CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:04 PM IST
| CDSL 26DEC2024 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1936.50 | 340 | 4.10 | - | 5 | -4 | 230 | |||
| 11 Dec | 1930.35 | 335.9 | 60.90 | - | 2 | 0 | 234 | |||
| 10 Dec | 1908.90 | 275 | -34.50 | - | 4 | 0 | 235 | |||
| 9 Dec | 1904.95 | 309.5 | 19.50 | - | 11 | -5 | 239 | |||
| 6 Dec | 1883.80 | 290 | 20.30 | 36.81 | 13 | -5 | 245 | |||
| 5 Dec | 1855.95 | 269.7 | 116.70 | 39.55 | 215 | -25 | 250 | |||
| 4 Dec | 1718.60 | 153 | 47.15 | 36.78 | 234 | 22 | 275 | |||
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| 3 Dec | 1663.90 | 105.85 | -6.90 | 38.02 | 330 | 14 | 256 | |||
| 2 Dec | 1665.05 | 112.75 | 14.00 | 40.23 | 1,325 | 72 | 241 | |||
| 29 Nov | 1639.45 | 98.75 | 38.34 | 910 | 167 | 167 | ||||
For Central Depo Ser (I) Ltd - strike price 1600 expiring on 26DEC2024
Delta for 1600 CE is -
Historical price for 1600 CE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 340, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 230
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 335.9, which was 60.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 234
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 275, which was -34.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 309.5, which was 19.50 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 239
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 290, which was 20.30 higher than the previous day. The implied volatity was 36.81, the open interest changed by -5 which decreased total open position to 245
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 269.7, which was 116.70 higher than the previous day. The implied volatity was 39.55, the open interest changed by -25 which decreased total open position to 250
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 153, which was 47.15 higher than the previous day. The implied volatity was 36.78, the open interest changed by 22 which increased total open position to 275
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 105.85, which was -6.90 lower than the previous day. The implied volatity was 38.02, the open interest changed by 14 which increased total open position to 256
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 112.75, which was 14.00 higher than the previous day. The implied volatity was 40.23, the open interest changed by 72 which increased total open position to 241
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 98.75, which was lower than the previous day. The implied volatity was 38.34, the open interest changed by 167 which increased total open position to 167
| CDSL 26DEC2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.21
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1936.50 | 1.75 | -0.25 | 50.90 | 120 | -52 | 531 |
| 11 Dec | 1930.35 | 2 | -0.55 | 50.23 | 249 | -15 | 584 |
| 10 Dec | 1908.90 | 2.55 | -0.40 | 47.68 | 186 | 23 | 594 |
| 9 Dec | 1904.95 | 2.95 | -0.75 | 47.58 | 429 | -68 | 574 |
| 6 Dec | 1883.80 | 3.7 | -2.20 | 43.38 | 868 | 42 | 643 |
| 5 Dec | 1855.95 | 5.9 | -7.45 | 44.29 | 4,243 | -13 | 604 |
| 4 Dec | 1718.60 | 13.35 | -19.50 | 35.84 | 1,217 | 56 | 620 |
| 3 Dec | 1663.90 | 32.85 | -1.50 | 38.74 | 586 | -22 | 566 |
| 2 Dec | 1665.05 | 34.35 | -8.15 | 39.65 | 1,597 | 355 | 593 |
| 29 Nov | 1639.45 | 42.5 | 38.07 | 870 | 248 | 248 | |
For Central Depo Ser (I) Ltd - strike price 1600 expiring on 26DEC2024
Delta for 1600 PE is -0.02
Historical price for 1600 PE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 50.90, the open interest changed by -52 which decreased total open position to 531
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 50.23, the open interest changed by -15 which decreased total open position to 584
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 47.68, the open interest changed by 23 which increased total open position to 594
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 2.95, which was -0.75 lower than the previous day. The implied volatity was 47.58, the open interest changed by -68 which decreased total open position to 574
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 3.7, which was -2.20 lower than the previous day. The implied volatity was 43.38, the open interest changed by 42 which increased total open position to 643
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 5.9, which was -7.45 lower than the previous day. The implied volatity was 44.29, the open interest changed by -13 which decreased total open position to 604
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 13.35, which was -19.50 lower than the previous day. The implied volatity was 35.84, the open interest changed by 56 which increased total open position to 620
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 32.85, which was -1.50 lower than the previous day. The implied volatity was 38.74, the open interest changed by -22 which decreased total open position to 566
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 34.35, which was -8.15 lower than the previous day. The implied volatity was 39.65, the open interest changed by 355 which increased total open position to 593
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was 38.07, the open interest changed by 248 which increased total open position to 248
