CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 10:34 AM IST
| CESC 26DEC2024 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.14
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 191.22 | 3.1 | -1.45 | 35.59 | 18 | -1 | 106 | |||
| 11 Dec | 193.22 | 4.55 | -0.95 | 38.66 | 70 | 12 | 107 | |||
| 10 Dec | 194.36 | 5.5 | -3.20 | 37.55 | 97 | 36 | 91 | |||
| 9 Dec | 199.66 | 8.7 | 0.95 | 42.14 | 62 | 5 | 55 | |||
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| 6 Dec | 197.88 | 7.75 | 3.10 | 37.65 | 545 | 34 | 62 | |||
| 5 Dec | 191.57 | 4.65 | 1.60 | 35.21 | 62 | 13 | 28 | |||
| 4 Dec | 186.61 | 3.05 | 0.20 | 37.20 | 6 | 0 | 16 | |||
| 3 Dec | 184.28 | 2.85 | 2.85 | 38.08 | 17 | 1 | 1 | |||
| 2 Dec | 177.46 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Cesc Ltd - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 CE is 0.35
Historical price for 197.5 CE is as follows
On 12 Dec CESC was trading at 191.22. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 35.59, the open interest changed by -1 which decreased total open position to 106
On 11 Dec CESC was trading at 193.22. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 38.66, the open interest changed by 12 which increased total open position to 107
On 10 Dec CESC was trading at 194.36. The strike last trading price was 5.5, which was -3.20 lower than the previous day. The implied volatity was 37.55, the open interest changed by 36 which increased total open position to 91
On 9 Dec CESC was trading at 199.66. The strike last trading price was 8.7, which was 0.95 higher than the previous day. The implied volatity was 42.14, the open interest changed by 5 which increased total open position to 55
On 6 Dec CESC was trading at 197.88. The strike last trading price was 7.75, which was 3.10 higher than the previous day. The implied volatity was 37.65, the open interest changed by 34 which increased total open position to 62
On 5 Dec CESC was trading at 191.57. The strike last trading price was 4.65, which was 1.60 higher than the previous day. The implied volatity was 35.21, the open interest changed by 13 which increased total open position to 28
On 4 Dec CESC was trading at 186.61. The strike last trading price was 3.05, which was 0.20 higher than the previous day. The implied volatity was 37.20, the open interest changed by 0 which decreased total open position to 16
On 3 Dec CESC was trading at 184.28. The strike last trading price was 2.85, which was 2.85 higher than the previous day. The implied volatity was 38.08, the open interest changed by 1 which increased total open position to 1
On 2 Dec CESC was trading at 177.46. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CESC 26DEC2024 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 191.22 | 8.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 193.22 | 8.5 | 0.00 | 0.00 | 0 | -10 | 0 |
| 10 Dec | 194.36 | 8.5 | 2.80 | 47.57 | 14 | -9 | 13 |
| 9 Dec | 199.66 | 5.7 | -0.70 | 41.29 | 13 | 0 | 21 |
| 6 Dec | 197.88 | 6.4 | -3.30 | 38.90 | 118 | 20 | 23 |
| 5 Dec | 191.57 | 9.7 | -3.65 | 39.83 | 4 | 1 | 3 |
| 4 Dec | 186.61 | 13.35 | -11.15 | 38.50 | 5 | 2 | 2 |
| 3 Dec | 184.28 | 24.5 | 24.50 | - | 0 | 0 | 0 |
| 2 Dec | 177.46 | 0 | 0.00 | 0 | 0 | 0 | |
For Cesc Ltd - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 PE is 0.00
Historical price for 197.5 PE is as follows
On 12 Dec CESC was trading at 191.22. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CESC was trading at 193.22. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 10 Dec CESC was trading at 194.36. The strike last trading price was 8.5, which was 2.80 higher than the previous day. The implied volatity was 47.57, the open interest changed by -9 which decreased total open position to 13
On 9 Dec CESC was trading at 199.66. The strike last trading price was 5.7, which was -0.70 lower than the previous day. The implied volatity was 41.29, the open interest changed by 0 which decreased total open position to 21
On 6 Dec CESC was trading at 197.88. The strike last trading price was 6.4, which was -3.30 lower than the previous day. The implied volatity was 38.90, the open interest changed by 20 which increased total open position to 23
On 5 Dec CESC was trading at 191.57. The strike last trading price was 9.7, which was -3.65 lower than the previous day. The implied volatity was 39.83, the open interest changed by 1 which increased total open position to 3
On 4 Dec CESC was trading at 186.61. The strike last trading price was 13.35, which was -11.15 lower than the previous day. The implied volatity was 38.50, the open interest changed by 2 which increased total open position to 2
On 3 Dec CESC was trading at 184.28. The strike last trading price was 24.5, which was 24.50 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
