CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:24 AM IST
| CDSL 26DEC2024 1680 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 | 1946.95 | 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 | |||
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| 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 1946.95. 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.33
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1946.95 | 2.9 | -1.00 | 44.97 | 28 | -4 | 254 |
| 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 1946.95. The strike last trading price was 2.9, which was -1.00 lower than the previous day. The implied volatity was 44.97, the open interest changed by -4 which decreased total open position to 254
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
