CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 05:53 PM IST
| CESC 24APR2025 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.07
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 1 | 0.05 | 53.08 | 41 | -1 | 31 | |||
| 7 Apr | 149.46 | 0.95 | 0.15 | 51.82 | 32 | 27 | 29 | |||
| 4 Apr | 151.83 | 0.8 | -1.3 | 41.76 | 5 | 1 | 1 | |||
| 3 Apr | 157.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 153.91 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 152.98 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 153.86 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 172.5 expiring on 24APR2025
Delta for 172.5 CE is 0.13
Historical price for 172.5 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 53.08, the open interest changed by -1 which decreased total open position to 31
On 7 Apr CESC was trading at 149.46. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 51.82, the open interest changed by 27 which increased total open position to 29
On 4 Apr CESC was trading at 151.83. The strike last trading price was 0.8, which was -1.3 lower than the previous day. The implied volatity was 41.76, the open interest changed by 1 which increased total open position to 1
On 3 Apr CESC was trading at 157.43. The strike last trading price was 0, 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 0, 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 0, 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 0, 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
| CESC 24APR2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 20.8 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 149.46 | 20.8 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 151.83 | 20.8 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 157.43 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 153.91 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 152.98 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 153.86 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Cesc Ltd - strike price 172.5 expiring on 24APR2025
Delta for 172.5 PE is -
Historical price for 172.5 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 20.8, 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 7 Apr CESC was trading at 149.46. The strike last trading price was 20.8, 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 4 Apr CESC was trading at 151.83. The strike last trading price was 20.8, 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 3 Apr CESC was trading at 157.43. The strike last trading price was 0, 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 0, 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 0, 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 0, 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
