CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:24 AM IST
| CDSL 26DEC2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 310 | 32.00 | - | 7 | 0 | 176 | |||
| 11 Dec | 1930.35 | 278 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 1908.90 | 278 | 27.50 | 51.07 | 2 | 0 | 177 | |||
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| 9 Dec | 1904.95 | 250.5 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 6 Dec | 1883.80 | 250.5 | 24.50 | 33.11 | 7 | -2 | 180 | |||
| 5 Dec | 1855.95 | 226 | 106.00 | - | 95 | -12 | 182 | |||
| 4 Dec | 1718.60 | 120 | 39.40 | 34.99 | 272 | -33 | 196 | |||
| 3 Dec | 1663.90 | 80.6 | -5.90 | 37.57 | 327 | -5 | 229 | |||
| 2 Dec | 1665.05 | 86.5 | 12.70 | 39.09 | 1,320 | 66 | 233 | |||
| 29 Nov | 1639.45 | 73.8 | 36.88 | 1,079 | 174 | 174 | ||||
For Central Depo Ser (I) Ltd - strike price 1640 expiring on 26DEC2024
Delta for 1640 CE is -
Historical price for 1640 CE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 310, which was 32.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 278, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 278, which was 27.50 higher than the previous day. The implied volatity was 51.07, the open interest changed by 0 which decreased total open position to 177
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 250.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 250.5, which was 24.50 higher than the previous day. The implied volatity was 33.11, the open interest changed by -2 which decreased total open position to 180
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 226, which was 106.00 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 182
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 120, which was 39.40 higher than the previous day. The implied volatity was 34.99, the open interest changed by -33 which decreased total open position to 196
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 80.6, which was -5.90 lower than the previous day. The implied volatity was 37.57, the open interest changed by -5 which decreased total open position to 229
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 86.5, which was 12.70 higher than the previous day. The implied volatity was 39.09, the open interest changed by 66 which increased total open position to 233
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 73.8, which was lower than the previous day. The implied volatity was 36.88, the open interest changed by 174 which increased total open position to 174
| CDSL 26DEC2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.28
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1946.95 | 2.45 | -0.10 | 49.26 | 10 | 5 | 193 |
| 11 Dec | 1930.35 | 2.55 | -0.75 | 46.73 | 54 | 10 | 188 |
| 10 Dec | 1908.90 | 3.3 | -1.05 | 44.31 | 234 | -32 | 175 |
| 9 Dec | 1904.95 | 4.35 | -1.05 | 45.58 | 296 | 22 | 207 |
| 6 Dec | 1883.80 | 5.4 | -3.15 | 41.43 | 310 | -34 | 186 |
| 5 Dec | 1855.95 | 8.55 | -12.00 | 42.57 | 1,046 | -23 | 216 |
| 4 Dec | 1718.60 | 20.55 | -27.05 | 34.57 | 350 | 27 | 238 |
| 3 Dec | 1663.90 | 47.6 | -1.00 | 38.38 | 237 | 19 | 213 |
| 2 Dec | 1665.05 | 48.6 | -10.90 | 39.02 | 585 | 140 | 192 |
| 29 Nov | 1639.45 | 59.5 | 37.90 | 191 | 49 | 49 | |
For Central Depo Ser (I) Ltd - strike price 1640 expiring on 26DEC2024
Delta for 1640 PE is -0.03
Historical price for 1640 PE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 49.26, the open interest changed by 5 which increased total open position to 193
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 46.73, the open interest changed by 10 which increased total open position to 188
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 3.3, which was -1.05 lower than the previous day. The implied volatity was 44.31, the open interest changed by -32 which decreased total open position to 175
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 4.35, which was -1.05 lower than the previous day. The implied volatity was 45.58, the open interest changed by 22 which increased total open position to 207
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 5.4, which was -3.15 lower than the previous day. The implied volatity was 41.43, the open interest changed by -34 which decreased total open position to 186
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 8.55, which was -12.00 lower than the previous day. The implied volatity was 42.57, the open interest changed by -23 which decreased total open position to 216
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 20.55, which was -27.05 lower than the previous day. The implied volatity was 34.57, the open interest changed by 27 which increased total open position to 238
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 47.6, which was -1.00 lower than the previous day. The implied volatity was 38.38, the open interest changed by 19 which increased total open position to 213
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 48.6, which was -10.90 lower than the previous day. The implied volatity was 39.02, the open interest changed by 140 which increased total open position to 192
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 59.5, which was lower than the previous day. The implied volatity was 37.90, the open interest changed by 49 which increased total open position to 49
