CESC
Cesc Ltd
Historical option data for CESC
12 Dec 2024 01:24 PM IST
| CESC 26DEC2024 227.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 188.80 | 0.15 | 0.05 | 45.64 | 92 | -54 | 69 | |||
| 11 Dec | 193.22 | 0.1 | -0.20 | 37.18 | 42 | -9 | 128 | |||
| 10 Dec | 194.36 | 0.3 | -0.50 | 40.77 | 60 | 39 | 132 | |||
| 9 Dec | 199.66 | 0.8 | 43.35 | 139 | 92 | 92 | ||||
For Cesc Ltd - strike price 227.5 expiring on 26DEC2024
Delta for 227.5 CE is 0.02
Historical price for 227.5 CE is as follows
On 12 Dec CESC was trading at 188.80. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 45.64, the open interest changed by -54 which decreased total open position to 69
On 11 Dec CESC was trading at 193.22. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 37.18, the open interest changed by -9 which decreased total open position to 128
On 10 Dec CESC was trading at 194.36. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was 40.77, the open interest changed by 39 which increased total open position to 132
On 9 Dec CESC was trading at 199.66. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 43.35, the open interest changed by 92 which increased total open position to 92
| CESC 26DEC2024 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 188.80 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 193.22 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 194.36 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 199.66 | 52.15 | - | 0 | 0 | 0 | |
For Cesc Ltd - strike price 227.5 expiring on 26DEC2024
Delta for 227.5 PE is -
Historical price for 227.5 PE is as follows
On 12 Dec CESC was trading at 188.80. The strike last trading price was 52.15, 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 52.15, 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 52.15, 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 52.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
