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Related Pages for CESC
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CESC
Cesc Ltd
191.61 -1.61 (-0.83%)

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Historical option data for CESC

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 26DEC2024 180 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 191.48 15.4 0.00 0.00 0 0 0
11 Dec 193.22 15.4 -1.25 39.25 2 0 53
10 Dec 194.36 16.65 -4.95 31.58 10 -4 55
9 Dec 199.66 21.6 1.55 45.85 4 0 61
6 Dec 197.88 20.05 5.45 37.90 24 -9 62
5 Dec 191.57 14.6 3.55 32.48 83 -7 71
4 Dec 186.61 11.05 0.90 37.95 187 -57 77
3 Dec 184.28 10.15 3.85 38.25 1,059 94 139
2 Dec 177.46 6.3 2.25 37.37 159 32 42
29 Nov 173.98 4.05 31.06 22 10 10

For Cesc Ltd - strike price 180 expiring on 26DEC2024

Delta for 180 CE is 0.00

Historical price for 180 CE is as follows

On 12 Dec CESC was trading at 191.48. The strike last trading price was 15.4, 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 15.4, which was -1.25 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 53


On 10 Dec CESC was trading at 194.36. The strike last trading price was 16.65, which was -4.95 lower than the previous day. The implied volatity was 31.58, the open interest changed by -4 which decreased total open position to 55


On 9 Dec CESC was trading at 199.66. The strike last trading price was 21.6, which was 1.55 higher than the previous day. The implied volatity was 45.85, the open interest changed by 0 which decreased total open position to 61


On 6 Dec CESC was trading at 197.88. The strike last trading price was 20.05, which was 5.45 higher than the previous day. The implied volatity was 37.90, the open interest changed by -9 which decreased total open position to 62


On 5 Dec CESC was trading at 191.57. The strike last trading price was 14.6, which was 3.55 higher than the previous day. The implied volatity was 32.48, the open interest changed by -7 which decreased total open position to 71


On 4 Dec CESC was trading at 186.61. The strike last trading price was 11.05, which was 0.90 higher than the previous day. The implied volatity was 37.95, the open interest changed by -57 which decreased total open position to 77


On 3 Dec CESC was trading at 184.28. The strike last trading price was 10.15, which was 3.85 higher than the previous day. The implied volatity was 38.25, the open interest changed by 94 which increased total open position to 139


On 2 Dec CESC was trading at 177.46. The strike last trading price was 6.3, which was 2.25 higher than the previous day. The implied volatity was 37.37, the open interest changed by 32 which increased total open position to 42


On 29 Nov CESC was trading at 173.98. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was 31.06, the open interest changed by 10 which increased total open position to 10


CESC 26DEC2024 180 PE
Delta: -0.15
Vega: 0.09
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 191.48 1 -0.10 33.15 99 -4 482
11 Dec 193.22 1.1 0.00 36.43 206 87 487
10 Dec 194.36 1.1 0.00 38.45 481 156 400
9 Dec 199.66 1.1 -0.05 43.28 254 9 242
6 Dec 197.88 1.15 -0.80 38.80 580 96 232
5 Dec 191.57 1.95 -1.50 36.81 269 19 136
4 Dec 186.61 3.45 -1.10 36.11 195 2 117
3 Dec 184.28 4.55 -7.25 38.60 352 114 114
2 Dec 177.46 11.8 0.00 - 0 0 0
29 Nov 173.98 11.8 - 0 0 0

For Cesc Ltd - strike price 180 expiring on 26DEC2024

Delta for 180 PE is -0.15

Historical price for 180 PE is as follows

On 12 Dec CESC was trading at 191.48. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 33.15, the open interest changed by -4 which decreased total open position to 482


On 11 Dec CESC was trading at 193.22. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 36.43, the open interest changed by 87 which increased total open position to 487


On 10 Dec CESC was trading at 194.36. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 38.45, the open interest changed by 156 which increased total open position to 400


On 9 Dec CESC was trading at 199.66. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 43.28, the open interest changed by 9 which increased total open position to 242


On 6 Dec CESC was trading at 197.88. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 38.80, the open interest changed by 96 which increased total open position to 232


On 5 Dec CESC was trading at 191.57. The strike last trading price was 1.95, which was -1.50 lower than the previous day. The implied volatity was 36.81, the open interest changed by 19 which increased total open position to 136


On 4 Dec CESC was trading at 186.61. The strike last trading price was 3.45, which was -1.10 lower than the previous day. The implied volatity was 36.11, the open interest changed by 2 which increased total open position to 117


On 3 Dec CESC was trading at 184.28. The strike last trading price was 4.55, which was -7.25 lower than the previous day. The implied volatity was 38.60, the open interest changed by 114 which increased total open position to 114


On 2 Dec CESC was trading at 177.46. The strike last trading price was 11.8, 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 11.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0