CYIENT
Cyient Limited
Historical option data for CYIENT
12 Dec 2024 10:24 AM IST
| CYIENT 26DEC2024 2200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 1.25
Theta: -1.45
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2092.15 | 16 | -2.70 | 30.26 | 162 | -9 | 331 | |||
| 11 Dec | 2086.75 | 18.7 | 0.10 | 33.13 | 1,522 | -11 | 344 | |||
| 10 Dec | 2065.80 | 18.6 | 6.60 | 35.87 | 1,738 | 16 | 354 | |||
| 9 Dec | 2002.15 | 12 | -2.45 | 37.03 | 1,517 | 73 | 344 | |||
| 6 Dec | 1998.45 | 14.45 | 6.45 | 38.86 | 833 | 82 | 264 | |||
|
|
||||||||||
| 5 Dec | 1953.80 | 8 | -0.50 | 35.99 | 699 | 164 | 182 | |||
| 4 Dec | 1935.05 | 8.5 | 36.45 | 21 | 13 | 13 | ||||
For Cyient Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 CE is 0.23
Historical price for 2200 CE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 16, which was -2.70 lower than the previous day. The implied volatity was 30.26, the open interest changed by -9 which decreased total open position to 331
On 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 18.7, which was 0.10 higher than the previous day. The implied volatity was 33.13, the open interest changed by -11 which decreased total open position to 344
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 18.6, which was 6.60 higher than the previous day. The implied volatity was 35.87, the open interest changed by 16 which increased total open position to 354
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 12, which was -2.45 lower than the previous day. The implied volatity was 37.03, the open interest changed by 73 which increased total open position to 344
On 6 Dec CYIENT was trading at 1998.45. The strike last trading price was 14.45, which was 6.45 higher than the previous day. The implied volatity was 38.86, the open interest changed by 82 which increased total open position to 264
On 5 Dec CYIENT was trading at 1953.80. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 35.99, the open interest changed by 164 which increased total open position to 182
On 4 Dec CYIENT was trading at 1935.05. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was 36.45, the open interest changed by 13 which increased total open position to 13
| CYIENT 26DEC2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2092.15 | 136.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 2086.75 | 136.05 | -11.95 | 39.89 | 9 | 1 | 2 |
| 10 Dec | 2065.80 | 148 | -50.00 | 35.10 | 1 | 0 | 1 |
| 9 Dec | 2002.15 | 198 | -139.70 | 38.78 | 1 | 0 | 0 |
| 6 Dec | 1998.45 | 337.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1953.80 | 337.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1935.05 | 337.7 | - | 0 | 0 | 0 | |
For Cyient Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 PE is 0.00
Historical price for 2200 PE is as follows
On 12 Dec CYIENT was trading at 2092.15. The strike last trading price was 136.05, 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 11 Dec CYIENT was trading at 2086.75. The strike last trading price was 136.05, which was -11.95 lower than the previous day. The implied volatity was 39.89, the open interest changed by 1 which increased total open position to 2
On 10 Dec CYIENT was trading at 2065.80. The strike last trading price was 148, which was -50.00 lower than the previous day. The implied volatity was 35.10, the open interest changed by 0 which decreased total open position to 1
On 9 Dec CYIENT was trading at 2002.15. The strike last trading price was 198, which was -139.70 lower than the previous day. The implied volatity was 38.78, 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 337.7, 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 337.7, 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 337.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
