CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:04 PM IST
| CESC 26DEC2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.15
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 189.37 | 4 | -2.60 | 34.17 | 42 | 14 | 43 | |||
| 11 Dec | 193.22 | 6.6 | -6.40 | 37.07 | 8 | 1 | 29 | |||
| 10 Dec | 194.36 | 13 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 199.66 | 13 | 2.65 | 50.62 | 2 | -1 | 28 | |||
| 6 Dec | 197.88 | 10.35 | 3.35 | 36.09 | 197 | -24 | 30 | |||
| 5 Dec | 191.57 | 7 | 2.30 | 36.06 | 271 | 44 | 52 | |||
| 4 Dec | 186.61 | 4.7 | 0.00 | 37.68 | 12 | 4 | 7 | |||
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| 3 Dec | 184.28 | 4.7 | 1.30 | 40.42 | 5 | 2 | 2 | |||
| 2 Dec | 177.46 | 3.4 | 9.05 | 0 | 0 | 0 | ||||
For Cesc Ltd - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 CE is 0.44
Historical price for 192.5 CE is as follows
On 12 Dec CESC was trading at 189.37. The strike last trading price was 4, which was -2.60 lower than the previous day. The implied volatity was 34.17, the open interest changed by 14 which increased total open position to 43
On 11 Dec CESC was trading at 193.22. The strike last trading price was 6.6, which was -6.40 lower than the previous day. The implied volatity was 37.07, the open interest changed by 1 which increased total open position to 29
On 10 Dec CESC was trading at 194.36. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec CESC was trading at 199.66. The strike last trading price was 13, which was 2.65 higher than the previous day. The implied volatity was 50.62, the open interest changed by -1 which decreased total open position to 28
On 6 Dec CESC was trading at 197.88. The strike last trading price was 10.35, which was 3.35 higher than the previous day. The implied volatity was 36.09, the open interest changed by -24 which decreased total open position to 30
On 5 Dec CESC was trading at 191.57. The strike last trading price was 7, which was 2.30 higher than the previous day. The implied volatity was 36.06, the open interest changed by 44 which increased total open position to 52
On 4 Dec CESC was trading at 186.61. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 37.68, the open interest changed by 4 which increased total open position to 7
On 3 Dec CESC was trading at 184.28. The strike last trading price was 4.7, which was 1.30 higher than the previous day. The implied volatity was 40.42, the open interest changed by 2 which increased total open position to 2
On 2 Dec CESC was trading at 177.46. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0
| CESC 26DEC2024 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.15
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 189.37 | 7.05 | 1.75 | 38.68 | 54 | 17 | 58 |
| 11 Dec | 193.22 | 5.3 | 0.30 | 38.95 | 7 | 1 | 41 |
| 10 Dec | 194.36 | 5 | 1.15 | 40.74 | 60 | -1 | 40 |
| 9 Dec | 199.66 | 3.85 | -0.25 | 42.13 | 30 | 17 | 42 |
| 6 Dec | 197.88 | 4.1 | -2.55 | 37.88 | 53 | 17 | 26 |
| 5 Dec | 191.57 | 6.65 | -3.35 | 38.27 | 16 | 8 | 9 |
| 4 Dec | 186.61 | 10 | -10.45 | 38.68 | 2 | 1 | 1 |
| 3 Dec | 184.28 | 20.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 177.46 | 20.45 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 PE is -0.55
Historical price for 192.5 PE is as follows
On 12 Dec CESC was trading at 189.37. The strike last trading price was 7.05, which was 1.75 higher than the previous day. The implied volatity was 38.68, the open interest changed by 17 which increased total open position to 58
On 11 Dec CESC was trading at 193.22. The strike last trading price was 5.3, which was 0.30 higher than the previous day. The implied volatity was 38.95, the open interest changed by 1 which increased total open position to 41
On 10 Dec CESC was trading at 194.36. The strike last trading price was 5, which was 1.15 higher than the previous day. The implied volatity was 40.74, the open interest changed by -1 which decreased total open position to 40
On 9 Dec CESC was trading at 199.66. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 42.13, the open interest changed by 17 which increased total open position to 42
On 6 Dec CESC was trading at 197.88. The strike last trading price was 4.1, which was -2.55 lower than the previous day. The implied volatity was 37.88, the open interest changed by 17 which increased total open position to 26
On 5 Dec CESC was trading at 191.57. The strike last trading price was 6.65, which was -3.35 lower than the previous day. The implied volatity was 38.27, the open interest changed by 8 which increased total open position to 9
On 4 Dec CESC was trading at 186.61. The strike last trading price was 10, which was -10.45 lower than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 1
On 3 Dec CESC was trading at 184.28. The strike last trading price was 20.45, 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 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
