CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 10:14 AM IST
| CYIENT 26DEC2024 2040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 1.45
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2090.65 | 84.3 | 2.30 | 30.57 | 1 | 0 | 55 | |||
| 11 Dec | 2086.75 | 82 | 4.70 | 31.54 | 68 | -8 | 56 | |||
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| 10 Dec | 2065.80 | 77.3 | 29.40 | 36.16 | 902 | -28 | 63 | |||
| 9 Dec | 2002.15 | 47.9 | -8.10 | 33.38 | 242 | 28 | 93 | |||
| 6 Dec | 1998.45 | 56 | 20.55 | 39.51 | 87 | 10 | 61 | |||
| 5 Dec | 1953.80 | 35.45 | 2.95 | 35.49 | 45 | 32 | 51 | |||
| 4 Dec | 1935.05 | 32.5 | 33.32 | 35 | 18 | 18 | ||||
For Cyient Limited - strike price 2040 expiring on 26DEC2024
Delta for 2040 CE is 0.69
Historical price for 2040 CE is as follows
On 12 Dec CYIENT was trading at 2090.65. The strike last trading price was 84.3, which was 2.30 higher than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 55
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 82, which was 4.70 higher than the previous day. The implied volatity was 31.54, the open interest changed by -8 which decreased total open position to 56
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 77.3, which was 29.40 higher than the previous day. The implied volatity was 36.16, the open interest changed by -28 which decreased total open position to 63
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 47.9, which was -8.10 lower than the previous day. The implied volatity was 33.38, the open interest changed by 28 which increased total open position to 93
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 56, which was 20.55 higher than the previous day. The implied volatity was 39.51, the open interest changed by 10 which increased total open position to 61
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 35.45, which was 2.95 higher than the previous day. The implied volatity was 35.49, the open interest changed by 32 which increased total open position to 51
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was 33.32, the open interest changed by 18 which increased total open position to 18
| CYIENT 26DEC2024 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 1.48
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2090.65 | 30 | -5.75 | 33.49 | 2 | 0 | 38 |
| 11 Dec | 2086.75 | 35.75 | -9.25 | 34.74 | 35 | 10 | 37 |
| 10 Dec | 2065.80 | 45 | -153.30 | 34.14 | 57 | 24 | 24 |
| 9 Dec | 2002.15 | 198.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1998.45 | 198.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1953.80 | 198.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1935.05 | 198.3 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 2040 expiring on 26DEC2024
Delta for 2040 PE is -0.32
Historical price for 2040 PE is as follows
On 12 Dec CYIENT was trading at 2090.65. The strike last trading price was 30, which was -5.75 lower than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 38
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 35.75, which was -9.25 lower than the previous day. The implied volatity was 34.74, the open interest changed by 10 which increased total open position to 37
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 45, which was -153.30 lower than the previous day. The implied volatity was 34.14, the open interest changed by 24 which increased total open position to 24
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 198.3, 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 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 198.3, 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 198.3, 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 198.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
