CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 10:14 AM IST
| CYIENT 26DEC2024 2080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 1.62
Theta: -2.08
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 12 Dec | 2090.65 | 60.7 | 0.70 | 30.99 | 41 | 0 | 89 | |||
| 11 Dec | 2086.75 | 60 | 4.65 | 32.22 | 649 | 20 | 91 | |||
| 10 Dec | 2065.80 | 55.35 | 17.10 | 35.16 | 283 | 15 | 69 | |||
| 9 Dec | 2002.15 | 38.25 | -1.70 | 36.64 | 70 | -6 | 51 | |||
| 6 Dec | 1998.45 | 39.95 | 15.30 | 38.47 | 18 | -5 | 58 | |||
| 5 Dec | 1953.80 | 24.65 | -2.35 | 35.40 | 27 | 3 | 64 | |||
| 4 Dec | 1935.05 | 27 | 36.40 | 182 | 62 | 62 | ||||
For Cyient Limited - strike price 2080 expiring on 26DEC2024
Delta for 2080 CE is 0.57
Historical price for 2080 CE is as follows
On 12 Dec CYIENT was trading at 2090.65. The strike last trading price was 60.7, which was 0.70 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 89
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 60, which was 4.65 higher than the previous day. The implied volatity was 32.22, the open interest changed by 20 which increased total open position to 91
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 55.35, which was 17.10 higher than the previous day. The implied volatity was 35.16, the open interest changed by 15 which increased total open position to 69
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 38.25, which was -1.70 lower than the previous day. The implied volatity was 36.64, the open interest changed by -6 which decreased total open position to 51
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 39.95, which was 15.30 higher than the previous day. The implied volatity was 38.47, the open interest changed by -5 which decreased total open position to 58
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 24.65, which was -2.35 lower than the previous day. The implied volatity was 35.40, the open interest changed by 3 which increased total open position to 64
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 27, which was lower than the previous day. The implied volatity was 36.40, the open interest changed by 62 which increased total open position to 62
| CYIENT 26DEC2024 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 1.62
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2090.65 | 46 | -12.35 | 33.48 | 1 | 0 | 26 |
| 11 Dec | 2086.75 | 58.35 | -3.65 | 38.04 | 132 | 24 | 26 |
| 10 Dec | 2065.80 | 62 | -101.80 | 32.69 | 1 | 0 | 2 |
| 9 Dec | 2002.15 | 163.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1998.45 | 163.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1953.80 | 163.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 1935.05 | 163.8 | 46.65 | 3 | 2 | 2 | |
For Cyient Limited - strike price 2080 expiring on 26DEC2024
Delta for 2080 PE is -0.43
Historical price for 2080 PE is as follows
On 12 Dec CYIENT was trading at 2090.65. The strike last trading price was 46, which was -12.35 lower than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 26
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 58.35, which was -3.65 lower than the previous day. The implied volatity was 38.04, the open interest changed by 24 which increased total open position to 26
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 62, which was -101.80 lower than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 2
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 163.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 163.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 163.8, 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 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 163.8, which was lower than the previous day. The implied volatity was 46.65, the open interest changed by 2 which increased total open position to 2
