CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 11:44 AM IST
| CDSL 26DEC2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.38
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1935.35 | 245 | 5.70 | 41.61 | 9 | -3 | 577 | |||
| 11 Dec | 1930.35 | 239.3 | 17.85 | - | 30 | -13 | 581 | |||
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| 10 Dec | 1908.90 | 221.45 | 2.45 | 46.43 | 28 | -14 | 594 | |||
| 9 Dec | 1904.95 | 219 | 20.00 | 40.94 | 75 | -38 | 607 | |||
| 6 Dec | 1883.80 | 199 | 17.15 | 39.10 | 229 | -44 | 648 | |||
| 5 Dec | 1855.95 | 181.85 | 101.95 | 40.40 | 3,570 | -384 | 700 | |||
| 4 Dec | 1718.60 | 79.9 | 28.85 | 34.49 | 13,052 | -1,562 | 1,133 | |||
| 3 Dec | 1663.90 | 51.05 | -5.20 | 37.48 | 6,693 | 603 | 2,698 | |||
| 2 Dec | 1665.05 | 56.25 | 10.40 | 38.81 | 11,621 | 1,638 | 2,098 | |||
| 29 Nov | 1639.45 | 45.85 | 36.14 | 3,055 | 467 | 467 | ||||
For Central Depo Ser (I) Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is 0.95
Historical price for 1700 CE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 245, which was 5.70 higher than the previous day. The implied volatity was 41.61, the open interest changed by -3 which decreased total open position to 577
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 239.3, which was 17.85 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 581
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 221.45, which was 2.45 higher than the previous day. The implied volatity was 46.43, the open interest changed by -14 which decreased total open position to 594
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 219, which was 20.00 higher than the previous day. The implied volatity was 40.94, the open interest changed by -38 which decreased total open position to 607
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 199, which was 17.15 higher than the previous day. The implied volatity was 39.10, the open interest changed by -44 which decreased total open position to 648
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 181.85, which was 101.95 higher than the previous day. The implied volatity was 40.40, the open interest changed by -384 which decreased total open position to 700
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 79.9, which was 28.85 higher than the previous day. The implied volatity was 34.49, the open interest changed by -1562 which decreased total open position to 1133
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 51.05, which was -5.20 lower than the previous day. The implied volatity was 37.48, the open interest changed by 603 which increased total open position to 2698
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 56.25, which was 10.40 higher than the previous day. The implied volatity was 38.81, the open interest changed by 1638 which increased total open position to 2098
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 45.85, which was lower than the previous day. The implied volatity was 36.14, the open interest changed by 467 which increased total open position to 467
| CDSL 26DEC2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.40
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1935.35 | 3.6 | -0.65 | 42.59 | 523 | -100 | 1,660 |
| 11 Dec | 1930.35 | 4.25 | -1.60 | 42.60 | 1,253 | -145 | 1,775 |
| 10 Dec | 1908.90 | 5.85 | -1.60 | 40.79 | 1,416 | 83 | 1,921 |
| 9 Dec | 1904.95 | 7.45 | -2.45 | 42.17 | 1,127 | 55 | 1,834 |
| 6 Dec | 1883.80 | 9.9 | -5.50 | 39.03 | 3,244 | -2 | 1,771 |
| 5 Dec | 1855.95 | 15.4 | -25.10 | 40.68 | 6,997 | 1,379 | 1,768 |
| 4 Dec | 1718.60 | 40.5 | -36.35 | 34.84 | 1,089 | 211 | 393 |
| 3 Dec | 1663.90 | 76.85 | -1.15 | 37.77 | 273 | 83 | 180 |
| 2 Dec | 1665.05 | 78 | -11.60 | 38.76 | 222 | 91 | 98 |
| 29 Nov | 1639.45 | 89.6 | 36.30 | 10 | 6 | 6 | |
For Central Depo Ser (I) Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.05
Historical price for 1700 PE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 42.59, the open interest changed by -100 which decreased total open position to 1660
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 4.25, which was -1.60 lower than the previous day. The implied volatity was 42.60, the open interest changed by -145 which decreased total open position to 1775
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 5.85, which was -1.60 lower than the previous day. The implied volatity was 40.79, the open interest changed by 83 which increased total open position to 1921
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 7.45, which was -2.45 lower than the previous day. The implied volatity was 42.17, the open interest changed by 55 which increased total open position to 1834
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 9.9, which was -5.50 lower than the previous day. The implied volatity was 39.03, the open interest changed by -2 which decreased total open position to 1771
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 15.4, which was -25.10 lower than the previous day. The implied volatity was 40.68, the open interest changed by 1379 which increased total open position to 1768
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 40.5, which was -36.35 lower than the previous day. The implied volatity was 34.84, the open interest changed by 211 which increased total open position to 393
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 76.85, which was -1.15 lower than the previous day. The implied volatity was 37.77, the open interest changed by 83 which increased total open position to 180
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 78, which was -11.60 lower than the previous day. The implied volatity was 38.76, the open interest changed by 91 which increased total open position to 98
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 89.6, which was lower than the previous day. The implied volatity was 36.30, the open interest changed by 6 which increased total open position to 6
