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CESC
Cesc Ltd
188.81 -4.41 (-2.28%)

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Historical option data for CESC

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CESC 26DEC2024 190 CE
Delta: 0.51
Vega: 0.15
Theta: -0.20
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.13 4.85 -3.00 33.13 392 156 269
11 Dec 193.22 7.85 -1.40 36.05 37 9 112
10 Dec 194.36 9.25 -3.90 35.29 70 -7 102
9 Dec 199.66 13.15 1.00 40.52 46 -9 115
6 Dec 197.88 12.15 3.75 36.99 815 -109 123
5 Dec 191.57 8.4 2.80 36.51 2,059 -74 230
4 Dec 186.61 5.6 0.35 37.24 783 -30 300
3 Dec 184.28 5.25 2.55 38.46 2,098 302 331
2 Dec 177.46 2.7 1.05 36.48 224 -18 29
29 Nov 173.98 1.65 32.50 102 47 47

For Cesc Ltd - strike price 190 expiring on 26DEC2024

Delta for 190 CE is 0.51

Historical price for 190 CE is as follows

On 12 Dec CESC was trading at 189.13. The strike last trading price was 4.85, which was -3.00 lower than the previous day. The implied volatity was 33.13, the open interest changed by 156 which increased total open position to 269


On 11 Dec CESC was trading at 193.22. The strike last trading price was 7.85, which was -1.40 lower than the previous day. The implied volatity was 36.05, the open interest changed by 9 which increased total open position to 112


On 10 Dec CESC was trading at 194.36. The strike last trading price was 9.25, which was -3.90 lower than the previous day. The implied volatity was 35.29, the open interest changed by -7 which decreased total open position to 102


On 9 Dec CESC was trading at 199.66. The strike last trading price was 13.15, which was 1.00 higher than the previous day. The implied volatity was 40.52, the open interest changed by -9 which decreased total open position to 115


On 6 Dec CESC was trading at 197.88. The strike last trading price was 12.15, which was 3.75 higher than the previous day. The implied volatity was 36.99, the open interest changed by -109 which decreased total open position to 123


On 5 Dec CESC was trading at 191.57. The strike last trading price was 8.4, which was 2.80 higher than the previous day. The implied volatity was 36.51, the open interest changed by -74 which decreased total open position to 230


On 4 Dec CESC was trading at 186.61. The strike last trading price was 5.6, which was 0.35 higher than the previous day. The implied volatity was 37.24, the open interest changed by -30 which decreased total open position to 300


On 3 Dec CESC was trading at 184.28. The strike last trading price was 5.25, which was 2.55 higher than the previous day. The implied volatity was 38.46, the open interest changed by 302 which increased total open position to 331


On 2 Dec CESC was trading at 177.46. The strike last trading price was 2.7, which was 1.05 higher than the previous day. The implied volatity was 36.48, the open interest changed by -18 which decreased total open position to 29


On 29 Nov CESC was trading at 173.98. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 32.50, the open interest changed by 47 which increased total open position to 47


CESC 26DEC2024 190 PE
Delta: -0.49
Vega: 0.15
Theta: -0.16
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.13 5.4 1.55 35.98 218 62 301
11 Dec 193.22 3.85 0.10 36.58 134 23 241
10 Dec 194.36 3.75 0.65 39.56 507 82 252
9 Dec 199.66 3.1 -0.20 42.47 139 5 172
6 Dec 197.88 3.3 -1.85 38.20 843 52 168
5 Dec 191.57 5.15 -3.20 36.46 312 69 117
4 Dec 186.61 8.35 -1.20 37.86 66 26 46
3 Dec 184.28 9.55 -9.00 38.59 68 14 14
2 Dec 177.46 18.55 0.00 - 0 0 0
29 Nov 173.98 18.55 - 0 0 0

For Cesc Ltd - strike price 190 expiring on 26DEC2024

Delta for 190 PE is -0.49

Historical price for 190 PE is as follows

On 12 Dec CESC was trading at 189.13. The strike last trading price was 5.4, which was 1.55 higher than the previous day. The implied volatity was 35.98, the open interest changed by 62 which increased total open position to 301


On 11 Dec CESC was trading at 193.22. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 36.58, the open interest changed by 23 which increased total open position to 241


On 10 Dec CESC was trading at 194.36. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 39.56, the open interest changed by 82 which increased total open position to 252


On 9 Dec CESC was trading at 199.66. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 42.47, the open interest changed by 5 which increased total open position to 172


On 6 Dec CESC was trading at 197.88. The strike last trading price was 3.3, which was -1.85 lower than the previous day. The implied volatity was 38.20, the open interest changed by 52 which increased total open position to 168


On 5 Dec CESC was trading at 191.57. The strike last trading price was 5.15, which was -3.20 lower than the previous day. The implied volatity was 36.46, the open interest changed by 69 which increased total open position to 117


On 4 Dec CESC was trading at 186.61. The strike last trading price was 8.35, which was -1.20 lower than the previous day. The implied volatity was 37.86, the open interest changed by 26 which increased total open position to 46


On 3 Dec CESC was trading at 184.28. The strike last trading price was 9.55, which was -9.00 lower than the previous day. The implied volatity was 38.59, the open interest changed by 14 which increased total open position to 14


On 2 Dec CESC was trading at 177.46. The strike last trading price was 18.55, 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 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0