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[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd

1938.9 8.55 (0.44%)

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Historical option data for CDSL

12 Dec 2024 11:54 AM IST
CDSL 26DEC2024 1500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 378 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
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 1936.90. 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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 0.9 -0.25 - 113 0 334
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 1936.90. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334


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