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[--[65.84.65.76]--]
CESC
Cesc Ltd

191.98 -1.24 (-0.64%)

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Historical option data for CESC

12 Dec 2024 10:04 AM IST
CESC 26DEC2024 172.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 192.28 17 0.00 0.00 0 0 0
11 Dec 193.22 17 0.00 0.00 0 0 0
10 Dec 194.36 17 0.00 0.00 0 0 0
9 Dec 199.66 17 0.00 0.00 0 0 0
6 Dec 197.88 17 0.00 0.00 0 0 0
5 Dec 191.57 17 0.00 0.00 0 3 0
4 Dec 186.61 17 6.45 42.26 3 0 0
3 Dec 184.28 10.55 0.00 - 0 0 0
2 Dec 177.46 10.55 0.00 - 0 0 0
29 Nov 173.98 10.55 - 0 0 0


For Cesc Ltd - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 CE is 0.00

Historical price for 172.5 CE is as follows

On 12 Dec CESC was trading at 192.28. The strike last trading price was 17, 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 17, 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 17, 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 17, 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 6 Dec CESC was trading at 197.88. The strike last trading price was 17, 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 5 Dec CESC was trading at 191.57. The strike last trading price was 17, which was 0.00 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 Dec CESC was trading at 186.61. The strike last trading price was 17, which was 6.45 higher than the previous day. The implied volatity was 42.26, the open interest changed by 0 which decreased total open position to 0


On 3 Dec CESC was trading at 184.28. The strike last trading price was 10.55, 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 2 Dec CESC was trading at 177.46. The strike last trading price was 10.55, 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 10.55, 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 172.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 192.28 0.5 0.00 0.00 0 0 0
11 Dec 193.22 0.5 0.00 0.00 0 -25 0
10 Dec 194.36 0.5 0.00 41.65 80 -25 69
9 Dec 199.66 0.5 -0.40 45.47 19 -17 95
6 Dec 197.88 0.9 0.00 0.00 0 6 0
5 Dec 191.57 0.9 -0.65 38.71 16 6 112
4 Dec 186.61 1.55 -0.85 36.55 133 55 105
3 Dec 184.28 2.4 -5.35 39.96 138 46 46
2 Dec 177.46 7.75 0.00 4.69 0 0 0
29 Nov 173.98 7.75 2.27 0 0 0


For Cesc Ltd - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 PE is 0.00

Historical price for 172.5 PE is as follows

On 12 Dec CESC was trading at 192.28. The strike last trading price was 0.5, 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 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -25 which decreased total open position to 0


On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 41.65, the open interest changed by -25 which decreased total open position to 69


On 9 Dec CESC was trading at 199.66. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 45.47, the open interest changed by -17 which decreased total open position to 95


On 6 Dec CESC was trading at 197.88. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 5 Dec CESC was trading at 191.57. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 38.71, the open interest changed by 6 which increased total open position to 112


On 4 Dec CESC was trading at 186.61. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 36.55, the open interest changed by 55 which increased total open position to 105


On 3 Dec CESC was trading at 184.28. The strike last trading price was 2.4, which was -5.35 lower than the previous day. The implied volatity was 39.96, the open interest changed by 46 which increased total open position to 46


On 2 Dec CESC was trading at 177.46. The strike last trading price was 7.75, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 7.75, which was lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0