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[--[65.84.65.76]--]
CESC
Cesc Ltd

189.42 -3.80 (-1.97%)

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Historical option data for CESC

12 Dec 2024 12:54 PM IST
CESC 26DEC2024 215 CE
Delta: 0.07
Vega: 0.05
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 189.10 0.45 -0.40 41.32 410 -180 171
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
Delta: -
Vega: -
Theta: -
Gamma: -
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