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[--[65.84.65.76]--]
CYIENT
Cyient Limited

2078.9 -7.85 (-0.38%)

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Historical option data for CYIENT

12 Dec 2024 01:14 PM IST
CYIENT 26DEC2024 2060 CE
Delta: 0.61
Vega: 1.57
Theta: -1.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 2079.95 61.8 -10.95 28.75 85 20 91
11 Dec 2086.75 72.75 4.50 33.33 338 -70 70
10 Dec 2065.80 68.25 28.25 37.08 1,102 97 142
9 Dec 2002.15 40 -7.00 33.42 57 2 44
6 Dec 1998.45 47 19.30 38.68 78 3 44
5 Dec 1953.80 27.7 -3.65 34.21 37 4 37
4 Dec 1935.05 31.35 35.97 92 32 32


For Cyient Limited - strike price 2060 expiring on 26DEC2024

Delta for 2060 CE is 0.61

Historical price for 2060 CE is as follows

On 12 Dec CYIENT was trading at 2079.95. The strike last trading price was 61.8, which was -10.95 lower than the previous day. The implied volatity was 28.75, the open interest changed by 20 which increased total open position to 91


On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 72.75, which was 4.50 higher than the previous day. The implied volatity was 33.33, the open interest changed by -70 which decreased total open position to 70


On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 68.25, which was 28.25 higher than the previous day. The implied volatity was 37.08, the open interest changed by 97 which increased total open position to 142


On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 40, which was -7.00 lower than the previous day. The implied volatity was 33.42, the open interest changed by 2 which increased total open position to 44


On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 47, which was 19.30 higher than the previous day. The implied volatity was 38.68, the open interest changed by 3 which increased total open position to 44


On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 27.7, which was -3.65 lower than the previous day. The implied volatity was 34.21, the open interest changed by 4 which increased total open position to 37


On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 31.35, which was lower than the previous day. The implied volatity was 35.97, the open interest changed by 32 which increased total open position to 32


CYIENT 26DEC2024 2060 PE
Delta: -0.41
Vega: 1.58
Theta: -1.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 2079.95 40.75 -1.35 33.05 27 7 62
11 Dec 2086.75 42.1 -13.95 33.73 91 -7 56
10 Dec 2065.80 56.05 -44.25 35.22 168 62 64
9 Dec 2002.15 100.3 0.00 0.00 0 -2 0
6 Dec 1998.45 100.3 -29.95 35.22 6 -2 2
5 Dec 1953.80 130.25 -15.50 36.88 3 0 2
4 Dec 1935.05 145.75 44.35 3 2 2


For Cyient Limited - strike price 2060 expiring on 26DEC2024

Delta for 2060 PE is -0.41

Historical price for 2060 PE is as follows

On 12 Dec CYIENT was trading at 2079.95. The strike last trading price was 40.75, which was -1.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 7 which increased total open position to 62


On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 42.1, which was -13.95 lower than the previous day. The implied volatity was 33.73, the open interest changed by -7 which decreased total open position to 56


On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 56.05, which was -44.25 lower than the previous day. The implied volatity was 35.22, the open interest changed by 62 which increased total open position to 64


On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 100.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 100.3, which was -29.95 lower than the previous day. The implied volatity was 35.22, the open interest changed by -2 which decreased total open position to 2


On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 130.25, which was -15.50 lower than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 2


On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 145.75, which was lower than the previous day. The implied volatity was 44.35, the open interest changed by 2 which increased total open position to 2