CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 10:04 AM IST
| CESC 26DEC2024 200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.14
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 192.28 | 2.9 | -0.80 | 37.02 | 638 | -79 | 1,580 | |||
| 11 Dec | 193.22 | 3.7 | -0.95 | 39.09 | 721 | 153 | 1,654 | |||
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| 10 Dec | 194.36 | 4.65 | -2.70 | 38.75 | 1,888 | 458 | 1,499 | |||
| 9 Dec | 199.66 | 7.35 | 0.80 | 41.77 | 2,637 | 487 | 1,041 | |||
| 6 Dec | 197.88 | 6.55 | 2.55 | 37.75 | 5,766 | 166 | 555 | |||
| 5 Dec | 191.57 | 4 | 1.50 | 36.55 | 1,812 | -118 | 388 | |||
| 4 Dec | 186.61 | 2.5 | 0.10 | 37.59 | 591 | -18 | 507 | |||
| 3 Dec | 184.28 | 2.4 | 1.20 | 38.83 | 1,688 | 489 | 526 | |||
| 2 Dec | 177.46 | 1.2 | 38.44 | 85 | 37 | 37 | ||||
For Cesc Ltd - strike price 200 expiring on 26DEC2024
Delta for 200 CE is 0.33
Historical price for 200 CE is as follows
On 12 Dec CESC was trading at 192.28. The strike last trading price was 2.9, which was -0.80 lower than the previous day. The implied volatity was 37.02, the open interest changed by -79 which decreased total open position to 1580
On 11 Dec CESC was trading at 193.22. The strike last trading price was 3.7, which was -0.95 lower than the previous day. The implied volatity was 39.09, the open interest changed by 153 which increased total open position to 1654
On 10 Dec CESC was trading at 194.36. The strike last trading price was 4.65, which was -2.70 lower than the previous day. The implied volatity was 38.75, the open interest changed by 458 which increased total open position to 1499
On 9 Dec CESC was trading at 199.66. The strike last trading price was 7.35, which was 0.80 higher than the previous day. The implied volatity was 41.77, the open interest changed by 487 which increased total open position to 1041
On 6 Dec CESC was trading at 197.88. The strike last trading price was 6.55, which was 2.55 higher than the previous day. The implied volatity was 37.75, the open interest changed by 166 which increased total open position to 555
On 5 Dec CESC was trading at 191.57. The strike last trading price was 4, which was 1.50 higher than the previous day. The implied volatity was 36.55, the open interest changed by -118 which decreased total open position to 388
On 4 Dec CESC was trading at 186.61. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 37.59, the open interest changed by -18 which decreased total open position to 507
On 3 Dec CESC was trading at 184.28. The strike last trading price was 2.4, which was 1.20 higher than the previous day. The implied volatity was 38.83, the open interest changed by 489 which increased total open position to 526
On 2 Dec CESC was trading at 177.46. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 38.44, the open interest changed by 37 which increased total open position to 37
| CESC 26DEC2024 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.14
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 192.28 | 10.15 | 0.70 | 39.39 | 5 | 0 | 234 |
| 11 Dec | 193.22 | 9.45 | 0.65 | 38.21 | 34 | 9 | 236 |
| 10 Dec | 194.36 | 8.8 | 1.70 | 40.78 | 409 | 61 | 229 |
| 9 Dec | 199.66 | 7.1 | -0.40 | 42.47 | 317 | 57 | 169 |
| 6 Dec | 197.88 | 7.5 | -6.90 | 37.99 | 623 | 112 | 113 |
| 5 Dec | 191.57 | 14.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 186.61 | 14.4 | -12.20 | 32.79 | 1 | 0 | 0 |
| 3 Dec | 184.28 | 26.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 177.46 | 26.6 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 200 expiring on 26DEC2024
Delta for 200 PE is -0.66
Historical price for 200 PE is as follows
On 12 Dec CESC was trading at 192.28. The strike last trading price was 10.15, which was 0.70 higher than the previous day. The implied volatity was 39.39, the open interest changed by 0 which decreased total open position to 234
On 11 Dec CESC was trading at 193.22. The strike last trading price was 9.45, which was 0.65 higher than the previous day. The implied volatity was 38.21, the open interest changed by 9 which increased total open position to 236
On 10 Dec CESC was trading at 194.36. The strike last trading price was 8.8, which was 1.70 higher than the previous day. The implied volatity was 40.78, the open interest changed by 61 which increased total open position to 229
On 9 Dec CESC was trading at 199.66. The strike last trading price was 7.1, which was -0.40 lower than the previous day. The implied volatity was 42.47, the open interest changed by 57 which increased total open position to 169
On 6 Dec CESC was trading at 197.88. The strike last trading price was 7.5, which was -6.90 lower than the previous day. The implied volatity was 37.99, the open interest changed by 112 which increased total open position to 113
On 5 Dec CESC was trading at 191.57. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec CESC was trading at 186.61. The strike last trading price was 14.4, which was -12.20 lower than the previous day. The implied volatity was 32.79, 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 26.6, 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 26.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
