC was trading at 135.15. 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 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