CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 01:04 PM IST
| CYIENT 26DEC2024 1960 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 | 2080.80 | 134.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2086.75 | 134.4 | 0.00 | 0.00 | 0 | -13 | 0 | |||
| 10 Dec | 2065.80 | 134.4 | 42.40 | 39.71 | 25 | -12 | 28 | |||
| 9 Dec | 2002.15 | 92 | -3.60 | 34.27 | 70 | -10 | 41 | |||
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| 6 Dec | 1998.45 | 95.6 | 26.95 | 40.19 | 383 | -56 | 52 | |||
| 5 Dec | 1953.80 | 68.65 | -0.65 | 35.35 | 602 | 50 | 109 | |||
| 4 Dec | 1935.05 | 69.3 | 36.50 | 320 | 61 | 61 | ||||
For Cyient Limited - strike price 1960 expiring on 26DEC2024
Delta for 1960 CE is 0.00
Historical price for 1960 CE is as follows
On 12 Dec CYIENT was trading at 2080.80. The strike last trading price was 134.4, 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 134.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 134.4, which was 42.40 higher than the previous day. The implied volatity was 39.71, the open interest changed by -12 which decreased total open position to 28
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 92, which was -3.60 lower than the previous day. The implied volatity was 34.27, the open interest changed by -10 which decreased total open position to 41
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 95.6, which was 26.95 higher than the previous day. The implied volatity was 40.19, the open interest changed by -56 which decreased total open position to 52
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 68.65, which was -0.65 lower than the previous day. The implied volatity was 35.35, the open interest changed by 50 which increased total open position to 109
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 69.3, which was lower than the previous day. The implied volatity was 36.50, the open interest changed by 61 which increased total open position to 61
| CYIENT 26DEC2024 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.98
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2080.80 | 11.4 | -3.20 | 33.06 | 5 | 1 | 69 |
| 11 Dec | 2086.75 | 14.6 | -5.05 | 35.58 | 97 | 14 | 67 |
| 10 Dec | 2065.80 | 19.65 | -20.20 | 35.01 | 38 | 3 | 50 |
| 9 Dec | 2002.15 | 39.85 | -7.65 | 38.03 | 60 | 9 | 49 |
| 6 Dec | 1998.45 | 47.5 | -18.00 | 35.67 | 145 | 33 | 41 |
| 5 Dec | 1953.80 | 65.5 | -73.50 | 36.48 | 17 | 6 | 6 |
| 4 Dec | 1935.05 | 139 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 1960 expiring on 26DEC2024
Delta for 1960 PE is -0.16
Historical price for 1960 PE is as follows
On 12 Dec CYIENT was trading at 2080.80. The strike last trading price was 11.4, which was -3.20 lower than the previous day. The implied volatity was 33.06, the open interest changed by 1 which increased total open position to 69
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 14.6, which was -5.05 lower than the previous day. The implied volatity was 35.58, the open interest changed by 14 which increased total open position to 67
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 19.65, which was -20.20 lower than the previous day. The implied volatity was 35.01, the open interest changed by 3 which increased total open position to 50
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 39.85, which was -7.65 lower than the previous day. The implied volatity was 38.03, the open interest changed by 9 which increased total open position to 49
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 47.5, which was -18.00 lower than the previous day. The implied volatity was 35.67, the open interest changed by 33 which increased total open position to 41
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 65.5, which was -73.50 lower than the previous day. The implied volatity was 36.48, the open interest changed by 6 which increased total open position to 6
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 139, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
