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Related Pages for CESC
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CESC
Cesc Ltd
189.3 -3.92 (-2.03%)

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Historical option data for CESC

12 Dec 2024 12:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 26DEC2024 185 CE
Delta: 0.67
Vega: 0.13
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.10 7.5 -4.80 31.95 29 -7 152
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
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 0.67

Historical price for 185 CE is as follows

On 12 Dec CESC was trading at 189.10. The strike last trading price was 7.5, which was -4.80 lower than the previous day. The implied volatity was 31.95, the open interest changed by -7 which decreased total open position to 152


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
Delta: -0.34
Vega: 0.14
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.10 2.9 0.65 33.83 122 15 207
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 -0.34

Historical price for 185 PE is as follows

On 12 Dec CESC was trading at 189.10. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 33.83, the open interest changed by 15 which increased total open position to 207


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