CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 04:03 PM IST
| CESC 24APR2025 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.08
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 1.3 | 0.1 | 53.19 | 340 | 11 | 506 | |||
| 7 Apr | 149.46 | 1.2 | 0.25 | 51.44 | 324 | 36 | 499 | |||
| 4 Apr | 151.83 | 0.95 | -0.9 | 40.18 | 429 | -21 | 463 | |||
| 3 Apr | 157.43 | 1.8 | 0.45 | 36.72 | 311 | 52 | 479 | |||
| 2 Apr | 153.91 | 1.35 | -0.05 | 38.96 | 93 | -2 | 427 | |||
| 1 Apr | 152.98 | 1.35 | -0.2 | 38.93 | 213 | 18 | 429 | |||
| 28 Mar | 153.86 | 1.55 | -0.65 | 37.42 | 684 | 322 | 411 | |||
| 27 Mar | 152.88 | 2.3 | 0.85 | 44.51 | 20 | 6 | 88 | |||
| 26 Mar | 150.39 | 1.5 | -0.25 | 41.47 | 69 | 28 | 84 | |||
| 25 Mar | 150.99 | 1.6 | -0.9 | 40.71 | 56 | 15 | 57 | |||
| 24 Mar | 153.86 | 2.55 | 0.75 | 41.39 | 38 | 23 | 42 | |||
| 21 Mar | 150.82 | 1.8 | 0.25 | 38.05 | 10 | 5 | 20 | |||
| 20 Mar | 146.82 | 1.55 | -0.1 | 42.45 | 13 | 10 | 14 | |||
| 26 Feb | 132.99 | 4.75 | 0 | 16.42 | 0 | 0 | 0 | |||
| 25 Feb | 133.25 | 4.75 | 0 | 16.42 | 0 | 0 | 0 | |||
| 24 Feb | 136.95 | 4.75 | 0 | 14.85 | 0 | 0 | 0 | |||
| 21 Feb | 136.56 | 4.75 | 0 | 13.66 | 0 | 0 | 0 | |||
| 20 Feb | 137.85 | 4.75 | 0 | 12.93 | 0 | 0 | 0 | |||
| 18 Feb | 127.90 | 4.75 | 0 | 17.61 | 0 | 0 | 0 | |||
| 17 Feb | 125.92 | 4.75 | 0 | 19.25 | 0 | 0 | 0 | |||
| 14 Feb | 122.18 | 4.75 | 0 | 20.16 | 0 | 0 | 0 | |||
| 13 Feb | 125.92 | 0 | 0 | 17.38 | 0 | 0 | 0 | |||
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| 12 Feb | 127.93 | 0 | 0 | 17.01 | 0 | 0 | 0 | |||
| 11 Feb | 129.01 | 0 | 0 | 16.29 | 0 | 0 | 0 | |||
| 10 Feb | 133.48 | 0 | 0 | 13.92 | 0 | 0 | 0 | |||
| 7 Feb | 135.20 | 0 | 0 | 12.95 | 0 | 0 | 0 | |||
| 6 Feb | 138.15 | 0 | 0 | 11.73 | 0 | 0 | 0 | |||
| 5 Feb | 139.47 | 0 | 0 | 11.18 | 0 | 0 | 0 | |||
| 4 Feb | 137.56 | 0 | 0 | 11.74 | 0 | 0 | 0 | |||
| 1 Feb | 138.81 | 0 | 0 | 11.23 | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 170 expiring on 24APR2025
Delta for 170 CE is 0.16
Historical price for 170 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 53.19, the open interest changed by 11 which increased total open position to 506
On 7 Apr CESC was trading at 149.46. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 51.44, the open interest changed by 36 which increased total open position to 499
On 4 Apr CESC was trading at 151.83. The strike last trading price was 0.95, which was -0.9 lower than the previous day. The implied volatity was 40.18, the open interest changed by -21 which decreased total open position to 463
On 3 Apr CESC was trading at 157.43. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 36.72, the open interest changed by 52 which increased total open position to 479
On 2 Apr CESC was trading at 153.91. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 38.96, the open interest changed by -2 which decreased total open position to 427
On 1 Apr CESC was trading at 152.98. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 38.93, the open interest changed by 18 which increased total open position to 429
On 28 Mar CESC was trading at 153.86. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 37.42, the open interest changed by 322 which increased total open position to 411
On 27 Mar CESC was trading at 152.88. The strike last trading price was 2.3, which was 0.85 higher than the previous day. The implied volatity was 44.51, the open interest changed by 6 which increased total open position to 88
On 26 Mar CESC was trading at 150.39. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 41.47, the open interest changed by 28 which increased total open position to 84
On 25 Mar CESC was trading at 150.99. The strike last trading price was 1.6, which was -0.9 lower than the previous day. The implied volatity was 40.71, the open interest changed by 15 which increased total open position to 57
On 24 Mar CESC was trading at 153.86. The strike last trading price was 2.55, which was 0.75 higher than the previous day. The implied volatity was 41.39, the open interest changed by 23 which increased total open position to 42
On 21 Mar CESC was trading at 150.82. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 38.05, the open interest changed by 5 which increased total open position to 20
On 20 Mar CESC was trading at 146.82. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 42.45, the open interest changed by 10 which increased total open position to 14
