CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 01:14 PM IST
CYIENT 26DEC2024 2060 CE | ||||||||||
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Delta: 0.61
Vega: 1.57
Theta: -1.93
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.41
Vega: 1.58
Theta: -1.62
Gamma: 0.00
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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