CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 10:14 AM IST
CESC 26DEC2024 177.5 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 191.48 | 16.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 193.22 | 16.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Dec | 194.36 | 16.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
9 Dec | 199.66 | 16.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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6 Dec | 197.88 | 16.6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
5 Dec | 191.57 | 16.6 | 4.30 | 31.77 | 5 | -2 | 14 | |||
4 Dec | 186.61 | 12.3 | 0.50 | 35.04 | 5 | 2 | 16 | |||
3 Dec | 184.28 | 11.8 | 4.30 | 38.67 | 42 | 9 | 10 | |||
2 Dec | 177.46 | 7.5 | -0.65 | 37.33 | 1 | 0 | 0 | |||
29 Nov | 173.98 | 8.15 | 1.45 | 0 | 0 | 0 |
For Cesc Ltd - strike price 177.5 expiring on 26DEC2024
Delta for 177.5 CE is 0.00
Historical price for 177.5 CE is as follows
On 12 Dec CESC was trading at 191.48. The strike last trading price was 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec CESC was trading at 191.57. The strike last trading price was 16.6, which was 4.30 higher than the previous day. The implied volatity was 31.77, the open interest changed by -2 which decreased total open position to 14
On 4 Dec CESC was trading at 186.61. The strike last trading price was 12.3, which was 0.50 higher than the previous day. The implied volatity was 35.04, the open interest changed by 2 which increased total open position to 16
On 3 Dec CESC was trading at 184.28. The strike last trading price was 11.8, which was 4.30 higher than the previous day. The implied volatity was 38.67, the open interest changed by 9 which increased total open position to 10
On 2 Dec CESC was trading at 177.46. The strike last trading price was 7.5, which was -0.65 lower than the previous day. The implied volatity was 37.33, 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 8.15, which was lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
CESC 26DEC2024 177.5 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 191.48 | 0.7 | 0.00 | 0.00 | 0 | -1 | 0 |
11 Dec | 193.22 | 0.7 | -0.20 | 35.82 | 4 | -1 | 53 |
10 Dec | 194.36 | 0.9 | 0.05 | 40.12 | 42 | 8 | 37 |
9 Dec | 199.66 | 0.85 | 0.00 | 43.96 | 1 | 0 | 28 |
6 Dec | 197.88 | 0.85 | -0.90 | 39.00 | 121 | -34 | 28 |
5 Dec | 191.57 | 1.75 | -0.95 | 39.43 | 75 | 28 | 65 |
4 Dec | 186.61 | 2.7 | -1.10 | 36.32 | 13 | 0 | 37 |
3 Dec | 184.28 | 3.8 | -6.55 | 39.57 | 131 | 44 | 44 |
2 Dec | 177.46 | 10.35 | 0.00 | 1.00 | 0 | 0 | 0 |
29 Nov | 173.98 | 10.35 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 177.5 expiring on 26DEC2024
Delta for 177.5 PE is 0.00
Historical price for 177.5 PE is as follows
On 12 Dec CESC was trading at 191.48. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 35.82, the open interest changed by -1 which decreased total open position to 53
On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 40.12, the open interest changed by 8 which increased total open position to 37
On 9 Dec CESC was trading at 199.66. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 43.96, the open interest changed by 0 which decreased total open position to 28
On 6 Dec CESC was trading at 197.88. The strike last trading price was 0.85, which was -0.90 lower than the previous day. The implied volatity was 39.00, the open interest changed by -34 which decreased total open position to 28
On 5 Dec CESC was trading at 191.57. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 39.43, the open interest changed by 28 which increased total open position to 65
On 4 Dec CESC was trading at 186.61. The strike last trading price was 2.7, which was -1.10 lower than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 37
On 3 Dec CESC was trading at 184.28. The strike last trading price was 3.8, which was -6.55 lower than the previous day. The implied volatity was 39.57, the open interest changed by 44 which increased total open position to 44
On 2 Dec CESC was trading at 177.46. The strike last trading price was 10.35, which was 0.00 lower than the previous day. The implied volatity was 1.00, 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 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0