CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:04 PM IST
| CDSL 26DEC2024 1740 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 | 1936.50 | 200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1930.35 | 200 | 26.40 | 23.81 | 1 | 0 | 469 | |||
| 10 Dec | 1908.90 | 173.6 | -6.95 | 25.54 | 8 | -4 | 470 | |||
| 9 Dec | 1904.95 | 180.55 | 20.15 | 36.61 | 37 | 2 | 474 | |||
| 6 Dec | 1883.80 | 160.4 | 13.15 | 34.06 | 84 | -9 | 472 | |||
| 5 Dec | 1855.95 | 147.25 | 88.25 | 36.91 | 2,930 | 19 | 481 | |||
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| 4 Dec | 1718.60 | 59 | 23.00 | 34.78 | 1,571 | 178 | 444 | |||
| 3 Dec | 1663.90 | 36 | -4.75 | 37.27 | 410 | 3 | 266 | |||
| 2 Dec | 1665.05 | 40.75 | 8.15 | 38.65 | 764 | 201 | 262 | |||
| 29 Nov | 1639.45 | 32.6 | 36.12 | 194 | 57 | 57 | ||||
For Central Depo Ser (I) Ltd - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is 0.00
Historical price for 1740 CE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 200, which was 26.40 higher than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 469
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 173.6, which was -6.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by -4 which decreased total open position to 470
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 180.55, which was 20.15 higher than the previous day. The implied volatity was 36.61, the open interest changed by 2 which increased total open position to 474
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 160.4, which was 13.15 higher than the previous day. The implied volatity was 34.06, the open interest changed by -9 which decreased total open position to 472
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 147.25, which was 88.25 higher than the previous day. The implied volatity was 36.91, the open interest changed by 19 which increased total open position to 481
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 59, which was 23.00 higher than the previous day. The implied volatity was 34.78, the open interest changed by 178 which increased total open position to 444
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 36, which was -4.75 lower than the previous day. The implied volatity was 37.27, the open interest changed by 3 which increased total open position to 266
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 40.75, which was 8.15 higher than the previous day. The implied volatity was 38.65, the open interest changed by 201 which increased total open position to 262
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 32.6, which was lower than the previous day. The implied volatity was 36.12, the open interest changed by 57 which increased total open position to 57
| CDSL 26DEC2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.53
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1936.50 | 5.2 | -0.95 | 39.92 | 341 | 23 | 785 |
| 11 Dec | 1930.35 | 6.15 | -3.60 | 40.02 | 544 | -10 | 763 |
| 10 Dec | 1908.90 | 9.75 | -1.90 | 39.93 | 618 | 89 | 772 |
| 9 Dec | 1904.95 | 11.65 | -4.15 | 41.04 | 803 | 4 | 684 |
| 6 Dec | 1883.80 | 15.8 | -7.50 | 38.52 | 950 | 234 | 686 |
| 5 Dec | 1855.95 | 23.3 | -35.75 | 40.23 | 1,793 | 390 | 451 |
| 4 Dec | 1718.60 | 59.05 | -38.60 | 34.73 | 91 | 48 | 54 |
| 3 Dec | 1663.90 | 97.65 | 6.50 | 35.06 | 7 | 3 | 8 |
| 2 Dec | 1665.05 | 91.15 | -79.90 | 31.86 | 9 | 5 | 5 |
| 29 Nov | 1639.45 | 171.05 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.07
Historical price for 1740 PE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 5.2, which was -0.95 lower than the previous day. The implied volatity was 39.92, the open interest changed by 23 which increased total open position to 785
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 6.15, which was -3.60 lower than the previous day. The implied volatity was 40.02, the open interest changed by -10 which decreased total open position to 763
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 9.75, which was -1.90 lower than the previous day. The implied volatity was 39.93, the open interest changed by 89 which increased total open position to 772
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 11.65, which was -4.15 lower than the previous day. The implied volatity was 41.04, the open interest changed by 4 which increased total open position to 684
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 15.8, which was -7.50 lower than the previous day. The implied volatity was 38.52, the open interest changed by 234 which increased total open position to 686
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 23.3, which was -35.75 lower than the previous day. The implied volatity was 40.23, the open interest changed by 390 which increased total open position to 451
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 59.05, which was -38.60 lower than the previous day. The implied volatity was 34.73, the open interest changed by 48 which increased total open position to 54
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 97.65, which was 6.50 higher than the previous day. The implied volatity was 35.06, the open interest changed by 3 which increased total open position to 8
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 91.15, which was -79.90 lower than the previous day. The implied volatity was 31.86, the open interest changed by 5 which increased total open position to 5
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 171.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
