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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1945 14.65 (0.76%)

Option Chain for CDSL

12 Dec 2024 10:04 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 350
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 222.15 0.00 1400 -0.10 0.40 - 5 0 104 -
0.00 0 0 0 0.00 0.00 0.00 1420 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 190.30 0.00 1440 0.00 0.50 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 175.35 0.00 1460 0.00 0.70 0.00 0 -7 0 0.00
- 0 0 0 - 160.95 0.00 1480 0.00 2.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 378.00 0.00 1500 -0.55 0.60 - 11 -1 333 -
- 0 0 0 - 134.20 0.00 1520 0.00 3.00 0.00 0 0 0 0.00
- 0 0 0 - 121.95 0.00 1540 -0.85 0.90 - 10 0 77 -
0.00 0 0 0 0.00 298.35 0.00 1560 0.00 1.00 53.49 1 0 179 -0.01
0.00 0 0 0 0.00 131.15 0.00 1580 0.00 1.75 0.00 0 -1 0 0.00
- 234 0 4 - 346.00 10.10 1600 -0.40 1.60 51.78 66 -29 554 -0.02
0.00 0 0 0 0.00 254.65 0.00 1620 -0.30 2.00 50.90 3 0 108 -0.03
- 176 0 7 - 310.00 32.00 1640 -0.05 2.50 50.04 7 4 192 -0.03
- 189 0 2 - 290.00 36.55 1660 0.05 3.00 48.88 23 -7 251 -0.04
0.00 0 -2 0 0.00 228.20 0.00 1680 -0.85 3.05 46.11 12 -7 251 -0.04
- 578 -2 3 - 258.00 18.70 1700 -0.55 3.70 44.93 333 -69 1,691 -0.05
0.93 128 0 5 46.44 245.00 40.45 1720 -0.80 4.20 43.11 41 3 169 -0.06
0.00 0 0 0 0.00 200.00 0.00 1740 -1.20 4.95 41.53 257 52 814 -0.07
- 208 0 1 - 180.00 4.50 1760 -2.15 5.90 39.93 185 -29 384 -0.08
- 90 0 2 - 178.00 16.05 1780 -3.00 7.00 38.61 260 -33 412 -0.10
0.92 956 -43 89 30.91 161.00 13.55 1800 -3.80 8.80 37.59 640 35 1,220 -0.12
0.89 112 0 10 31.78 146.00 15.50 1820 -4.90 10.85 36.49 273 -48 564 -0.15
0.84 298 -4 83 32.80 129.90 13.90 1840 -6.05 13.95 35.67 255 27 625 -0.18
0.82 365 1 70 29.56 110.50 10.45 1860 -6.80 17.95 35.77 159 -8 685 -0.22
0.75 607 -7 119 31.89 96.65 9.15 1880 -8.05 23.10 35.66 380 -83 389 -0.27
0.69 2,080 86 3,884 32.65 83.00 7.20 1900 -9.80 29.70 35.54 970 122 1,066 -0.32
0.63 621 -236 855 32.83 70.60 5.65 1920 -10.95 36.65 34.93 321 -6 361 -0.38
0.57 766 54 2,075 33.40 60.05 4.85 1940 -11.00 47.00 36.05 443 92 222 -0.44
0.50 967 127 1,782 33.46 50.00 4.15 1960 -12.70 57.15 36.27 314 80 105 -0.49
0.45 292 81 508 34.32 42.40 4.60 1980 -14.35 67.65 36.84 22 7 11 -0.54
0.39 1,876 22 3,225 34.03 34.20 3.00 2000 -12.85 80.75 37.64 36 4 89 -0.59
0.33 351 92 433 34.39 28.05 2.55 2020 0.00 142.20 0.00 0 0 0 0.00
0.28 356 1 249 34.13 22.40 2.25 2040 0.00 434.55 - 0 0 0 -
0.24 967 -37 382 34.17 18.00 2.00 2060 0.00 453.80 - 0 0 0 -
0.20 743 24 616 34.59 14.00 1.25 2080 -66.45 138.30 38.08 3 1 4 -0.77
0.16 231 231 504 34.79 11.00 11.00 2100 158.00 158.00 41.31 1 0 0 -0.79
0.13 724 94 461 34.98 8.90 0.55 2120 0.00 512.15 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2140 0.00 0.00 0.00 0 0 0 0.00
0.09 266 43 625 36.04 5.60 0.45 2160 0.00 551.35 - 0 0 0 -
14,181 10,860
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.