CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 04:03 PM IST
| CESC 24APR2025 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.09
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 2.05 | 0.1 | 52.59 | 568 | 102 | 284 | |||
| 7 Apr | 149.46 | 2 | 0.4 | 51.85 | 136 | 15 | 182 | |||
| 4 Apr | 151.83 | 1.8 | -1.25 | 41.06 | 276 | 11 | 166 | |||
| 3 Apr | 157.43 | 3.05 | 0.7 | 36.60 | 203 | 42 | 153 | |||
| 2 Apr | 153.91 | 2.3 | 0 | 38.85 | 77 | -9 | 112 | |||
| 1 Apr | 152.98 | 2.35 | -0.25 | 39.38 | 65 | -7 | 122 | |||
| 28 Mar | 153.86 | 2.65 | -0.5 | 38.07 | 266 | 96 | 129 | |||
| 27 Mar | 152.88 | 3.3 | 1.05 | 43.74 | 22 | 8 | 33 | |||
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| 26 Mar | 150.39 | 2.25 | -0.5 | 40.67 | 6 | 0 | 24 | |||
| 25 Mar | 150.99 | 2.65 | -1.15 | 41.80 | 11 | -1 | 23 | |||
| 24 Mar | 153.86 | 3.8 | 1 | 41.55 | 32 | 16 | 25 | |||
| 21 Mar | 150.82 | 2.8 | 0.5 | 37.94 | 7 | -1 | 9 | |||
| 20 Mar | 146.82 | 2.3 | -0.15 | 42.22 | 13 | 10 | 11 | |||
For Cesc Ltd - strike price 165 expiring on 24APR2025
Delta for 165 CE is 0.23
Historical price for 165 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 52.59, the open interest changed by 102 which increased total open position to 284
On 7 Apr CESC was trading at 149.46. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 51.85, the open interest changed by 15 which increased total open position to 182
On 4 Apr CESC was trading at 151.83. The strike last trading price was 1.8, which was -1.25 lower than the previous day. The implied volatity was 41.06, the open interest changed by 11 which increased total open position to 166
On 3 Apr CESC was trading at 157.43. The strike last trading price was 3.05, which was 0.7 higher than the previous day. The implied volatity was 36.60, the open interest changed by 42 which increased total open position to 153
On 2 Apr CESC was trading at 153.91. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 38.85, the open interest changed by -9 which decreased total open position to 112
On 1 Apr CESC was trading at 152.98. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 39.38, the open interest changed by -7 which decreased total open position to 122
On 28 Mar CESC was trading at 153.86. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 38.07, the open interest changed by 96 which increased total open position to 129
On 27 Mar CESC was trading at 152.88. The strike last trading price was 3.3, which was 1.05 higher than the previous day. The implied volatity was 43.74, the open interest changed by 8 which increased total open position to 33
On 26 Mar CESC was trading at 150.39. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 40.67, the open interest changed by 0 which decreased total open position to 24
On 25 Mar CESC was trading at 150.99. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 41.80, the open interest changed by -1 which decreased total open position to 23
On 24 Mar CESC was trading at 153.86. The strike last trading price was 3.8, which was 1 higher than the previous day. The implied volatity was 41.55, the open interest changed by 16 which increased total open position to 25
On 21 Mar CESC was trading at 150.82. The strike last trading price was 2.8, which was 0.5 higher than the previous day. The implied volatity was 37.94, the open interest changed by -1 which decreased total open position to 9
On 20 Mar CESC was trading at 146.82. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 42.22, the open interest changed by 10 which increased total open position to 11
| CESC 24APR2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 15.9 | -1.95 | 51.22 | 11 | 7 | 14 |
| 7 Apr | 149.46 | 17.85 | 3 | 64.53 | 12 | 4 | 5 |
| 4 Apr | 151.83 | 14.85 | 1.8 | 48.24 | 2 | 1 | 2 |
| 3 Apr | 157.43 | 13.05 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 153.91 | 13.05 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 152.98 | 13.05 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 153.86 | 13.05 | -17.95 | 38.89 | 1 | 0 | 0 |
| 27 Mar | 152.88 | 31 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 150.39 | 31 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 150.99 | 31 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 153.86 | 31 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 150.82 | 31 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 146.82 | 31 | 0 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 165 expiring on 24APR2025
Delta for 165 PE is -0.78
Historical price for 165 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 15.9, which was -1.95 lower than the previous day. The implied volatity was 51.22, the open interest changed by 7 which increased total open position to 14
On 7 Apr CESC was trading at 149.46. The strike last trading price was 17.85, which was 3 higher than the previous day. The implied volatity was 64.53, the open interest changed by 4 which increased total open position to 5
On 4 Apr CESC was trading at 151.83. The strike last trading price was 14.85, which was 1.8 higher than the previous day. The implied volatity was 48.24, the open interest changed by 1 which increased total open position to 2
On 3 Apr CESC was trading at 157.43. The strike last trading price was 13.05, 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 2 Apr CESC was trading at 153.91. The strike last trading price was 13.05, 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 1 Apr CESC was trading at 152.98. The strike last trading price was 13.05, 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 13.05, which was -17.95 lower than the previous day. The implied volatity was 38.89, the open interest changed by 0 which decreased total open position to 0
On 27 Mar CESC was trading at 152.88. The strike last trading price was 31, 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 Mar CESC was trading at 150.39. The strike last trading price was 31, 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 Mar CESC was trading at 150.99. The strike last trading price was 31, 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 Mar CESC was trading at 153.86. The strike last trading price was 31, 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 Mar CESC was trading at 150.82. The strike last trading price was 31, 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 Mar CESC was trading at 146.82. The strike last trading price was 31, 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
