CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 10:24 AM IST
| CYIENT 26DEC2024 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.75
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2092.15 | 125 | 3.00 | 24.39 | 2 | 0 | 44 | |||
| 11 Dec | 2086.75 | 122 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 10 Dec | 2065.80 | 122 | 34.00 | 40.87 | 48 | -15 | 36 | |||
| 9 Dec | 2002.15 | 88 | 4.65 | 39.22 | 80 | -17 | 49 | |||
| 6 Dec | 1998.45 | 83.35 | 25.90 | 39.43 | 339 | 37 | 66 | |||
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| 5 Dec | 1953.80 | 57.45 | 5.90 | 34.38 | 158 | 12 | 30 | |||
| 4 Dec | 1935.05 | 51.55 | 31.95 | 63 | 19 | 19 | ||||
For Cyient Limited - strike price 1980 expiring on 26DEC2024
Delta for 1980 CE is 0.89
Historical price for 1980 CE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 125, which was 3.00 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 44
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 122, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 122, which was 34.00 higher than the previous day. The implied volatity was 40.87, the open interest changed by -15 which decreased total open position to 36
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 88, which was 4.65 higher than the previous day. The implied volatity was 39.22, the open interest changed by -17 which decreased total open position to 49
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 83.35, which was 25.90 higher than the previous day. The implied volatity was 39.43, the open interest changed by 37 which increased total open position to 66
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 57.45, which was 5.90 higher than the previous day. The implied volatity was 34.38, the open interest changed by 12 which increased total open position to 30
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 51.55, which was lower than the previous day. The implied volatity was 31.95, the open interest changed by 19 which increased total open position to 19
| CYIENT 26DEC2024 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 18.85 | 0.00 | 0.00 | 0 | 13 | 0 |
| 11 Dec | 2086.75 | 18.85 | -5.15 | 35.57 | 22 | 13 | 23 |
| 10 Dec | 2065.80 | 24 | -22.00 | 34.37 | 31 | -5 | 9 |
| 9 Dec | 2002.15 | 46 | -10.80 | 36.94 | 41 | 3 | 14 |
| 6 Dec | 1998.45 | 56.8 | -17.70 | 35.92 | 16 | 8 | 11 |
| 5 Dec | 1953.80 | 74.5 | -78.45 | 34.53 | 14 | 6 | 6 |
| 4 Dec | 1935.05 | 152.95 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 1980 expiring on 26DEC2024
Delta for 1980 PE is 0.00
Historical price for 1980 PE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 18.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 18.85, which was -5.15 lower than the previous day. The implied volatity was 35.57, the open interest changed by 13 which increased total open position to 23
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 24, which was -22.00 lower than the previous day. The implied volatity was 34.37, the open interest changed by -5 which decreased total open position to 9
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 46, which was -10.80 lower than the previous day. The implied volatity was 36.94, the open interest changed by 3 which increased total open position to 14
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 56.8, which was -17.70 lower than the previous day. The implied volatity was 35.92, the open interest changed by 8 which increased total open position to 11
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 74.5, which was -78.45 lower than the previous day. The implied volatity was 34.53, 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 152.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
