CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 10:24 AM IST
| CYIENT 26DEC2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 1.05
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2092.15 | 110.2 | 3.70 | 26.78 | 36 | -1 | 372 | |||
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| 11 Dec | 2086.75 | 106.5 | 2.35 | 29.02 | 387 | -30 | 373 | |||
| 10 Dec | 2065.80 | 104.15 | 36.70 | 37.83 | 2,770 | -264 | 404 | |||
| 9 Dec | 2002.15 | 67.45 | -4.05 | 33.60 | 2,080 | -271 | 676 | |||
| 6 Dec | 1998.45 | 71.5 | 20.50 | 38.44 | 5,613 | 428 | 1,002 | |||
| 5 Dec | 1953.80 | 51 | -1.50 | 35.45 | 2,160 | 160 | 576 | |||
| 4 Dec | 1935.05 | 52.5 | 36.78 | 4,121 | 428 | 428 | ||||
For Cyient Limited - strike price 2000 expiring on 26DEC2024
Delta for 2000 CE is 0.83
Historical price for 2000 CE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 110.2, which was 3.70 higher than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 372
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 106.5, which was 2.35 higher than the previous day. The implied volatity was 29.02, the open interest changed by -30 which decreased total open position to 373
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 104.15, which was 36.70 higher than the previous day. The implied volatity was 37.83, the open interest changed by -264 which decreased total open position to 404
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 67.45, which was -4.05 lower than the previous day. The implied volatity was 33.60, the open interest changed by -271 which decreased total open position to 676
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 71.5, which was 20.50 higher than the previous day. The implied volatity was 38.44, the open interest changed by 428 which increased total open position to 1002
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 51, which was -1.50 lower than the previous day. The implied volatity was 35.45, the open interest changed by 160 which increased total open position to 576
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 52.5, which was lower than the previous day. The implied volatity was 36.78, the open interest changed by 428 which increased total open position to 428
| CYIENT 26DEC2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 1.23
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2092.15 | 18.45 | -5.80 | 33.86 | 49 | -1 | 338 |
| 11 Dec | 2086.75 | 24.25 | -6.00 | 35.77 | 511 | 114 | 340 |
| 10 Dec | 2065.80 | 30.25 | -22.55 | 34.46 | 588 | 48 | 227 |
| 9 Dec | 2002.15 | 52.8 | -13.25 | 35.74 | 442 | 137 | 178 |
| 6 Dec | 1998.45 | 66.05 | -20.95 | 35.63 | 95 | 35 | 45 |
| 5 Dec | 1953.80 | 87 | -16.05 | 36.25 | 9 | 0 | 9 |
| 4 Dec | 1935.05 | 103.05 | 42.19 | 17 | 8 | 8 | |
For Cyient Limited - strike price 2000 expiring on 26DEC2024
Delta for 2000 PE is -0.22
Historical price for 2000 PE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 18.45, which was -5.80 lower than the previous day. The implied volatity was 33.86, the open interest changed by -1 which decreased total open position to 338
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 24.25, which was -6.00 lower than the previous day. The implied volatity was 35.77, the open interest changed by 114 which increased total open position to 340
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 30.25, which was -22.55 lower than the previous day. The implied volatity was 34.46, the open interest changed by 48 which increased total open position to 227
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 52.8, which was -13.25 lower than the previous day. The implied volatity was 35.74, the open interest changed by 137 which increased total open position to 178
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 66.05, which was -20.95 lower than the previous day. The implied volatity was 35.63, the open interest changed by 35 which increased total open position to 45
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 87, which was -16.05 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 9
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 103.05, which was lower than the previous day. The implied volatity was 42.19, the open interest changed by 8 which increased total open position to 8
