CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:14 PM IST
| CDSL 26DEC2024 1620 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 | 1930.30 | 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 | |||
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| 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 1930.30. 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.24
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1930.30 | 2 | -0.30 | 48.59 | 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 1930.30. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 48.59, 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
