CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:24 PM IST
| CESC 26DEC2024 220 CE | ||||||||||
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Delta: 0.05
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 188.80 | 0.35 | -0.15 | 45.47 | 122 | -28 | 86 | |||
| 11 Dec | 193.22 | 0.5 | -0.10 | 41.13 | 168 | -67 | 115 | |||
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| 10 Dec | 194.36 | 0.6 | -0.90 | 38.89 | 276 | 69 | 183 | |||
| 9 Dec | 199.66 | 1.5 | 0.20 | 42.13 | 248 | 58 | 111 | |||
| 6 Dec | 197.88 | 1.3 | 38.83 | 227 | 55 | 55 | ||||
For Cesc Ltd - strike price 220 expiring on 26DEC2024
Delta for 220 CE is 0.05
Historical price for 220 CE is as follows
On 12 Dec CESC was trading at 188.80. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 45.47, the open interest changed by -28 which decreased total open position to 86
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 41.13, the open interest changed by -67 which decreased total open position to 115
On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.6, which was -0.90 lower than the previous day. The implied volatity was 38.89, the open interest changed by 69 which increased total open position to 183
On 9 Dec CESC was trading at 199.66. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 42.13, the open interest changed by 58 which increased total open position to 111
On 6 Dec CESC was trading at 197.88. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was 38.83, the open interest changed by 55 which increased total open position to 55
| CESC 26DEC2024 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 188.80 | 44.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 193.22 | 44.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 194.36 | 44.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 199.66 | 44.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 197.88 | 44.9 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 220 expiring on 26DEC2024
Delta for 220 PE is -
Historical price for 220 PE is as follows
On 12 Dec CESC was trading at 188.80. The strike last trading price was 44.9, 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 44.9, 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 44.9, 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 44.9, 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 44.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
