CESC
Cesc Ltd
Historical option data for CESC
26 Dec 2024 04:14 PM IST
| CESC 30JAN2025 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 26 Dec | 184.82 | 22.8 | - | 0 | 0 | 0 | ||||
For Cesc Ltd - strike price 160 expiring on 30JAN2025
Delta for 160 CE is -
Historical price for 160 CE is as follows
On 26 Dec CESC was trading at 184.82. The strike last trading price was 22.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CESC 30JAN2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.08
Theta: -0.03
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 184.82 | 0.65 | 35.19 | 3 | 2 | 2 | |
For Cesc Ltd - strike price 160 expiring on 30JAN2025
Delta for 160 PE is -0.07
Historical price for 160 PE is as follows
On 26 Dec CESC was trading at 184.82. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was 35.19, the open interest changed by 2 which increased total open position to 2
