CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 01:14 PM IST
| CYIENT 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 1.63
Theta: -1.94
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 12 Dec | 2079.95 | 42 | -10.45 | 29.21 | 685 | 21 | 671 | |||
| 11 Dec | 2086.75 | 52.45 | 4.85 | 33.55 | 4,941 | 247 | 649 | |||
| 10 Dec | 2065.80 | 47.6 | 17.40 | 35.65 | 2,619 | 55 | 407 | |||
| 9 Dec | 2002.15 | 30.2 | -3.80 | 35.50 | 1,478 | 101 | 356 | |||
| 6 Dec | 1998.45 | 34 | 12.35 | 38.44 | 847 | 74 | 254 | |||
| 5 Dec | 1953.80 | 21.65 | -1.05 | 35.64 | 891 | 102 | 180 | |||
| 4 Dec | 1935.05 | 22.7 | 36.47 | 163 | 77 | 77 | ||||
For Cyient Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.47
Historical price for 2100 CE is as follows
On 12 Dec CYIENT was trading at 2079.95. The strike last trading price was 42, which was -10.45 lower than the previous day. The implied volatity was 29.21, the open interest changed by 21 which increased total open position to 671
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 52.45, which was 4.85 higher than the previous day. The implied volatity was 33.55, the open interest changed by 247 which increased total open position to 649
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 47.6, which was 17.40 higher than the previous day. The implied volatity was 35.65, the open interest changed by 55 which increased total open position to 407
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 30.2, which was -3.80 lower than the previous day. The implied volatity was 35.50, the open interest changed by 101 which increased total open position to 356
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 34, which was 12.35 higher than the previous day. The implied volatity was 38.44, the open interest changed by 74 which increased total open position to 254
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 21.65, which was -1.05 lower than the previous day. The implied volatity was 35.64, the open interest changed by 102 which increased total open position to 180
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 22.7, which was lower than the previous day. The implied volatity was 36.47, the open interest changed by 77 which increased total open position to 77
| CYIENT 26DEC2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 1.63
Theta: -1.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2079.95 | 60.65 | -3.30 | 33.30 | 118 | -4 | 144 |
| 11 Dec | 2086.75 | 63.95 | -13.30 | 35.31 | 545 | 113 | 147 |
| 10 Dec | 2065.80 | 77.25 | -36.55 | 34.97 | 63 | -15 | 35 |
| 9 Dec | 2002.15 | 113.8 | -134.20 | 37.02 | 54 | 50 | 50 |
| 6 Dec | 1998.45 | 248 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1953.80 | 248 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1935.05 | 248 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.52
Historical price for 2100 PE is as follows
On 12 Dec CYIENT was trading at 2079.95. The strike last trading price was 60.65, which was -3.30 lower than the previous day. The implied volatity was 33.30, the open interest changed by -4 which decreased total open position to 144
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 63.95, which was -13.30 lower than the previous day. The implied volatity was 35.31, the open interest changed by 113 which increased total open position to 147
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 77.25, which was -36.55 lower than the previous day. The implied volatity was 34.97, the open interest changed by -15 which decreased total open position to 35
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 113.8, which was -134.20 lower than the previous day. The implied volatity was 37.02, the open interest changed by 50 which increased total open position to 50
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 248, 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 248, 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 248, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
