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Related Pages for CESC
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CESC
Cesc Ltd
188.86 -4.36 (-2.26%)

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Historical option data for CESC

12 Dec 2024 01:24 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 26DEC2024 187.5 CE
Delta: 0.58
Vega: 0.15
Theta: -0.20
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 188.80 6.1 -3.55 34.10 18 -14 42
11 Dec 193.22 9.65 0.20 37.64 4 0 56
10 Dec 194.36 9.45 -4.55 22.70 4 1 54
9 Dec 199.66 14 0.20 31.95 4 -3 53
6 Dec 197.88 13.8 4.05 36.06 17 -2 57
5 Dec 191.57 9.75 2.95 35.84 160 -15 61
4 Dec 186.61 6.8 0.55 37.70 182 -22 75
3 Dec 184.28 6.25 2.95 38.31 403 98 99
2 Dec 177.46 3.3 -1.30 36.06 2 1 1
29 Nov 173.98 4.6 7.53 0 0 0

For Cesc Ltd - strike price 187.5 expiring on 26DEC2024

Delta for 187.5 CE is 0.58

Historical price for 187.5 CE is as follows

On 12 Dec CESC was trading at 188.80. The strike last trading price was 6.1, which was -3.55 lower than the previous day. The implied volatity was 34.10, the open interest changed by -14 which decreased total open position to 42


On 11 Dec CESC was trading at 193.22. The strike last trading price was 9.65, which was 0.20 higher than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 56


On 10 Dec CESC was trading at 194.36. The strike last trading price was 9.45, which was -4.55 lower than the previous day. The implied volatity was 22.70, the open interest changed by 1 which increased total open position to 54


On 9 Dec CESC was trading at 199.66. The strike last trading price was 14, which was 0.20 higher than the previous day. The implied volatity was 31.95, the open interest changed by -3 which decreased total open position to 53


On 6 Dec CESC was trading at 197.88. The strike last trading price was 13.8, which was 4.05 higher than the previous day. The implied volatity was 36.06, the open interest changed by -2 which decreased total open position to 57


On 5 Dec CESC was trading at 191.57. The strike last trading price was 9.75, which was 2.95 higher than the previous day. The implied volatity was 35.84, the open interest changed by -15 which decreased total open position to 61


On 4 Dec CESC was trading at 186.61. The strike last trading price was 6.8, which was 0.55 higher than the previous day. The implied volatity was 37.70, the open interest changed by -22 which decreased total open position to 75


On 3 Dec CESC was trading at 184.28. The strike last trading price was 6.25, which was 2.95 higher than the previous day. The implied volatity was 38.31, the open interest changed by 98 which increased total open position to 99


On 2 Dec CESC was trading at 177.46. The strike last trading price was 3.3, which was -1.30 lower than the previous day. The implied volatity was 36.06, the open interest changed by 1 which increased total open position to 1


On 29 Nov CESC was trading at 173.98. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0


CESC 26DEC2024 187.5 PE
Delta: -0.42
Vega: 0.15
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 188.80 4 0.95 33.47 26 2 51
11 Dec 193.22 3.05 0.00 0.00 0 -8 0
10 Dec 194.36 3.05 0.65 40.43 17 -7 50
9 Dec 199.66 2.4 -0.25 42.29 12 0 58
6 Dec 197.88 2.65 -1.50 38.70 92 33 54
5 Dec 191.57 4.15 -2.40 36.58 71 7 18
4 Dec 186.61 6.55 -10.20 35.49 28 11 11
3 Dec 184.28 16.75 0.00 - 0 0 0
2 Dec 177.46 16.75 0.00 - 0 0 0
29 Nov 173.98 16.75 - 0 0 0

For Cesc Ltd - strike price 187.5 expiring on 26DEC2024

Delta for 187.5 PE is -0.42

Historical price for 187.5 PE is as follows

On 12 Dec CESC was trading at 188.80. The strike last trading price was 4, which was 0.95 higher than the previous day. The implied volatity was 33.47, the open interest changed by 2 which increased total open position to 51


On 11 Dec CESC was trading at 193.22. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 10 Dec CESC was trading at 194.36. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 40.43, the open interest changed by -7 which decreased total open position to 50


On 9 Dec CESC was trading at 199.66. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 58


On 6 Dec CESC was trading at 197.88. The strike last trading price was 2.65, which was -1.50 lower than the previous day. The implied volatity was 38.70, the open interest changed by 33 which increased total open position to 54


On 5 Dec CESC was trading at 191.57. The strike last trading price was 4.15, which was -2.40 lower than the previous day. The implied volatity was 36.58, the open interest changed by 7 which increased total open position to 18


On 4 Dec CESC was trading at 186.61. The strike last trading price was 6.55, which was -10.20 lower than the previous day. The implied volatity was 35.49, the open interest changed by 11 which increased total open position to 11


On 3 Dec CESC was trading at 184.28. The strike last trading price was 16.75, 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 2 Dec CESC was trading at 177.46. The strike last trading price was 16.75, 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 16.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0