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

1948.4 18.05 (0.94%)

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Historical option data for CDSL

12 Dec 2024 10:04 AM IST
CDSL 26DEC2024 1620 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1949.55 254.65 0.00 0.00 0 0 0
11 Dec 1930.35 254.65 0.00 0.00 0 0 0
10 Dec 1908.90 254.65 0.00 0.00 0 0 0
9 Dec 1904.95 254.65 0.00 0.00 0 2 0
6 Dec 1883.80 254.65 12.40 - 3 0 12
5 Dec 1855.95 242.25 122.25 - 3 -2 12
4 Dec 1718.60 120 22.80 16.89 32 -3 31
3 Dec 1663.90 97.2 0.00 0.00 0 9 0
2 Dec 1665.05 97.2 14.60 38.38 52 8 33
29 Nov 1639.45 82.6 35.73 104 26 26


For Central Depo Ser (I) Ltd - strike price 1620 expiring on 26DEC2024

Delta for 1620 CE is 0.00

Historical price for 1620 CE is as follows

On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 254.65, 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 254.65, 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 10 Dec CDSL was trading at 1908.90. The strike last trading price was 254.65, 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 9 Dec CDSL was trading at 1904.95. The strike last trading price was 254.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 254.65, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 242.25, which was 122.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12


On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 120, which was 22.80 higher than the previous day. The implied volatity was 16.89, the open interest changed by -3 which decreased total open position to 31


On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 97.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 97.2, which was 14.60 higher than the previous day. The implied volatity was 38.38, the open interest changed by 8 which increased total open position to 33


On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 82.6, which was lower than the previous day. The implied volatity was 35.73, the open interest changed by 26 which increased total open position to 26


CDSL 26DEC2024 1620 PE
Delta: -0.03
Vega: 0.23
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1949.55 2 -0.30 50.90 3 0 108
11 Dec 1930.35 2.3 -0.85 48.65 28 23 111
10 Dec 1908.90 3.15 0.05 47.04 83 7 88
9 Dec 1904.95 3.1 -1.20 45.26 33 -23 82
6 Dec 1883.80 4.3 -2.80 42.04 306 -45 103
5 Dec 1855.95 7.1 -9.60 43.41 681 42 149
4 Dec 1718.60 16.7 -23.60 35.27 182 67 105
3 Dec 1663.90 40.3 -1.05 38.91 62 -6 39
2 Dec 1665.05 41.35 -8.65 39.54 73 24 42
29 Nov 1639.45 50 37.67 59 16 16


For Central Depo Ser (I) Ltd - strike price 1620 expiring on 26DEC2024

Delta for 1620 PE is -0.03

Historical price for 1620 PE is as follows

On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 50.90, the open interest changed by 0 which decreased total open position to 108


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 48.65, the open interest changed by 23 which increased total open position to 111


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 3.15, which was 0.05 higher than the previous day. The implied volatity was 47.04, the open interest changed by 7 which increased total open position to 88


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 3.1, which was -1.20 lower than the previous day. The implied volatity was 45.26, the open interest changed by -23 which decreased total open position to 82


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 4.3, which was -2.80 lower than the previous day. The implied volatity was 42.04, the open interest changed by -45 which decreased total open position to 103


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 7.1, which was -9.60 lower than the previous day. The implied volatity was 43.41, the open interest changed by 42 which increased total open position to 149


On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 16.7, which was -23.60 lower than the previous day. The implied volatity was 35.27, the open interest changed by 67 which increased total open position to 105


On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 40.3, which was -1.05 lower than the previous day. The implied volatity was 38.91, the open interest changed by -6 which decreased total open position to 39


On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 41.35, which was -8.65 lower than the previous day. The implied volatity was 39.54, the open interest changed by 24 which increased total open position to 42


On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 50, which was lower than the previous day. The implied volatity was 37.67, the open interest changed by 16 which increased total open position to 16