CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 10:24 AM IST
CESC 26DEC2024 185 CE | ||||||||||
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Delta: 0.77
Vega: 0.12
Theta: -0.15
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 191.70 | 8.95 | -3.35 | 28.59 | 6 | 0 | 159 | |||
11 Dec | 193.22 | 12.3 | -0.05 | 44.82 | 7 | -2 | 160 | |||
10 Dec | 194.36 | 12.35 | -4.70 | 31.56 | 19 | 4 | 162 | |||
9 Dec | 199.66 | 17.05 | 1.50 | 41.50 | 38 | -35 | 158 | |||
6 Dec | 197.88 | 15.55 | 4.35 | 34.64 | 89 | -13 | 193 | |||
5 Dec | 191.57 | 11.2 | 3.30 | 34.78 | 398 | -3 | 206 | |||
4 Dec | 186.61 | 7.9 | 0.45 | 36.81 | 846 | -108 | 208 | |||
3 Dec | 184.28 | 7.45 | 3.55 | 38.50 | 1,457 | 314 | 323 | |||
2 Dec | 177.46 | 3.9 | 1.10 | 34.99 | 19 | 4 | 9 | |||
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29 Nov | 173.98 | 2.8 | 33.60 | 9 | 5 | 5 |
For Cesc Ltd - strike price 185 expiring on 26DEC2024
Delta for 185 CE is 0.77
Historical price for 185 CE is as follows
On 12 Dec CESC was trading at 191.70. The strike last trading price was 8.95, which was -3.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 159
On 11 Dec CESC was trading at 193.22. The strike last trading price was 12.3, which was -0.05 lower than the previous day. The implied volatity was 44.82, the open interest changed by -2 which decreased total open position to 160
On 10 Dec CESC was trading at 194.36. The strike last trading price was 12.35, which was -4.70 lower than the previous day. The implied volatity was 31.56, the open interest changed by 4 which increased total open position to 162
On 9 Dec CESC was trading at 199.66. The strike last trading price was 17.05, which was 1.50 higher than the previous day. The implied volatity was 41.50, the open interest changed by -35 which decreased total open position to 158
On 6 Dec CESC was trading at 197.88. The strike last trading price was 15.55, which was 4.35 higher than the previous day. The implied volatity was 34.64, the open interest changed by -13 which decreased total open position to 193
On 5 Dec CESC was trading at 191.57. The strike last trading price was 11.2, which was 3.30 higher than the previous day. The implied volatity was 34.78, the open interest changed by -3 which decreased total open position to 206
On 4 Dec CESC was trading at 186.61. The strike last trading price was 7.9, which was 0.45 higher than the previous day. The implied volatity was 36.81, the open interest changed by -108 which decreased total open position to 208
On 3 Dec CESC was trading at 184.28. The strike last trading price was 7.45, which was 3.55 higher than the previous day. The implied volatity was 38.50, the open interest changed by 314 which increased total open position to 323
On 2 Dec CESC was trading at 177.46. The strike last trading price was 3.9, which was 1.10 higher than the previous day. The implied volatity was 34.99, the open interest changed by 4 which increased total open position to 9
On 29 Nov CESC was trading at 173.98. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was 33.60, the open interest changed by 5 which increased total open position to 5
CESC 26DEC2024 185 PE | |||||||
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Delta: -0.27
Vega: 0.12
Theta: -0.13
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 191.70 | 2.15 | -0.10 | 33.91 | 29 | 1 | 193 |
11 Dec | 193.22 | 2.25 | 0.15 | 37.12 | 85 | 32 | 188 |
10 Dec | 194.36 | 2.1 | 0.15 | 38.61 | 167 | 49 | 157 |
9 Dec | 199.66 | 1.95 | -0.10 | 43.27 | 169 | 14 | 109 |
6 Dec | 197.88 | 2.05 | -1.30 | 38.78 | 324 | -16 | 95 |
5 Dec | 191.57 | 3.35 | -2.00 | 37.07 | 213 | 23 | 112 |
4 Dec | 186.61 | 5.35 | -1.40 | 35.59 | 129 | 8 | 87 |
3 Dec | 184.28 | 6.75 | -8.25 | 38.46 | 364 | 80 | 80 |
2 Dec | 177.46 | 15 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 173.98 | 15 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 185 expiring on 26DEC2024
Delta for 185 PE is -0.27
Historical price for 185 PE is as follows
On 12 Dec CESC was trading at 191.70. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 33.91, the open interest changed by 1 which increased total open position to 193
On 11 Dec CESC was trading at 193.22. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 37.12, the open interest changed by 32 which increased total open position to 188
On 10 Dec CESC was trading at 194.36. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 38.61, the open interest changed by 49 which increased total open position to 157
On 9 Dec CESC was trading at 199.66. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 43.27, the open interest changed by 14 which increased total open position to 109
On 6 Dec CESC was trading at 197.88. The strike last trading price was 2.05, which was -1.30 lower than the previous day. The implied volatity was 38.78, the open interest changed by -16 which decreased total open position to 95
On 5 Dec CESC was trading at 191.57. The strike last trading price was 3.35, which was -2.00 lower than the previous day. The implied volatity was 37.07, the open interest changed by 23 which increased total open position to 112
On 4 Dec CESC was trading at 186.61. The strike last trading price was 5.35, which was -1.40 lower than the previous day. The implied volatity was 35.59, the open interest changed by 8 which increased total open position to 87
On 3 Dec CESC was trading at 184.28. The strike last trading price was 6.75, which was -8.25 lower than the previous day. The implied volatity was 38.46, the open interest changed by 80 which increased total open position to 80
On 2 Dec CESC was trading at 177.46. The strike last trading price was 15, 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 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0