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Related Pages for CESC
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CESC
Cesc Ltd
188.76 -4.46 (-2.31%)

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Historical option data for CESC

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 26DEC2024 170 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.13 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
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 189.13. 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
Delta: -0.05
Vega: 0.04
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.13 0.3 -0.05 35.48 18 -5 120
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 -0.05

Historical price for 170 PE is as follows

On 12 Dec CESC was trading at 189.13. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.48, the open interest changed by -5 which decreased total open position to 120


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