CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 05:53 PM IST
| CESC 24APR2025 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.09
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 1.7 | 0.35 | 53.62 | 75 | 35 | 44 | |||
| 7 Apr | 149.46 | 1.35 | 0 | 0.00 | 0 | 3 | 0 | |||
| 4 Apr | 151.83 | 1.35 | -1.1 | 40.92 | 8 | 3 | 9 | |||
| 3 Apr | 157.43 | 2.6 | 0.9 | 38.57 | 10 | 2 | 8 | |||
| 2 Apr | 153.91 | 1.7 | 0 | 0.00 | 0 | 4 | 0 | |||
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| 1 Apr | 152.98 | 1.7 | -0.6 | 38.30 | 10 | 4 | 6 | |||
| 28 Mar | 153.86 | 2.3 | -0.8 | 39.73 | 4 | 2 | 2 | |||
For Cesc Ltd - strike price 167.5 expiring on 24APR2025
Delta for 167.5 CE is 0.19
Historical price for 167.5 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 53.62, the open interest changed by 35 which increased total open position to 44
On 7 Apr CESC was trading at 149.46. The strike last trading price was 1.35, 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 4 Apr CESC was trading at 151.83. The strike last trading price was 1.35, which was -1.1 lower than the previous day. The implied volatity was 40.92, the open interest changed by 3 which increased total open position to 9
On 3 Apr CESC was trading at 157.43. The strike last trading price was 2.6, which was 0.9 higher than the previous day. The implied volatity was 38.57, the open interest changed by 2 which increased total open position to 8
On 2 Apr CESC was trading at 153.91. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Apr CESC was trading at 152.98. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 38.30, the open interest changed by 4 which increased total open position to 6
On 28 Mar CESC was trading at 153.86. The strike last trading price was 2.3, which was -0.8 lower than the previous day. The implied volatity was 39.73, the open interest changed by 2 which increased total open position to 2
| CESC 24APR2025 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 19.65 | 0 | 0.00 | 0 | 5 | 0 |
| 7 Apr | 149.46 | 19.65 | 7.95 | 62.98 | 16 | 4 | 5 |
| 4 Apr | 151.83 | 11.7 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 157.43 | 11.7 | -5.1 | 41.30 | 1 | 0 | 0 |
| 2 Apr | 153.91 | 16.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 152.98 | 16.8 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 153.86 | 16.8 | 0 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 167.5 expiring on 24APR2025
Delta for 167.5 PE is 0.00
Historical price for 167.5 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 7 Apr CESC was trading at 149.46. The strike last trading price was 19.65, which was 7.95 higher than the previous day. The implied volatity was 62.98, 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 11.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Apr CESC was trading at 157.43. The strike last trading price was 11.7, which was -5.1 lower than the previous day. The implied volatity was 41.30, 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 16.8, 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 Apr CESC was trading at 152.98. The strike last trading price was 16.8, 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 28 Mar CESC was trading at 153.86. The strike last trading price was 16.8, 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
