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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1945.45 15.10 (0.78%)

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Historical option data for CDSL

12 Dec 2024 10:34 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CDSL 26DEC2024 1680 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1945.45 228.2 0.00 0.00 0 -2 0
11 Dec 1930.35 228.2 -5.80 - 2 -1 285
10 Dec 1908.90 234 -2.00 35.47 9 -2 286
9 Dec 1904.95 236 22.45 38.52 14 -10 288
6 Dec 1883.80 213.55 16.65 34.53 35 -17 299
5 Dec 1855.95 196.9 105.40 38.62 308 -41 318
4 Dec 1718.60 91.5 31.35 34.02 1,841 -152 362
3 Dec 1663.90 60.15 -5.40 37.66 1,359 129 515
2 Dec 1665.05 65.55 10.60 39.00 1,766 315 385
29 Nov 1639.45 54.95 36.80 298 70 70

For Central Depo Ser (I) Ltd - strike price 1680 expiring on 26DEC2024

Delta for 1680 CE is 0.00

Historical price for 1680 CE is as follows

On 12 Dec CDSL was trading at 1945.45. The strike last trading price was 228.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 228.2, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 285


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 234, which was -2.00 lower than the previous day. The implied volatity was 35.47, the open interest changed by -2 which decreased total open position to 286


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 236, which was 22.45 higher than the previous day. The implied volatity was 38.52, the open interest changed by -10 which decreased total open position to 288


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 213.55, which was 16.65 higher than the previous day. The implied volatity was 34.53, the open interest changed by -17 which decreased total open position to 299


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 196.9, which was 105.40 higher than the previous day. The implied volatity was 38.62, the open interest changed by -41 which decreased total open position to 318


On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 91.5, which was 31.35 higher than the previous day. The implied volatity was 34.02, the open interest changed by -152 which decreased total open position to 362


On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 60.15, which was -5.40 lower than the previous day. The implied volatity was 37.66, the open interest changed by 129 which increased total open position to 515


On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 65.55, which was 10.60 higher than the previous day. The implied volatity was 39.00, the open interest changed by 315 which increased total open position to 385


On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 54.95, which was lower than the previous day. The implied volatity was 36.80, the open interest changed by 70 which increased total open position to 70


CDSL 26DEC2024 1680 PE
Delta: -0.04
Vega: 0.34
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1945.45 3 -0.90 45.23 40 -7 251
11 Dec 1930.35 3.9 -0.90 44.77 208 -64 258
10 Dec 1908.90 4.8 -1.45 41.90 112 22 321
9 Dec 1904.95 6.25 -1.85 43.35 127 -14 300
6 Dec 1883.80 8.1 -4.55 39.81 548 -7 314
5 Dec 1855.95 12.65 -19.80 41.24 1,797 -43 325
4 Dec 1718.60 32.45 -33.85 34.39 703 197 369
3 Dec 1663.90 66.3 -0.75 38.08 296 90 171
2 Dec 1665.05 67.05 -12.60 38.72 249 72 79
29 Nov 1639.45 79.65 37.41 22 6 6

For Central Depo Ser (I) Ltd - strike price 1680 expiring on 26DEC2024

Delta for 1680 PE is -0.04

Historical price for 1680 PE is as follows

On 12 Dec CDSL was trading at 1945.45. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 45.23, 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 3.9, which was -0.90 lower than the previous day. The implied volatity was 44.77, the open interest changed by -64 which decreased total open position to 258


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 4.8, which was -1.45 lower than the previous day. The implied volatity was 41.90, the open interest changed by 22 which increased total open position to 321


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 6.25, which was -1.85 lower than the previous day. The implied volatity was 43.35, the open interest changed by -14 which decreased total open position to 300


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 8.1, which was -4.55 lower than the previous day. The implied volatity was 39.81, the open interest changed by -7 which decreased total open position to 314


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 12.65, which was -19.80 lower than the previous day. The implied volatity was 41.24, the open interest changed by -43 which decreased total open position to 325


On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 32.45, which was -33.85 lower than the previous day. The implied volatity was 34.39, the open interest changed by 197 which increased total open position to 369


On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 66.3, which was -0.75 lower than the previous day. The implied volatity was 38.08, the open interest changed by 90 which increased total open position to 171


On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 67.05, which was -12.60 lower than the previous day. The implied volatity was 38.72, the open interest changed by 72 which increased total open position to 79


On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 79.65, which was lower than the previous day. The implied volatity was 37.41, the open interest changed by 6 which increased total open position to 6