On 26 Feb CESC was trading at 132.99. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 16.42, 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 4.75, which was 0 lower than the previous day. The implied volatity was 16.42, 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 4.75, which was 0 lower than the previous day. The implied volatity was 14.85, 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 4.75, which was 0 lower than the previous day. The implied volatity was 13.66, 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 4.75, which was 0 lower than the previous day. The implied volatity was 12.93, 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 4.75, which was 0 lower than the previous day. The implied volatity was 17.61, 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 4.75, which was 0 lower than the previous day. The implied volatity was 19.25, 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 4.75, which was 0 lower than the previous day. The implied volatity was 20.16, 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 17.38, 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 17.01, 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 16.29, 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 13.92, 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 12.95, 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 11.73, 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 11.18, 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 11.74, 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 11.23, the open interest changed by 0 which decreased total open position to 0
| CESC 24APR2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.07
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 20.1 | -1.95 | 51.06 | 1 | 0 | 8 |
| 7 Apr | 149.46 | 22.05 | 5.3 | 66.84 | 3 | 0 | 7 |
| 4 Apr | 151.83 | 16.75 | 0 | - | 2 | 0 | 8 |
| 3 Apr | 157.43 | 16.75 | 0 | 0.00 | 0 | -2 | 0 |
| 2 Apr | 153.91 | 16.75 | -0.2 | 42.60 | 2 | 0 | 10 |
| 1 Apr | 152.98 | 16.95 | 0.65 | 40.01 | 1 | 1 | 11 |
| 28 Mar | 153.86 | 16.3 | -0.95 | 32.54 | 11 | 8 | 10 |
| 27 Mar | 152.88 | 17.25 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 150.39 | 17.25 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 150.99 | 17.25 | 0 | 0.00 | 0 | 2 | 0 |
| 24 Mar | 153.86 | 17.25 | -13.15 | 41.88 | 2 | 0 | 0 |
| 21 Mar | 150.82 | 30.4 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 146.82 | 30.4 | 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 |
| 1 Feb | 138.81 | 0 | 0 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 170 expiring on 24APR2025
Delta for 170 PE is -0.85
Historical price for 170 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 20.1, which was -1.95 lower than the previous day. The implied volatity was 51.06, the open interest changed by 0 which decreased total open position to 8
On 7 Apr CESC was trading at 149.46. The strike last trading price was 22.05, which was 5.3 higher than the previous day. The implied volatity was 66.84, the open interest changed by 0 which decreased total open position to 7
On 4 Apr CESC was trading at 151.83. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Apr CESC was trading at 157.43. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 2 Apr CESC was trading at 153.91. The strike last trading price was 16.75, which was -0.2 lower than the previous day. The implied volatity was 42.60, the open interest changed by 0 which decreased total open position to 10
On 1 Apr CESC was trading at 152.98. The strike last trading price was 16.95, which was 0.65 higher than the previous day. The implied volatity was 40.01, the open interest changed by 1 which increased total open position to 11
On 28 Mar CESC was trading at 153.86. The strike last trading price was 16.3, which was -0.95 lower than the previous day. The implied volatity was 32.54, the open interest changed by 8 which increased total open position to 10
On 27 Mar CESC was trading at 152.88. The strike last trading price was 17.25, 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 26 Mar CESC was trading at 150.39. The strike last trading price was 17.25, 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 Mar CESC was trading at 150.99. The strike last trading price was 17.25, 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 24 Mar CESC was trading at 153.86. The strike last trading price was 17.25, which was -13.15 lower than the previous day. The implied volatity was 41.88, 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 30.4, 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 30.4, 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 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
