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Related Pages for CESC
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CESC
Cesc Ltd
191.65 -1.57 (-0.81%)

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Historical option data for CESC

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 26DEC2024 175 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 191.70 26.15 0.00 0.00 0 0 0
11 Dec 193.22 26.15 0.00 0.00 0 0 0
10 Dec 194.36 26.15 0.00 0.00 0 0 0
9 Dec 199.66 26.15 0.00 0.00 0 0 0
6 Dec 197.88 26.15 7.15 56.98 8 0 24
5 Dec 191.57 19 4.15 34.46 1 0 25
4 Dec 186.61 14.85 1.65 40.22 11 -4 24
3 Dec 184.28 13.2 4.90 36.58 26 9 28
2 Dec 177.46 8.3 2.25 34.17 49 16 18
29 Nov 173.98 6.05 30.21 6 2 2

For Cesc Ltd - strike price 175 expiring on 26DEC2024

Delta for 175 CE is 0.00

Historical price for 175 CE is as follows

On 12 Dec CESC was trading at 191.70. The strike last trading price was 26.15, 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 26.15, 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 26.15, 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 26.15, 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 26.15, which was 7.15 higher than the previous day. The implied volatity was 56.98, the open interest changed by 0 which decreased total open position to 24


On 5 Dec CESC was trading at 191.57. The strike last trading price was 19, which was 4.15 higher than the previous day. The implied volatity was 34.46, the open interest changed by 0 which decreased total open position to 25


On 4 Dec CESC was trading at 186.61. The strike last trading price was 14.85, which was 1.65 higher than the previous day. The implied volatity was 40.22, the open interest changed by -4 which decreased total open position to 24


On 3 Dec CESC was trading at 184.28. The strike last trading price was 13.2, which was 4.90 higher than the previous day. The implied volatity was 36.58, the open interest changed by 9 which increased total open position to 28


On 2 Dec CESC was trading at 177.46. The strike last trading price was 8.3, which was 2.25 higher than the previous day. The implied volatity was 34.17, the open interest changed by 16 which increased total open position to 18


On 29 Nov CESC was trading at 173.98. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was 30.21, the open interest changed by 2 which increased total open position to 2


CESC 26DEC2024 175 PE
Delta: -0.08
Vega: 0.05
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 191.70 0.45 -0.10 34.16 49 -28 286
11 Dec 193.22 0.55 -0.05 37.41 135 40 317
10 Dec 194.36 0.6 0.00 39.77 215 127 280
9 Dec 199.66 0.6 -0.05 43.78 123 38 142
6 Dec 197.88 0.65 -0.55 39.71 247 13 108
5 Dec 191.57 1.2 -0.90 38.33 269 37 94
4 Dec 186.61 2.1 -0.85 36.69 133 -13 58
3 Dec 184.28 2.95 -1.90 39.15 153 51 68
2 Dec 177.46 4.85 -1.45 36.85 27 9 12
29 Nov 173.98 6.3 35.14 6 1 1

For Cesc Ltd - strike price 175 expiring on 26DEC2024

Delta for 175 PE is -0.08

Historical price for 175 PE is as follows

On 12 Dec CESC was trading at 191.70. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 34.16, the open interest changed by -28 which decreased total open position to 286


On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 37.41, the open interest changed by 40 which increased total open position to 317


On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 39.77, the open interest changed by 127 which increased total open position to 280


On 9 Dec CESC was trading at 199.66. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 43.78, the open interest changed by 38 which increased total open position to 142


On 6 Dec CESC was trading at 197.88. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 39.71, the open interest changed by 13 which increased total open position to 108


On 5 Dec CESC was trading at 191.57. The strike last trading price was 1.2, which was -0.90 lower than the previous day. The implied volatity was 38.33, the open interest changed by 37 which increased total open position to 94


On 4 Dec CESC was trading at 186.61. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 36.69, the open interest changed by -13 which decreased total open position to 58


On 3 Dec CESC was trading at 184.28. The strike last trading price was 2.95, which was -1.90 lower than the previous day. The implied volatity was 39.15, the open interest changed by 51 which increased total open position to 68


On 2 Dec CESC was trading at 177.46. The strike last trading price was 4.85, which was -1.45 lower than the previous day. The implied volatity was 36.85, the open interest changed by 9 which increased total open position to 12


On 29 Nov CESC was trading at 173.98. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was 35.14, the open interest changed by 1 which increased total open position to 1