CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 10:34 AM IST
| CESC 26DEC2024 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.09
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 191.22 | 1.2 | -0.60 | 38.55 | 10 | 0 | 104 | |||
| 11 Dec | 193.22 | 1.8 | -0.10 | 39.41 | 23 | 2 | 105 | |||
| 10 Dec | 194.36 | 1.9 | -2.35 | 35.32 | 42 | 3 | 104 | |||
| 9 Dec | 199.66 | 4.25 | 0.55 | 41.52 | 106 | 23 | 101 | |||
| 6 Dec | 197.88 | 3.7 | 1.80 | 37.70 | 297 | 59 | 77 | |||
| 5 Dec | 191.57 | 1.9 | 0.60 | 35.40 | 12 | 8 | 17 | |||
| 4 Dec | 186.61 | 1.3 | 0.10 | 38.32 | 16 | 7 | 7 | |||
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| 3 Dec | 184.28 | 1.2 | 14.00 | 0 | 0 | 0 | ||||
For Cesc Ltd - strike price 207.5 expiring on 26DEC2024
Delta for 207.5 CE is 0.16
Historical price for 207.5 CE is as follows
On 12 Dec CESC was trading at 191.22. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 38.55, the open interest changed by 0 which decreased total open position to 104
On 11 Dec CESC was trading at 193.22. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 39.41, the open interest changed by 2 which increased total open position to 105
On 10 Dec CESC was trading at 194.36. The strike last trading price was 1.9, which was -2.35 lower than the previous day. The implied volatity was 35.32, the open interest changed by 3 which increased total open position to 104
On 9 Dec CESC was trading at 199.66. The strike last trading price was 4.25, which was 0.55 higher than the previous day. The implied volatity was 41.52, the open interest changed by 23 which increased total open position to 101
On 6 Dec CESC was trading at 197.88. The strike last trading price was 3.7, which was 1.80 higher than the previous day. The implied volatity was 37.70, the open interest changed by 59 which increased total open position to 77
On 5 Dec CESC was trading at 191.57. The strike last trading price was 1.9, which was 0.60 higher than the previous day. The implied volatity was 35.40, the open interest changed by 8 which increased total open position to 17
On 4 Dec CESC was trading at 186.61. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 38.32, the open interest changed by 7 which increased total open position to 7
On 3 Dec CESC was trading at 184.28. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 14.00, the open interest changed by 0 which decreased total open position to 0
| CESC 26DEC2024 207.5 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 | 191.22 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 193.22 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 194.36 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 199.66 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 197.88 | 10.3 | -10.35 | 26.77 | 1 | 0 | 1 |
| 5 Dec | 191.57 | 20.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 186.61 | 20.65 | -12.55 | 30.97 | 1 | 0 | 0 |
| 3 Dec | 184.28 | 33.2 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 207.5 expiring on 26DEC2024
Delta for 207.5 PE is 0.00
Historical price for 207.5 PE is as follows
On 12 Dec CESC was trading at 191.22. The strike last trading price was 10.3, 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 10.3, 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 10.3, 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 9 Dec CESC was trading at 199.66. The strike last trading price was 10.3, 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 6 Dec CESC was trading at 197.88. The strike last trading price was 10.3, which was -10.35 lower than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 1
On 5 Dec CESC was trading at 191.57. The strike last trading price was 20.65, 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 20.65, which was -12.55 lower than the previous day. The implied volatity was 30.97, 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 33.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
