CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 12:54 PM IST
| CYIENT 26DEC2024 2020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2079.60 | 92.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Dec | 2086.75 | 92.3 | 1.85 | 29.41 | 83 | 2 | 73 | |||
|
|
||||||||||
| 10 Dec | 2065.80 | 90.45 | 32.65 | 37.09 | 367 | -15 | 72 | |||
| 9 Dec | 2002.15 | 57.8 | -4.05 | 33.87 | 344 | 2 | 87 | |||
| 6 Dec | 1998.45 | 61.85 | 17.85 | 38.18 | 157 | 28 | 87 | |||
| 5 Dec | 1953.80 | 44 | -1.25 | 35.75 | 70 | 18 | 59 | |||
| 4 Dec | 1935.05 | 45.25 | 36.86 | 99 | 40 | 40 | ||||
For Cyient Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 CE is 0.00
Historical price for 2020 CE is as follows
On 12 Dec CYIENT was trading at 2079.60. The strike last trading price was 92.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 92.3, which was 1.85 higher than the previous day. The implied volatity was 29.41, the open interest changed by 2 which increased total open position to 73
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 90.45, which was 32.65 higher than the previous day. The implied volatity was 37.09, the open interest changed by -15 which decreased total open position to 72
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 57.8, which was -4.05 lower than the previous day. The implied volatity was 33.87, the open interest changed by 2 which increased total open position to 87
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 61.85, which was 17.85 higher than the previous day. The implied volatity was 38.18, the open interest changed by 28 which increased total open position to 87
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 44, which was -1.25 lower than the previous day. The implied volatity was 35.75, the open interest changed by 18 which increased total open position to 59
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was 36.86, the open interest changed by 40 which increased total open position to 40
| CYIENT 26DEC2024 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 1.41
Theta: -1.46
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2079.60 | 25.6 | -2.80 | 32.64 | 4 | 0 | 19 |
| 11 Dec | 2086.75 | 28.4 | -17.10 | 34.47 | 8 | 2 | 18 |
| 10 Dec | 2065.80 | 45.5 | -19.65 | 39.48 | 33 | 4 | 16 |
| 9 Dec | 2002.15 | 65.15 | -117.60 | 37.19 | 17 | 12 | 12 |
| 6 Dec | 1998.45 | 182.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1953.80 | 182.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1935.05 | 182.75 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 PE is -0.29
Historical price for 2020 PE is as follows
On 12 Dec CYIENT was trading at 2079.60. The strike last trading price was 25.6, which was -2.80 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 19
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 28.4, which was -17.10 lower than the previous day. The implied volatity was 34.47, the open interest changed by 2 which increased total open position to 18
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 45.5, which was -19.65 lower than the previous day. The implied volatity was 39.48, the open interest changed by 4 which increased total open position to 16
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 65.15, which was -117.60 lower than the previous day. The implied volatity was 37.19, the open interest changed by 12 which increased total open position to 12
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 182.75, 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 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 182.75, 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 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 182.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
