CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:14 AM IST
| CDSL 26DEC2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.22
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1942.05 | 290 | 36.55 | 42.31 | 2 | 0 | 189 | |||
| 11 Dec | 1930.35 | 253.45 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 10 Dec | 1908.90 | 253.45 | 0.95 | 36.53 | 10 | -6 | 191 | |||
| 9 Dec | 1904.95 | 252.5 | 20.50 | 27.99 | 13 | -4 | 198 | |||
| 6 Dec | 1883.80 | 232 | 17.50 | 34.35 | 30 | 1 | 212 | |||
| 5 Dec | 1855.95 | 214.5 | 109.50 | 38.84 | 171 | 19 | 211 | |||
| 4 Dec | 1718.60 | 105 | 34.85 | 34.09 | 536 | -121 | 197 | |||
| 3 Dec | 1663.90 | 70.15 | -4.85 | 37.79 | 856 | 5 | 317 | |||
| 2 Dec | 1665.05 | 75 | 10.55 | 38.74 | 2,308 | 120 | 315 | |||
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| 29 Nov | 1639.45 | 64.45 | 37.15 | 988 | 193 | 193 | ||||
For Central Depo Ser (I) Ltd - strike price 1660 expiring on 26DEC2024
Delta for 1660 CE is 0.98
Historical price for 1660 CE is as follows
On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 290, which was 36.55 higher than the previous day. The implied volatity was 42.31, the open interest changed by 0 which decreased total open position to 189
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 253.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 253.45, which was 0.95 higher than the previous day. The implied volatity was 36.53, the open interest changed by -6 which decreased total open position to 191
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 252.5, which was 20.50 higher than the previous day. The implied volatity was 27.99, the open interest changed by -4 which decreased total open position to 198
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 232, which was 17.50 higher than the previous day. The implied volatity was 34.35, the open interest changed by 1 which increased total open position to 212
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 214.5, which was 109.50 higher than the previous day. The implied volatity was 38.84, the open interest changed by 19 which increased total open position to 211
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 105, which was 34.85 higher than the previous day. The implied volatity was 34.09, the open interest changed by -121 which decreased total open position to 197
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 70.15, which was -4.85 lower than the previous day. The implied volatity was 37.79, the open interest changed by 5 which increased total open position to 317
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 75, which was 10.55 higher than the previous day. The implied volatity was 38.74, the open interest changed by 120 which increased total open position to 315
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 64.45, which was lower than the previous day. The implied volatity was 37.15, the open interest changed by 193 which increased total open position to 193
| CDSL 26DEC2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.33
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1942.05 | 3 | 0.05 | 47.63 | 23 | -7 | 251 |
| 11 Dec | 1930.35 | 2.95 | -1.00 | 45.15 | 78 | -5 | 258 |
| 10 Dec | 1908.90 | 3.95 | -1.00 | 43.04 | 334 | -5 | 263 |
| 9 Dec | 1904.95 | 4.95 | -1.55 | 43.94 | 367 | -67 | 268 |
| 6 Dec | 1883.80 | 6.5 | -4.05 | 40.43 | 524 | 8 | 340 |
| 5 Dec | 1855.95 | 10.55 | -16.30 | 42.05 | 1,617 | -17 | 337 |
| 4 Dec | 1718.60 | 26.85 | -29.40 | 35.07 | 553 | 105 | 350 |
| 3 Dec | 1663.90 | 56.25 | -0.75 | 38.11 | 472 | 85 | 247 |
| 2 Dec | 1665.05 | 57 | -12.25 | 38.66 | 491 | 131 | 158 |
| 29 Nov | 1639.45 | 69.25 | 37.73 | 52 | 25 | 25 | |
For Central Depo Ser (I) Ltd - strike price 1660 expiring on 26DEC2024
Delta for 1660 PE is -0.04
Historical price for 1660 PE is as follows
On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 47.63, the open interest changed by -7 which decreased total open position to 251
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 2.95, which was -1.00 lower than the previous day. The implied volatity was 45.15, the open interest changed by -5 which decreased total open position to 258
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 3.95, which was -1.00 lower than the previous day. The implied volatity was 43.04, the open interest changed by -5 which decreased total open position to 263
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 4.95, which was -1.55 lower than the previous day. The implied volatity was 43.94, the open interest changed by -67 which decreased total open position to 268
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 6.5, which was -4.05 lower than the previous day. The implied volatity was 40.43, the open interest changed by 8 which increased total open position to 340
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 10.55, which was -16.30 lower than the previous day. The implied volatity was 42.05, the open interest changed by -17 which decreased total open position to 337
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 26.85, which was -29.40 lower than the previous day. The implied volatity was 35.07, the open interest changed by 105 which increased total open position to 350
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 56.25, which was -0.75 lower than the previous day. The implied volatity was 38.11, the open interest changed by 85 which increased total open position to 247
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 57, which was -12.25 lower than the previous day. The implied volatity was 38.66, the open interest changed by 131 which increased total open position to 158
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 69.25, which was lower than the previous day. The implied volatity was 37.73, the open interest changed by 25 which increased total open position to 25
