CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 10:24 AM IST
| CYIENT 26DEC2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2092.15 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2086.75 | 155 | 4.30 | 26.88 | 2 | 0 | 49 | |||
| 10 Dec | 2065.80 | 150.7 | 42.60 | 40.82 | 18 | -5 | 49 | |||
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| 9 Dec | 2002.15 | 108.1 | 1.50 | 36.19 | 19 | -4 | 55 | |||
| 6 Dec | 1998.45 | 106.6 | 28.20 | 39.78 | 240 | -61 | 63 | |||
| 5 Dec | 1953.80 | 78.4 | -2.00 | 35.03 | 582 | -10 | 125 | |||
| 4 Dec | 1935.05 | 80.4 | 26.40 | 37.08 | 1,259 | 153 | 153 | |||
| 29 Nov | 1853.45 | 54 | 3.86 | 0 | 0 | 0 | ||||
For Cyient Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.00
Historical price for 1940 CE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 155, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 155, which was 4.30 higher than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 49
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 150.7, which was 42.60 higher than the previous day. The implied volatity was 40.82, the open interest changed by -5 which decreased total open position to 49
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 108.1, which was 1.50 higher than the previous day. The implied volatity was 36.19, the open interest changed by -4 which decreased total open position to 55
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 106.6, which was 28.20 higher than the previous day. The implied volatity was 39.78, the open interest changed by -61 which decreased total open position to 63
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 78.4, which was -2.00 lower than the previous day. The implied volatity was 35.03, the open interest changed by -10 which decreased total open position to 125
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 80.4, which was 26.40 higher than the previous day. The implied volatity was 37.08, the open interest changed by 153 which increased total open position to 153
On 29 Nov CYIENT was trading at 1853.45. The strike last trading price was 54, which was lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
| CYIENT 26DEC2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.81
Theta: -0.93
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2092.15 | 8.5 | -1.50 | 34.84 | 2 | 0 | 61 |
| 11 Dec | 2086.75 | 10 | -4.75 | 34.37 | 107 | -14 | 30 |
| 10 Dec | 2065.80 | 14.75 | -16.50 | 34.55 | 56 | 38 | 43 |
| 9 Dec | 2002.15 | 31.25 | -9.90 | 36.97 | 14 | 1 | 5 |
| 6 Dec | 1998.45 | 41.15 | -15.85 | 36.56 | 9 | 4 | 5 |
| 5 Dec | 1953.80 | 57 | -68.70 | 37.07 | 5 | 0 | 0 |
| 4 Dec | 1935.05 | 125.7 | 0.00 | 1.16 | 0 | 0 | 0 |
| 29 Nov | 1853.45 | 125.7 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is -0.12
Historical price for 1940 PE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 8.5, which was -1.50 lower than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 61
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 10, which was -4.75 lower than the previous day. The implied volatity was 34.37, the open interest changed by -14 which decreased total open position to 30
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 14.75, which was -16.50 lower than the previous day. The implied volatity was 34.55, the open interest changed by 38 which increased total open position to 43
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 31.25, which was -9.90 lower than the previous day. The implied volatity was 36.97, the open interest changed by 1 which increased total open position to 5
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 41.15, which was -15.85 lower than the previous day. The implied volatity was 36.56, the open interest changed by 4 which increased total open position to 5
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 57, which was -68.70 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 0
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 125.7, which was 0.00 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 29 Nov CYIENT was trading at 1853.45. The strike last trading price was 125.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
