CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 11:44 AM IST
| CDSL 26DEC2024 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1935.35 | 180 | 4.50 | - | 1 | 0 | 208 | |||
| 11 Dec | 1930.35 | 175.5 | 12.45 | - | 9 | -7 | 208 | |||
| 10 Dec | 1908.90 | 163.05 | -2.95 | 37.76 | 13 | -7 | 217 | |||
| 9 Dec | 1904.95 | 166 | 19.00 | 39.40 | 67 | -20 | 238 | |||
| 6 Dec | 1883.80 | 147 | 14.00 | 36.60 | 80 | 7 | 257 | |||
| 5 Dec | 1855.95 | 133 | 83.35 | 38.33 | 3,466 | 47 | 251 | |||
| 4 Dec | 1718.60 | 49.65 | 21.05 | 34.62 | 741 | 66 | 187 | |||
| 3 Dec | 1663.90 | 28.6 | -4.40 | 36.32 | 256 | 26 | 118 | |||
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| 2 Dec | 1665.05 | 33 | 6.80 | 37.72 | 324 | 79 | 95 | |||
| 29 Nov | 1639.45 | 26.2 | 35.45 | 27 | 15 | 15 | ||||
For Central Depo Ser (I) Ltd - strike price 1760 expiring on 26DEC2024
Delta for 1760 CE is -
Historical price for 1760 CE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 180, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 208
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 175.5, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 208
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 163.05, which was -2.95 lower than the previous day. The implied volatity was 37.76, the open interest changed by -7 which decreased total open position to 217
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 166, which was 19.00 higher than the previous day. The implied volatity was 39.40, the open interest changed by -20 which decreased total open position to 238
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 147, which was 14.00 higher than the previous day. The implied volatity was 36.60, the open interest changed by 7 which increased total open position to 257
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 133, which was 83.35 higher than the previous day. The implied volatity was 38.33, the open interest changed by 47 which increased total open position to 251
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 49.65, which was 21.05 higher than the previous day. The implied volatity was 34.62, the open interest changed by 66 which increased total open position to 187
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 28.6, which was -4.40 lower than the previous day. The implied volatity was 36.32, the open interest changed by 26 which increased total open position to 118
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 33, which was 6.80 higher than the previous day. The implied volatity was 37.72, the open interest changed by 79 which increased total open position to 95
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 26.2, which was lower than the previous day. The implied volatity was 35.45, the open interest changed by 15 which increased total open position to 15
| CDSL 26DEC2024 1760 PE | |||||||
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Delta: -0.09
Vega: 0.63
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1935.35 | 6.6 | -1.45 | 38.95 | 275 | -47 | 366 |
| 11 Dec | 1930.35 | 8.05 | -4.20 | 39.65 | 487 | -87 | 412 |
| 10 Dec | 1908.90 | 12.25 | -2.20 | 39.32 | 485 | 52 | 511 |
| 9 Dec | 1904.95 | 14.45 | -5.05 | 40.50 | 654 | 81 | 462 |
| 6 Dec | 1883.80 | 19.5 | -8.50 | 38.14 | 868 | 17 | 381 |
| 5 Dec | 1855.95 | 28 | -43.10 | 39.82 | 2,110 | 350 | 364 |
| 4 Dec | 1718.60 | 71.1 | -47.90 | 35.67 | 22 | 12 | 14 |
| 3 Dec | 1663.90 | 119 | 12.15 | 39.98 | 4 | 2 | 4 |
| 2 Dec | 1665.05 | 106.85 | -79.35 | 32.73 | 3 | 2 | 2 |
| 29 Nov | 1639.45 | 186.2 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1760 expiring on 26DEC2024
Delta for 1760 PE is -0.09
Historical price for 1760 PE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 6.6, which was -1.45 lower than the previous day. The implied volatity was 38.95, the open interest changed by -47 which decreased total open position to 366
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 8.05, which was -4.20 lower than the previous day. The implied volatity was 39.65, the open interest changed by -87 which decreased total open position to 412
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 12.25, which was -2.20 lower than the previous day. The implied volatity was 39.32, the open interest changed by 52 which increased total open position to 511
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 14.45, which was -5.05 lower than the previous day. The implied volatity was 40.50, the open interest changed by 81 which increased total open position to 462
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 19.5, which was -8.50 lower than the previous day. The implied volatity was 38.14, the open interest changed by 17 which increased total open position to 381
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 28, which was -43.10 lower than the previous day. The implied volatity was 39.82, the open interest changed by 350 which increased total open position to 364
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 71.1, which was -47.90 lower than the previous day. The implied volatity was 35.67, the open interest changed by 12 which increased total open position to 14
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 119, which was 12.15 higher than the previous day. The implied volatity was 39.98, the open interest changed by 2 which increased total open position to 4
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 106.85, which was -79.35 lower than the previous day. The implied volatity was 32.73, the open interest changed by 2 which increased total open position to 2
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 186.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
