CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:14 PM IST
| CESC 26DEC2024 225 CE | ||||||||||
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Delta: 0.03
Vega: 0.03
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 189.13 | 0.2 | -0.15 | 45.36 | 61 | -40 | 80 | |||
| 11 Dec | 193.22 | 0.35 | 0.00 | 43.37 | 39 | -25 | 119 | |||
| 10 Dec | 194.36 | 0.35 | -0.60 | 39.59 | 272 | 33 | 146 | |||
| 9 Dec | 199.66 | 0.95 | 0.10 | 42.49 | 185 | 38 | 112 | |||
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| 6 Dec | 197.88 | 0.85 | 39.59 | 154 | 74 | 74 | ||||
For Cesc Ltd - strike price 225 expiring on 26DEC2024
Delta for 225 CE is 0.03
Historical price for 225 CE is as follows
On 12 Dec CESC was trading at 189.13. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 45.36, the open interest changed by -40 which decreased total open position to 80
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 43.37, the open interest changed by -25 which decreased total open position to 119
On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.35, which was -0.60 lower than the previous day. The implied volatity was 39.59, the open interest changed by 33 which increased total open position to 146
On 9 Dec CESC was trading at 199.66. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 42.49, the open interest changed by 38 which increased total open position to 112
On 6 Dec CESC was trading at 197.88. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 39.59, the open interest changed by 74 which increased total open position to 74
| CESC 26DEC2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 189.13 | 49.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 193.22 | 49.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 194.36 | 49.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 199.66 | 49.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 197.88 | 49.7 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 225 expiring on 26DEC2024
Delta for 225 PE is -
Historical price for 225 PE is as follows
On 12 Dec CESC was trading at 189.13. The strike last trading price was 49.7, 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 49.7, 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 49.7, 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 49.7, 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 49.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
