CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:04 PM IST
| CESC 26DEC2024 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.09
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 189.37 | 1.2 | -1.20 | 38.00 | 443 | -69 | 339 | |||
| 11 Dec | 193.22 | 2.4 | -0.60 | 39.98 | 218 | -2 | 408 | |||
| 10 Dec | 194.36 | 3 | -2.20 | 38.81 | 611 | 46 | 413 | |||
| 9 Dec | 199.66 | 5.2 | 0.65 | 41.89 | 1,067 | 162 | 366 | |||
| 6 Dec | 197.88 | 4.55 | 2.05 | 37.89 | 2,060 | 148 | 206 | |||
| 5 Dec | 191.57 | 2.5 | 0.75 | 35.93 | 203 | 41 | 58 | |||
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| 4 Dec | 186.61 | 1.75 | 0.10 | 39.11 | 3 | 0 | 17 | |||
| 3 Dec | 184.28 | 1.65 | 39.89 | 79 | 14 | 14 | ||||
For Cesc Ltd - strike price 205 expiring on 26DEC2024
Delta for 205 CE is 0.17
Historical price for 205 CE is as follows
On 12 Dec CESC was trading at 189.37. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 38.00, the open interest changed by -69 which decreased total open position to 339
On 11 Dec CESC was trading at 193.22. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 39.98, the open interest changed by -2 which decreased total open position to 408
On 10 Dec CESC was trading at 194.36. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 38.81, the open interest changed by 46 which increased total open position to 413
On 9 Dec CESC was trading at 199.66. The strike last trading price was 5.2, which was 0.65 higher than the previous day. The implied volatity was 41.89, the open interest changed by 162 which increased total open position to 366
On 6 Dec CESC was trading at 197.88. The strike last trading price was 4.55, which was 2.05 higher than the previous day. The implied volatity was 37.89, the open interest changed by 148 which increased total open position to 206
On 5 Dec CESC was trading at 191.57. The strike last trading price was 2.5, which was 0.75 higher than the previous day. The implied volatity was 35.93, the open interest changed by 41 which increased total open position to 58
On 4 Dec CESC was trading at 186.61. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 17
On 3 Dec CESC was trading at 184.28. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 39.89, the open interest changed by 14 which increased total open position to 14
| CESC 26DEC2024 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 189.37 | 12 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Dec | 193.22 | 12 | -0.35 | 29.30 | 6 | 0 | 7 |
| 10 Dec | 194.36 | 12.35 | 2.85 | 42.29 | 1 | 0 | 7 |
| 9 Dec | 199.66 | 9.5 | 0.00 | 0.00 | 0 | 6 | 0 |
| 6 Dec | 197.88 | 9.5 | -6.20 | 32.60 | 29 | 7 | 8 |
| 5 Dec | 191.57 | 15.7 | -15.25 | 45.62 | 7 | 3 | 3 |
| 4 Dec | 186.61 | 30.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 184.28 | 30.95 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 205 expiring on 26DEC2024
Delta for 205 PE is 0.00
Historical price for 205 PE is as follows
On 12 Dec CESC was trading at 189.37. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec CESC was trading at 193.22. The strike last trading price was 12, which was -0.35 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 7
On 10 Dec CESC was trading at 194.36. The strike last trading price was 12.35, which was 2.85 higher than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 7
On 9 Dec CESC was trading at 199.66. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 6 Dec CESC was trading at 197.88. The strike last trading price was 9.5, which was -6.20 lower than the previous day. The implied volatity was 32.60, the open interest changed by 7 which increased total open position to 8
On 5 Dec CESC was trading at 191.57. The strike last trading price was 15.7, which was -15.25 lower than the previous day. The implied volatity was 45.62, the open interest changed by 3 which increased total open position to 3
On 4 Dec CESC was trading at 186.61. The strike last trading price was 30.95, 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 30.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
