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

2094.55 7.80 (0.37%)

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Historical option data for CYIENT

12 Dec 2024 10:14 AM IST
CYIENT 26DEC2024 2100 CE
Delta: 0.51
Vega: 1.65
Theta: -2.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 2090.65 49.45 -3.00 30.39 390 -23 627
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 0.51

Historical price for 2100 CE is as follows

On 12 Dec CYIENT was trading at 2090.65. The strike last trading price was 49.45, which was -3.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by -23 which decreased total open position to 627


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: -0.49
Vega: 1.65
Theta: -1.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 2090.65 56.1 -7.85 33.71 84 -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 -0.49

Historical price for 2100 PE is as follows

On 12 Dec CYIENT was trading at 2090.65. The strike last trading price was 56.1, which was -7.85 lower than the previous day. The implied volatity was 33.71, 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