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[--[65.84.65.76]--]
CESC
Cesc Ltd

191.68 -1.54 (-0.80%)

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Historical option data for CESC

12 Dec 2024 10:14 AM IST
CESC 26DEC2024 195 CE
Delta: 0.43
Vega: 0.15
Theta: -0.21
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 191.48 4.15 -1.35 35.67 150 15 233
11 Dec 193.22 5.5 -1.20 37.92 279 45 219
10 Dec 194.36 6.7 -3.30 37.56 275 63 182
9 Dec 199.66 10 1.00 41.36 141 4 119
6 Dec 197.88 9 3.00 37.03 1,908 -129 115
5 Dec 191.57 6 2.15 37.00 1,403 129 246
4 Dec 186.61 3.85 0.30 37.67 270 -32 116
3 Dec 184.28 3.55 1.80 38.32 589 125 150
2 Dec 177.46 1.75 37.01 33 25 25


For Cesc Ltd - strike price 195 expiring on 26DEC2024

Delta for 195 CE is 0.43

Historical price for 195 CE is as follows

On 12 Dec CESC was trading at 191.48. The strike last trading price was 4.15, which was -1.35 lower than the previous day. The implied volatity was 35.67, the open interest changed by 15 which increased total open position to 233


On 11 Dec CESC was trading at 193.22. The strike last trading price was 5.5, which was -1.20 lower than the previous day. The implied volatity was 37.92, the open interest changed by 45 which increased total open position to 219


On 10 Dec CESC was trading at 194.36. The strike last trading price was 6.7, which was -3.30 lower than the previous day. The implied volatity was 37.56, the open interest changed by 63 which increased total open position to 182


On 9 Dec CESC was trading at 199.66. The strike last trading price was 10, which was 1.00 higher than the previous day. The implied volatity was 41.36, the open interest changed by 4 which increased total open position to 119


On 6 Dec CESC was trading at 197.88. The strike last trading price was 9, which was 3.00 higher than the previous day. The implied volatity was 37.03, the open interest changed by -129 which decreased total open position to 115


On 5 Dec CESC was trading at 191.57. The strike last trading price was 6, which was 2.15 higher than the previous day. The implied volatity was 37.00, the open interest changed by 129 which increased total open position to 246


On 4 Dec CESC was trading at 186.61. The strike last trading price was 3.85, which was 0.30 higher than the previous day. The implied volatity was 37.67, the open interest changed by -32 which decreased total open position to 116


On 3 Dec CESC was trading at 184.28. The strike last trading price was 3.55, which was 1.80 higher than the previous day. The implied volatity was 38.32, the open interest changed by 125 which increased total open position to 150


On 2 Dec CESC was trading at 177.46. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was 37.01, the open interest changed by 25 which increased total open position to 25


CESC 26DEC2024 195 PE
Delta: -0.57
Vega: 0.15
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 191.48 6.65 0.30 33.97 43 4 234
11 Dec 193.22 6.35 0.40 37.60 224 40 230
10 Dec 194.36 5.95 1.25 40.04 340 67 188
9 Dec 199.66 4.7 -0.45 41.65 164 37 122
6 Dec 197.88 5.15 -2.60 38.24 604 74 85
5 Dec 191.57 7.75 -14.70 37.10 24 10 10
4 Dec 186.61 22.45 0.00 - 0 0 0
3 Dec 184.28 22.45 0.00 - 0 0 0
2 Dec 177.46 22.45 - 0 0 0


For Cesc Ltd - strike price 195 expiring on 26DEC2024

Delta for 195 PE is -0.57

Historical price for 195 PE is as follows

On 12 Dec CESC was trading at 191.48. The strike last trading price was 6.65, which was 0.30 higher than the previous day. The implied volatity was 33.97, the open interest changed by 4 which increased total open position to 234


On 11 Dec CESC was trading at 193.22. The strike last trading price was 6.35, which was 0.40 higher than the previous day. The implied volatity was 37.60, the open interest changed by 40 which increased total open position to 230


On 10 Dec CESC was trading at 194.36. The strike last trading price was 5.95, which was 1.25 higher than the previous day. The implied volatity was 40.04, the open interest changed by 67 which increased total open position to 188


On 9 Dec CESC was trading at 199.66. The strike last trading price was 4.7, which was -0.45 lower than the previous day. The implied volatity was 41.65, the open interest changed by 37 which increased total open position to 122


On 6 Dec CESC was trading at 197.88. The strike last trading price was 5.15, which was -2.60 lower than the previous day. The implied volatity was 38.24, the open interest changed by 74 which increased total open position to 85


On 5 Dec CESC was trading at 191.57. The strike last trading price was 7.75, which was -14.70 lower than the previous day. The implied volatity was 37.10, the open interest changed by 10 which increased total open position to 10


On 4 Dec CESC was trading at 186.61. The strike last trading price was 22.45, 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 3 Dec CESC was trading at 184.28. The strike last trading price was 22.45, 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 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0