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Related Pages for CESC
[--[65.84.65.76]--]
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 162.5 CE
Delta: 0.27
Vega: 0.10
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 2.6 -0.05 52.76 195 57 69
7 Apr 149.46 2.65 0.35 53.12 25 -8 12
4 Apr 151.83 2.3 -1.5 40.69 19 3 21
3 Apr 157.43 4.25 1.35 38.92 21 2 18
2 Apr 153.91 2.9 0.05 38.43 7 -2 16
1 Apr 152.98 2.85 -0.4 38.31 11 -5 17
28 Mar 153.86 3.25 -1.2 37.60 61 22 22

For Cesc Ltd - strike price 162.5 expiring on 24APR2025

Delta for 162.5 CE is 0.27

Historical price for 162.5 CE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 52.76, the open interest changed by 57 which increased total open position to 69


On 7 Apr CESC was trading at 149.46. The strike last trading price was 2.65, which was 0.35 higher than the previous day. The implied volatity was 53.12, the open interest changed by -8 which decreased total open position to 12


On 4 Apr CESC was trading at 151.83. The strike last trading price was 2.3, which was -1.5 lower than the previous day. The implied volatity was 40.69, the open interest changed by 3 which increased total open position to 21


On 3 Apr CESC was trading at 157.43. The strike last trading price was 4.25, which was 1.35 higher than the previous day. The implied volatity was 38.92, the open interest changed by 2 which increased total open position to 18


On 2 Apr CESC was trading at 153.91. The strike last trading price was 2.9, which was 0.05 higher than the previous day. The implied volatity was 38.43, the open interest changed by -2 which decreased total open position to 16


On 1 Apr CESC was trading at 152.98. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 38.31, the open interest changed by -5 which decreased total open position to 17


On 28 Mar CESC was trading at 153.86. The strike last trading price was 3.25, which was -1.2 lower than the previous day. The implied volatity was 37.60, the open interest changed by 22 which increased total open position to 22


CESC 24APR2025 162.5 PE
Delta: -0.71
Vega: 0.11
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 150.41 14.45 -0.75 56.18 15 6 16
7 Apr 149.46 15.2 4 57.60 14 7 10
4 Apr 151.83 11.2 0.2 33.01 1 0 3
3 Apr 157.43 11 0 0.00 0 2 0
2 Apr 153.91 11 0.5 42.27 2 1 2
1 Apr 152.98 10.5 0 0.00 0 0 0
28 Mar 153.86 10.5 -2.65 33.77 1 0 0

For Cesc Ltd - strike price 162.5 expiring on 24APR2025

Delta for 162.5 PE is -0.71

Historical price for 162.5 PE is as follows

On 8 Apr CESC was trading at 150.41. The strike last trading price was 14.45, which was -0.75 lower than the previous day. The implied volatity was 56.18, the open interest changed by 6 which increased total open position to 16


On 7 Apr CESC was trading at 149.46. The strike last trading price was 15.2, which was 4 higher than the previous day. The implied volatity was 57.60, the open interest changed by 7 which increased total open position to 10


On 4 Apr CESC was trading at 151.83. The strike last trading price was 11.2, which was 0.2 higher than the previous day. The implied volatity was 33.01, the open interest changed by 0 which decreased total open position to 3


On 3 Apr CESC was trading at 157.43. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 2 Apr CESC was trading at 153.91. The strike last trading price was 11, which was 0.5 higher than the previous day. The implied volatity was 42.27, the open interest changed by 1 which increased total open position to 2


On 1 Apr CESC was trading at 152.98. The strike last trading price was 10.5, 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 28 Mar CESC was trading at 153.86. The strike last trading price was 10.5, which was -2.65 lower than the previous day. The implied volatity was 33.77, the open interest changed by 0 which decreased total open position to 0