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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 217.5 CE
Delta: 0.04
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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