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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (I) Ltd
1855.95 137.35 (7.99%)

Option Chain for CDSL

05 Dec 2024 04:13 PM 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 0.00 1.50 - 281 -18 142 -
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 -1.40 2.00 55.15 8 3 17 -0.02
0.00 0 0 0 0.00 175.35 0.00 1460 -0.85 2.50 54.63 31 -4 27 -0.03
- 0 0 0 - 160.95 0.00 1480 -32.45 2.20 50.92 22 15 15 -0.02
0.99 40 0 22 37.88 366.00 137.00 1500 -1.50 2.50 49.49 1,783 -126 658 -0.03
- 0 0 0 - 134.20 0.00 1520 -10.00 3.00 48.53 2 0 2 -0.03
- 0 0 0 - 121.95 0.00 1540 -3.15 3.45 47.19 509 -15 97 -0.04
- 0 0 0 - 110.45 0.00 1560 -5.20 3.20 43.93 581 -43 58 -0.04
0.00 0 1 0 0.00 131.15 0.00 1580 -5.80 4.80 44.97 611 -95 67 -0.05
0.95 250 -25 215 39.55 269.70 116.70 1600 -7.45 5.90 44.29 4,243 -13 604 -0.07
- 12 -2 3 - 242.25 122.25 1620 -9.60 7.10 43.41 681 42 149 -0.08
- 182 -12 95 - 226.00 106.00 1640 -12.00 8.55 42.57 1,046 -23 216 -0.09
0.91 211 19 171 38.84 214.50 109.50 1660 -16.30 10.55 42.05 1,617 -17 337 -0.11
0.88 318 -41 308 38.62 196.90 105.40 1680 -19.80 12.65 41.24 1,797 -43 325 -0.13
0.85 700 -384 3,570 40.40 181.85 101.95 1700 -25.10 15.40 40.68 6,997 1,379 1,768 -0.16
0.83 143 -191 1,300 37.86 162.90 94.35 1720 -31.85 18.80 40.26 1,002 147 196 -0.18
0.80 481 19 2,930 36.91 147.25 88.25 1740 -35.75 23.30 40.23 1,793 390 451 -0.22
0.76 251 47 3,466 38.33 133.00 83.35 1760 -43.10 28.00 39.82 2,110 350 364 -0.25
0.72 153 12 4,329 37.84 118.25 76.45 1780 -49.55 33.50 39.47 2,250 237 249 -0.29
0.67 1,421 63 27,026 38.43 106.00 71.05 1800 -177.80 40.00 39.26 6,382 970 970 -0.33
0.63 257 120 6,517 38.73 94.25 66.10 1820 -186.85 47.40 39.08 1,656 243 243 -0.37
0.58 557 236 11,735 38.19 82.00 58.25 1840 -193.55 57.55 39.97 2,237 336 336 -0.42
0.54 802 802 8,973 38.41 72.00 72.00 1860 66.15 66.15 39.44 1,228 190 190 -0.46
0.49 918 574 9,446 38.48 62.65 47.45 1880 -208.75 77.15 39.77 264 60 60 -0.51
0.45 563 563 9,073 38.62 55.00 55.00 1900 89.85 89.85 40.56 98 42 42 -0.55
0.40 853 310 14,872 38.80 47.55 37.55 1920 -217.00 104.85 42.23 87 15 15 -0.59
0.36 170 170 518 39.35 41.00 0.00 1940 0.00 135.20 49.48 5 0 0 -0.62
0.32 726 726 11,533 39.54 35.20 0.00 1960 0.00 139.00 46.93 50 11 11 -0.65
0.29 141 141 557 39.90 30.35 0.00 1980 0.00 144.65 41.64 46 2 2 -0.70
0.26 826 826 7,034 40.46 26.40 0.00 2000 0.00 161.00 42.58 46 15 15 -0.73
0.23 62 62 265 40.90 22.80 0.00 2020 0.00 415.35 - 0 0 0 -
0.20 114 114 518 40.72 18.90 0.00 2040 0.00 434.55 - 0 0 0 -
0.17 510 510 1,764 41.20 16.30 0.00 2060 0.00 453.80 - 0 0 0 -
10,661 7,626
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.