CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:14 PM IST
| CESC 26DEC2024 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 0.10
Theta: -0.15
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 189.13 | 1.5 | -1.30 | 37.36 | 41 | 4 | 92 | |||
| 11 Dec | 193.22 | 2.8 | -0.90 | 38.16 | 16 | -1 | 88 | |||
| 10 Dec | 194.36 | 3.7 | -2.45 | 38.41 | 94 | 21 | 90 | |||
| 9 Dec | 199.66 | 6.15 | 0.75 | 41.49 | 199 | 19 | 70 | |||
| 6 Dec | 197.88 | 5.4 | 1.85 | 37.36 | 431 | 50 | 56 | |||
| 5 Dec | 191.57 | 3.55 | 1.30 | 38.45 | 8 | 3 | 6 | |||
| 4 Dec | 186.61 | 2.25 | 0.55 | 39.52 | 5 | 2 | 2 | |||
|
|
||||||||||
| 3 Dec | 184.28 | 1.7 | 10.71 | 0 | 0 | 0 | ||||
For Cesc Ltd - strike price 202.5 expiring on 26DEC2024
Delta for 202.5 CE is 0.20
Historical price for 202.5 CE is as follows
On 12 Dec CESC was trading at 189.13. The strike last trading price was 1.5, which was -1.30 lower than the previous day. The implied volatity was 37.36, the open interest changed by 4 which increased total open position to 92
On 11 Dec CESC was trading at 193.22. The strike last trading price was 2.8, which was -0.90 lower than the previous day. The implied volatity was 38.16, the open interest changed by -1 which decreased total open position to 88
On 10 Dec CESC was trading at 194.36. The strike last trading price was 3.7, which was -2.45 lower than the previous day. The implied volatity was 38.41, the open interest changed by 21 which increased total open position to 90
On 9 Dec CESC was trading at 199.66. The strike last trading price was 6.15, which was 0.75 higher than the previous day. The implied volatity was 41.49, the open interest changed by 19 which increased total open position to 70
On 6 Dec CESC was trading at 197.88. The strike last trading price was 5.4, which was 1.85 higher than the previous day. The implied volatity was 37.36, the open interest changed by 50 which increased total open position to 56
On 5 Dec CESC was trading at 191.57. The strike last trading price was 3.55, which was 1.30 higher than the previous day. The implied volatity was 38.45, the open interest changed by 3 which increased total open position to 6
On 4 Dec CESC was trading at 186.61. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 39.52, 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 1.7, which was lower than the previous day. The implied volatity was 10.71, the open interest changed by 0 which decreased total open position to 0
| CESC 26DEC2024 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 189.13 | 12.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 193.22 | 12.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 194.36 | 12.25 | 3.90 | 52.71 | 3 | -1 | 13 |
| 9 Dec | 199.66 | 8.35 | -0.80 | 41.96 | 17 | 0 | 15 |
| 6 Dec | 197.88 | 9.15 | -19.60 | 39.31 | 85 | 16 | 16 |
| 5 Dec | 191.57 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 186.61 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 184.28 | 28.75 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 202.5 expiring on 26DEC2024
Delta for 202.5 PE is 0.00
Historical price for 202.5 PE is as follows
On 12 Dec CESC was trading at 189.13. The strike last trading price was 12.25, 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 12.25, 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 10 Dec CESC was trading at 194.36. The strike last trading price was 12.25, which was 3.90 higher than the previous day. The implied volatity was 52.71, the open interest changed by -1 which decreased total open position to 13
On 9 Dec CESC was trading at 199.66. The strike last trading price was 8.35, which was -0.80 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 15
On 6 Dec CESC was trading at 197.88. The strike last trading price was 9.15, which was -19.60 lower than the previous day. The implied volatity was 39.31, the open interest changed by 16 which increased total open position to 16
On 5 Dec CESC was trading at 191.57. The strike last trading price was 28.75, 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 4 Dec CESC was trading at 186.61. The strike last trading price was 28.75, 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 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
