CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:14 AM IST
| CDSL 26DEC2024 1720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.82
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1942.05 | 245 | 40.45 | 60.28 | 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 | |||
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| 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 0.87
Historical price for 1720 CE is as follows
On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 245, which was 40.45 higher than the previous day. The implied volatity was 60.28, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.45
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1942.05 | 4.2 | -0.80 | 41.75 | 41 | 3 | 169 |
| 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 1942.05. The strike last trading price was 4.2, which was -0.80 lower than the previous day. The implied volatity was 41.75, the open interest changed by 3 which increased total open position to 169
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
