CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 12:54 PM IST
CESC 26DEC2024 215 CE | ||||||||||
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Delta: 0.07
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 189.10 | 0.45 | -0.40 | 41.32 | 410 | -180 | 171 | |||
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11 Dec | 193.22 | 0.85 | -0.25 | 40.48 | 220 | -101 | 351 | |||
10 Dec | 194.36 | 1.1 | -1.20 | 39.07 | 571 | 129 | 452 | |||
9 Dec | 199.66 | 2.3 | 0.30 | 41.69 | 411 | 103 | 323 | |||
6 Dec | 197.88 | 2 | 38.30 | 1,670 | 217 | 217 |
For Cesc Ltd - strike price 215 expiring on 26DEC2024
Delta for 215 CE is 0.07
Historical price for 215 CE is as follows
On 12 Dec CESC was trading at 189.10. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 41.32, the open interest changed by -180 which decreased total open position to 171
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 40.48, the open interest changed by -101 which decreased total open position to 351
On 10 Dec CESC was trading at 194.36. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was 39.07, the open interest changed by 129 which increased total open position to 452
On 9 Dec CESC was trading at 199.66. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 41.69, the open interest changed by 103 which increased total open position to 323
On 6 Dec CESC was trading at 197.88. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 38.30, the open interest changed by 217 which increased total open position to 217
CESC 26DEC2024 215 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 189.10 | 40.15 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 193.22 | 40.15 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 194.36 | 40.15 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 199.66 | 40.15 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 197.88 | 40.15 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 215 expiring on 26DEC2024
Delta for 215 PE is -
Historical price for 215 PE is as follows
On 12 Dec CESC was trading at 189.10. The strike last trading price was 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0