CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 04:03 PM IST
| CESC 24APR2025 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.06
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 0.85 | 0.3 | 54.52 | 65 | -8 | 29 | |||
| 7 Apr | 149.46 | 0.55 | -0.05 | 48.38 | 49 | -11 | 34 | |||
| 4 Apr | 151.83 | 0.6 | -0.4 | 41.97 | 82 | -22 | 47 | |||
| 3 Apr | 157.43 | 1.05 | 0.2 | 37.50 | 60 | 7 | 48 | |||
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| 2 Apr | 153.91 | 0.85 | -0.1 | 40.36 | 24 | 0 | 39 | |||
| 1 Apr | 152.98 | 0.95 | -0.05 | 41.49 | 49 | 3 | 34 | |||
| 28 Mar | 153.86 | 1 | -0.1 | 38.55 | 76 | 31 | 31 | |||
| 27 Mar | 152.88 | 1.1 | 0 | 14.25 | 0 | 0 | 0 | |||
| 26 Mar | 150.39 | 1.1 | 0 | 15.42 | 0 | 0 | 0 | |||
| 25 Mar | 150.99 | 1.1 | 0 | 14.94 | 0 | 0 | 0 | |||
| 24 Mar | 153.86 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 146.82 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 175 expiring on 24APR2025
Delta for 175 CE is 0.11
Historical price for 175 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 0.85, which was 0.3 higher than the previous day. The implied volatity was 54.52, the open interest changed by -8 which decreased total open position to 29
On 7 Apr CESC was trading at 149.46. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 48.38, the open interest changed by -11 which decreased total open position to 34
On 4 Apr CESC was trading at 151.83. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 41.97, the open interest changed by -22 which decreased total open position to 47
On 3 Apr CESC was trading at 157.43. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 37.50, the open interest changed by 7 which increased total open position to 48
On 2 Apr CESC was trading at 153.91. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 40.36, the open interest changed by 0 which decreased total open position to 39
On 1 Apr CESC was trading at 152.98. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 41.49, the open interest changed by 3 which increased total open position to 34
On 28 Mar CESC was trading at 153.86. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 38.55, the open interest changed by 31 which increased total open position to 31
On 27 Mar CESC was trading at 152.88. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 14.25, 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 1.1, which was 0 lower than the previous day. The implied volatity was 15.42, 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 1.1, which was 0 lower than the previous day. The implied volatity was 14.94, the open interest changed by 0 which decreased total open position to 0
On 24 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
On 20 Mar CESC was trading at 146.82. 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 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 39.95 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 149.46 | 39.95 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 151.83 | 39.95 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 157.43 | 39.95 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 153.91 | 39.95 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 152.98 | 39.95 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 153.86 | 39.95 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 152.88 | 39.95 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 150.39 | 39.95 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 150.99 | 39.95 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 153.86 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 146.82 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Cesc Ltd - strike price 175 expiring on 24APR2025
Delta for 175 PE is -
Historical price for 175 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 39.95, 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 39.95, 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 39.95, 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 39.95, 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 2 Apr CESC was trading at 153.91. The strike last trading price was 39.95, 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 Apr CESC was trading at 152.98. The strike last trading price was 39.95, 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 28 Mar CESC was trading at 153.86. The strike last trading price was 39.95, 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 27 Mar CESC was trading at 152.88. The strike last trading price was 39.95, 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 Mar CESC was trading at 150.39. The strike last trading price was 39.95, 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 Mar CESC was trading at 150.99. The strike last trading price was 39.95, 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 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
On 20 Mar CESC was trading at 146.82. 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
