CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 12:54 PM IST
| CESC 26DEC2024 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.14
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 189.10 | 3.1 | -2.40 | 35.02 | 358 | 95 | 313 | |||
| 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 | |||
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| 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 0.36
Historical price for 195 CE is as follows
On 12 Dec CESC was trading at 189.10. The strike last trading price was 3.1, which was -2.40 lower than the previous day. The implied volatity was 35.02, the open interest changed by 95 which increased total open position to 313
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.14
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 189.10 | 8.3 | 1.95 | 35.68 | 72 | -10 | 220 |
| 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 -0.63
Historical price for 195 PE is as follows
On 12 Dec CESC was trading at 189.10. The strike last trading price was 8.3, which was 1.95 higher than the previous day. The implied volatity was 35.68, the open interest changed by -10 which decreased total open position to 220
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
