CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:14 PM IST
| CESC 26DEC2024 212.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.06
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 189.13 | 0.55 | -0.55 | 40.25 | 127 | -63 | 174 | |||
| 11 Dec | 193.22 | 1.1 | -0.35 | 40.15 | 31 | -9 | 249 | |||
| 10 Dec | 194.36 | 1.45 | -1.35 | 39.14 | 259 | 186 | 257 | |||
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| 9 Dec | 199.66 | 2.8 | 0.30 | 41.31 | 108 | -2 | 72 | |||
| 6 Dec | 197.88 | 2.5 | 1.20 | 38.30 | 377 | 8 | 74 | |||
| 5 Dec | 191.57 | 1.3 | 36.98 | 182 | 66 | 66 | ||||
For Cesc Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 CE is 0.08
Historical price for 212.5 CE is as follows
On 12 Dec CESC was trading at 189.13. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 40.25, the open interest changed by -63 which decreased total open position to 174
On 11 Dec CESC was trading at 193.22. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 40.15, the open interest changed by -9 which decreased total open position to 249
On 10 Dec CESC was trading at 194.36. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 39.14, the open interest changed by 186 which increased total open position to 257
On 9 Dec CESC was trading at 199.66. The strike last trading price was 2.8, which was 0.30 higher than the previous day. The implied volatity was 41.31, the open interest changed by -2 which decreased total open position to 72
On 6 Dec CESC was trading at 197.88. The strike last trading price was 2.5, which was 1.20 higher than the previous day. The implied volatity was 38.30, the open interest changed by 8 which increased total open position to 74
On 5 Dec CESC was trading at 191.57. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was 36.98, the open interest changed by 66 which increased total open position to 66
| CESC 26DEC2024 212.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 189.13 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 193.22 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 194.36 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 199.66 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 197.88 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 191.57 | 37.8 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 PE is -
Historical price for 212.5 PE is as follows
On 12 Dec CESC was trading at 189.13. The strike last trading price was 37.8, 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 37.8, 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 37.8, 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 37.8, 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 37.8, 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 37.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
