CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 10:04 AM IST
CESC 26DEC2024 170 CE | ||||||||||
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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 | |||
12 Dec | 192.28 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 193.22 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Dec | 194.36 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
9 Dec | 199.66 | 29.5 | 0.00 | 0.00 | 0 | -9 | 0 | |||
6 Dec | 197.88 | 29.5 | 6.40 | 45.11 | 12 | -8 | 7 | |||
5 Dec | 191.57 | 23.1 | 4.30 | - | 3 | 1 | 15 | |||
4 Dec | 186.61 | 18.8 | 1.80 | 40.73 | 5 | 1 | 10 | |||
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3 Dec | 184.28 | 17 | 5.10 | 36.15 | 10 | 9 | 9 | |||
2 Dec | 177.46 | 11.9 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 173.98 | 11.9 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 CE is 0.00
Historical price for 170 CE is as follows
On 12 Dec CESC was trading at 192.28. The strike last trading price was 29.5, which was 0.00 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 11 Dec CESC was trading at 193.22. The strike last trading price was 29.5, which was 0.00 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 10 Dec CESC was trading at 194.36. The strike last trading price was 29.5, which was 0.00 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 9 Dec CESC was trading at 199.66. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 6 Dec CESC was trading at 197.88. The strike last trading price was 29.5, which was 6.40 higher than the previous day. The implied volatity was 45.11, the open interest changed by -8 which decreased total open position to 7
On 5 Dec CESC was trading at 191.57. The strike last trading price was 23.1, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 4 Dec CESC was trading at 186.61. The strike last trading price was 18.8, which was 1.80 higher than the previous day. The implied volatity was 40.73, the open interest changed by 1 which increased total open position to 10
On 3 Dec CESC was trading at 184.28. The strike last trading price was 17, which was 5.10 higher than the previous day. The implied volatity was 36.15, the open interest changed by 9 which increased total open position to 9
On 2 Dec CESC was trading at 177.46. The strike last trading price was 11.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov CESC was trading at 173.98. The strike last trading price was 11.9, 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 26DEC2024 170 PE | |||||||
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Delta: -0.04
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 192.28 | 0.25 | -0.10 | 38.01 | 13 | -1 | 124 |
11 Dec | 193.22 | 0.35 | 0.00 | 40.91 | 44 | 15 | 124 |
10 Dec | 194.36 | 0.35 | -0.05 | 42.06 | 46 | 16 | 106 |
9 Dec | 199.66 | 0.4 | 0.05 | 46.71 | 28 | -5 | 89 |
6 Dec | 197.88 | 0.35 | -0.25 | 40.64 | 343 | -85 | 104 |
5 Dec | 191.57 | 0.6 | -0.60 | 38.11 | 228 | -74 | 190 |
4 Dec | 186.61 | 1.2 | -0.60 | 37.27 | 297 | 121 | 271 |
3 Dec | 184.28 | 1.8 | -1.60 | 39.61 | 630 | 113 | 158 |
2 Dec | 177.46 | 3.4 | -0.60 | 39.27 | 56 | 34 | 37 |
29 Nov | 173.98 | 4 | 34.56 | 3 | 0 | 0 |
For Cesc Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 PE is -0.04
Historical price for 170 PE is as follows
On 12 Dec CESC was trading at 192.28. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 38.01, the open interest changed by -1 which decreased total open position to 124
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.91, the open interest changed by 15 which increased total open position to 124
On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 42.06, the open interest changed by 16 which increased total open position to 106
On 9 Dec CESC was trading at 199.66. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 46.71, the open interest changed by -5 which decreased total open position to 89
On 6 Dec CESC was trading at 197.88. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 40.64, the open interest changed by -85 which decreased total open position to 104
On 5 Dec CESC was trading at 191.57. The strike last trading price was 0.6, which was -0.60 lower than the previous day. The implied volatity was 38.11, the open interest changed by -74 which decreased total open position to 190
On 4 Dec CESC was trading at 186.61. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 37.27, the open interest changed by 121 which increased total open position to 271
On 3 Dec CESC was trading at 184.28. The strike last trading price was 1.8, which was -1.60 lower than the previous day. The implied volatity was 39.61, the open interest changed by 113 which increased total open position to 158
On 2 Dec CESC was trading at 177.46. The strike last trading price was 3.4, which was -0.60 lower than the previous day. The implied volatity was 39.27, the open interest changed by 34 which increased total open position to 37
On 29 Nov CESC was trading at 173.98. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 34.56, the open interest changed by 0 which decreased total open position to 0