CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:24 PM IST
| CESC 26DEC2024 210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.07
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 188.80 | 0.75 | -0.70 | 40.61 | 464 | 12 | 676 | |||
| 11 Dec | 193.22 | 1.45 | -0.50 | 40.16 | 320 | 28 | 661 | |||
| 10 Dec | 194.36 | 1.95 | -1.60 | 39.73 | 617 | 80 | 633 | |||
| 9 Dec | 199.66 | 3.55 | 0.45 | 41.95 | 1,189 | 122 | 554 | |||
| 6 Dec | 197.88 | 3.1 | 1.45 | 38.32 | 2,873 | 143 | 432 | |||
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| 5 Dec | 191.57 | 1.65 | 0.60 | 36.84 | 923 | 57 | 286 | |||
| 4 Dec | 186.61 | 1.05 | 0.20 | 38.73 | 153 | 40 | 232 | |||
| 3 Dec | 184.28 | 0.85 | 37.75 | 331 | 190 | 190 | ||||
For Cesc Ltd - strike price 210 expiring on 26DEC2024
Delta for 210 CE is 0.11
Historical price for 210 CE is as follows
On 12 Dec CESC was trading at 188.80. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 40.61, the open interest changed by 12 which increased total open position to 676
On 11 Dec CESC was trading at 193.22. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 40.16, the open interest changed by 28 which increased total open position to 661
On 10 Dec CESC was trading at 194.36. The strike last trading price was 1.95, which was -1.60 lower than the previous day. The implied volatity was 39.73, the open interest changed by 80 which increased total open position to 633
On 9 Dec CESC was trading at 199.66. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 41.95, the open interest changed by 122 which increased total open position to 554
On 6 Dec CESC was trading at 197.88. The strike last trading price was 3.1, which was 1.45 higher than the previous day. The implied volatity was 38.32, the open interest changed by 143 which increased total open position to 432
On 5 Dec CESC was trading at 191.57. The strike last trading price was 1.65, which was 0.60 higher than the previous day. The implied volatity was 36.84, the open interest changed by 57 which increased total open position to 286
On 4 Dec CESC was trading at 186.61. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 38.73, the open interest changed by 40 which increased total open position to 232
On 3 Dec CESC was trading at 184.28. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 37.75, the open interest changed by 190 which increased total open position to 190
| CESC 26DEC2024 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 188.80 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 193.22 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 194.36 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 199.66 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 197.88 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 191.57 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 186.61 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 184.28 | 35.5 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 210 expiring on 26DEC2024
Delta for 210 PE is -
Historical price for 210 PE is as follows
On 12 Dec CESC was trading at 188.80. The strike last trading price was 35.5, 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 11 Dec CESC was trading at 193.22. The strike last trading price was 35.5, 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 10 Dec CESC was trading at 194.36. The strike last trading price was 35.5, 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 9 Dec CESC was trading at 199.66. The strike last trading price was 35.5, 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 6 Dec CESC was trading at 197.88. The strike last trading price was 35.5, 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 5 Dec CESC was trading at 191.57. The strike last trading price was 35.5, 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 35.5, 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 35.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
