CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 12:54 PM IST
CESC 26DEC2024 217.5 CE | ||||||||||
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Delta: 0.04
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 189.10 | 0.2 | -0.45 | 37.80 | 28 | 0 | 21 | |||
11 Dec | 193.22 | 0.65 | -0.10 | 40.76 | 19 | -8 | 26 | |||
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10 Dec | 194.36 | 0.75 | -0.85 | 38.12 | 43 | 32 | 32 | |||
9 Dec | 199.66 | 1.6 | 1.05 | 39.64 | 2 | 1 | 1 | |||
6 Dec | 197.88 | 0.55 | 11.32 | 0 | 0 | 0 |
For Cesc Ltd - strike price 217.5 expiring on 26DEC2024
Delta for 217.5 CE is 0.04
Historical price for 217.5 CE is as follows
On 12 Dec CESC was trading at 189.10. The strike last trading price was 0.2, which was -0.45 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 21
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 40.76, the open interest changed by -8 which decreased total open position to 26
On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 38.12, the open interest changed by 32 which increased total open position to 32
On 9 Dec CESC was trading at 199.66. The strike last trading price was 1.6, which was 1.05 higher than the previous day. The implied volatity was 39.64, the open interest changed by 1 which increased total open position to 1
On 6 Dec CESC was trading at 197.88. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 11.32, the open interest changed by 0 which decreased total open position to 0
CESC 26DEC2024 217.5 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 | 42.5 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 193.22 | 42.5 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 194.36 | 42.5 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 199.66 | 42.5 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 197.88 | 42.5 | - | 0 | 0 | 0 |
For Cesc Ltd - strike price 217.5 expiring on 26DEC2024
Delta for 217.5 PE is -
Historical price for 217.5 PE is as follows
On 12 Dec CESC was trading at 189.10. The strike last trading price was 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0