`
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd

1937.4 7.05 (0.37%)

Back to Option Chain


Historical option data for CDSL

12 Dec 2024 11:54 AM IST
CDSL 26DEC2024 1720 CE
Delta: 0.84
Vega: 0.92
Theta: -2.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 245 40.45 66.33 5 0 128
11 Dec 1930.35 204.55 33.90 - 8 -3 129
10 Dec 1908.90 170.65 -28.05 - 4 -1 132
9 Dec 1904.95 198.7 19.85 37.25 20 0 133
6 Dec 1883.80 178.85 15.95 35.69 22 -7 134
5 Dec 1855.95 162.9 94.35 37.86 1,300 -191 143
4 Dec 1718.60 68.55 26.55 34.66 1,683 145 335
3 Dec 1663.90 42 -5.55 36.72 369 19 191
2 Dec 1665.05 47.55 8.85 38.44 684 110 170
29 Nov 1639.45 38.7 36.07 306 59 59


For Central Depo Ser (I) Ltd - strike price 1720 expiring on 26DEC2024

Delta for 1720 CE is 0.84

Historical price for 1720 CE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 245, which was 40.45 higher than the previous day. The implied volatity was 66.33, the open interest changed by 0 which decreased total open position to 128


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 204.55, which was 33.90 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 129


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 170.65, which was -28.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 132


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 198.7, which was 19.85 higher than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 133


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 178.85, which was 15.95 higher than the previous day. The implied volatity was 35.69, the open interest changed by -7 which decreased total open position to 134


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 162.9, which was 94.35 higher than the previous day. The implied volatity was 37.86, the open interest changed by -191 which decreased total open position to 143


On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 68.55, which was 26.55 higher than the previous day. The implied volatity was 34.66, the open interest changed by 145 which increased total open position to 335


On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 42, which was -5.55 lower than the previous day. The implied volatity was 36.72, the open interest changed by 19 which increased total open position to 191


On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 47.55, which was 8.85 higher than the previous day. The implied volatity was 38.44, the open interest changed by 110 which increased total open position to 170


On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 38.7, which was lower than the previous day. The implied volatity was 36.07, the open interest changed by 59 which increased total open position to 59


CDSL 26DEC2024 1720 PE
Delta: -0.06
Vega: 0.45
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 4.1 -0.90 40.83 77 -6 160
11 Dec 1930.35 5 -2.40 41.10 86 -11 166
10 Dec 1908.90 7.4 -1.80 40.08 209 12 177
9 Dec 1904.95 9.2 -3.40 41.41 253 -30 165
6 Dec 1883.80 12.6 -6.20 38.80 336 -12 195
5 Dec 1855.95 18.8 -31.85 40.26 1,002 147 196
4 Dec 1718.60 50.65 -29.25 35.55 81 46 47
3 Dec 1663.90 79.9 0.00 0.00 0 1 0
2 Dec 1665.05 79.9 -76.65 32.81 1 0 0
29 Nov 1639.45 156.55 - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1720 expiring on 26DEC2024

Delta for 1720 PE is -0.06

Historical price for 1720 PE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 40.83, the open interest changed by -6 which decreased total open position to 160


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 5, which was -2.40 lower than the previous day. The implied volatity was 41.10, the open interest changed by -11 which decreased total open position to 166


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 7.4, which was -1.80 lower than the previous day. The implied volatity was 40.08, the open interest changed by 12 which increased total open position to 177


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 9.2, which was -3.40 lower than the previous day. The implied volatity was 41.41, the open interest changed by -30 which decreased total open position to 165


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 12.6, which was -6.20 lower than the previous day. The implied volatity was 38.80, the open interest changed by -12 which decreased total open position to 195


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 18.8, which was -31.85 lower than the previous day. The implied volatity was 40.26, the open interest changed by 147 which increased total open position to 196


On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 50.65, which was -29.25 lower than the previous day. The implied volatity was 35.55, the open interest changed by 46 which increased total open position to 47


On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 79.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 79.9, which was -76.65 lower than the previous day. The implied volatity was 32.81, the open interest changed by 0 which decreased total open position to 0


On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 156.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0