CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:24 AM IST
CDSL 26DEC2024 1500 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 1946.95 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 1930.35 | 378 | 0.00 | 0.00 | 0 | 7 | 0 | |||
10 Dec | 1908.90 | 378 | -22.00 | - | 9 | 6 | 26 | |||
9 Dec | 1904.95 | 400 | 12.00 | - | 10 | 1 | 19 | |||
6 Dec | 1883.80 | 388 | 22.00 | 33.18 | 39 | -23 | 18 | |||
5 Dec | 1855.95 | 366 | 137.00 | 37.88 | 22 | 0 | 40 | |||
4 Dec | 1718.60 | 229 | 42.10 | - | 47 | -22 | 62 | |||
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3 Dec | 1663.90 | 186.9 | -21.00 | 42.84 | 45 | 42 | 83 | |||
2 Dec | 1665.05 | 207.9 | 33.90 | 58.15 | 5 | 3 | 40 | |||
29 Nov | 1639.45 | 174 | 41.92 | 41 | 34 | 34 |
For Central Depo Ser (I) Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is 0.00
Historical price for 1500 CE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 378, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 378, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 378, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 26
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 400, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 388, which was 22.00 higher than the previous day. The implied volatity was 33.18, the open interest changed by -23 which decreased total open position to 18
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 366, which was 137.00 higher than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 40
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 229, which was 42.10 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 62
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 186.9, which was -21.00 lower than the previous day. The implied volatity was 42.84, the open interest changed by 42 which increased total open position to 83
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 207.9, which was 33.90 higher than the previous day. The implied volatity was 58.15, the open interest changed by 3 which increased total open position to 40
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 174, which was lower than the previous day. The implied volatity was 41.92, the open interest changed by 34 which increased total open position to 34
CDSL 26DEC2024 1500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 1946.95 | 0.6 | -0.55 | - | 11 | -1 | 333 |
11 Dec | 1930.35 | 1.15 | 0.00 | - | 27 | -3 | 330 |
10 Dec | 1908.90 | 1.15 | -0.45 | - | 20 | 4 | 333 |
9 Dec | 1904.95 | 1.6 | 0.40 | - | 207 | -32 | 390 |
6 Dec | 1883.80 | 1.2 | -1.30 | 47.08 | 714 | -216 | 441 |
5 Dec | 1855.95 | 2.5 | -1.50 | 49.49 | 1,783 | -126 | 658 |
4 Dec | 1718.60 | 4 | -8.45 | 38.92 | 1,015 | -9 | 784 |
3 Dec | 1663.90 | 12.45 | -1.75 | 41.72 | 739 | 37 | 793 |
2 Dec | 1665.05 | 14.2 | -2.45 | 43.21 | 1,799 | 669 | 759 |
29 Nov | 1639.45 | 16.65 | 39.91 | 175 | 86 | 86 |
For Central Depo Ser (I) Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 333
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 330
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 333
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 1.6, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 390
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 47.08, the open interest changed by -216 which decreased total open position to 441
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 2.5, which was -1.50 lower than the previous day. The implied volatity was 49.49, the open interest changed by -126 which decreased total open position to 658
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 4, which was -8.45 lower than the previous day. The implied volatity was 38.92, the open interest changed by -9 which decreased total open position to 784
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 12.45, which was -1.75 lower than the previous day. The implied volatity was 41.72, the open interest changed by 37 which increased total open position to 793
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 14.2, which was -2.45 lower than the previous day. The implied volatity was 43.21, the open interest changed by 669 which increased total open position to 759
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 16.65, which was lower than the previous day. The implied volatity was 39.91, the open interest changed by 86 which increased total open position to 86