CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:04 PM IST
| CDSL 26DEC2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.92
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1936.50 | 178 | 16.05 | 46.57 | 2 | 0 | 90 | |||
| 11 Dec | 1930.35 | 161.95 | 12.30 | 26.19 | 7 | -2 | 90 | |||
| 10 Dec | 1908.90 | 149.65 | 0.35 | 40.70 | 34 | -5 | 95 | |||
| 9 Dec | 1904.95 | 149.3 | 23.30 | 38.85 | 47 | -33 | 100 | |||
| 6 Dec | 1883.80 | 126 | 7.75 | 32.11 | 76 | -17 | 135 | |||
| 5 Dec | 1855.95 | 118.25 | 76.45 | 37.84 | 4,329 | 12 | 153 | |||
| 4 Dec | 1718.60 | 41.8 | 17.85 | 34.73 | 262 | 58 | 130 | |||
| 3 Dec | 1663.90 | 23.95 | -2.45 | 36.65 | 103 | 39 | 73 | |||
| 2 Dec | 1665.05 | 26.4 | 26.40 | 36.93 | 53 | 33 | 33 | |||
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| 29 Nov | 1639.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Central Depo Ser (I) Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.84
Historical price for 1780 CE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 178, which was 16.05 higher than the previous day. The implied volatity was 46.57, the open interest changed by 0 which decreased total open position to 90
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 161.95, which was 12.30 higher than the previous day. The implied volatity was 26.19, the open interest changed by -2 which decreased total open position to 90
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 149.65, which was 0.35 higher than the previous day. The implied volatity was 40.70, the open interest changed by -5 which decreased total open position to 95
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 149.3, which was 23.30 higher than the previous day. The implied volatity was 38.85, the open interest changed by -33 which decreased total open position to 100
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 126, which was 7.75 higher than the previous day. The implied volatity was 32.11, the open interest changed by -17 which decreased total open position to 135
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 118.25, which was 76.45 higher than the previous day. The implied volatity was 37.84, the open interest changed by 12 which increased total open position to 153
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 41.8, which was 17.85 higher than the previous day. The implied volatity was 34.73, the open interest changed by 58 which increased total open position to 130
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 23.95, which was -2.45 lower than the previous day. The implied volatity was 36.65, the open interest changed by 39 which increased total open position to 73
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 26.4, which was 26.40 higher than the previous day. The implied volatity was 36.93, the open interest changed by 33 which increased total open position to 33
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CDSL 26DEC2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.73
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1936.50 | 8.25 | -1.75 | 38.07 | 378 | -79 | 366 |
| 11 Dec | 1930.35 | 10 | -5.20 | 38.75 | 396 | 18 | 446 |
| 10 Dec | 1908.90 | 15.2 | -2.85 | 38.64 | 452 | 54 | 426 |
| 9 Dec | 1904.95 | 18.05 | -6.20 | 40.18 | 814 | 103 | 373 |
| 6 Dec | 1883.80 | 24.25 | -9.25 | 38.05 | 620 | 28 | 276 |
| 5 Dec | 1855.95 | 33.5 | -49.55 | 39.47 | 2,250 | 237 | 249 |
| 4 Dec | 1718.60 | 83.05 | -48.90 | 35.51 | 18 | 2 | 6 |
| 3 Dec | 1663.90 | 131.95 | 0.45 | 38.53 | 4 | 2 | 4 |
| 2 Dec | 1665.05 | 131.5 | 131.50 | 39.75 | 6 | 4 | 4 |
| 29 Nov | 1639.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -0.11
Historical price for 1780 PE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 8.25, which was -1.75 lower than the previous day. The implied volatity was 38.07, the open interest changed by -79 which decreased total open position to 366
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 10, which was -5.20 lower than the previous day. The implied volatity was 38.75, the open interest changed by 18 which increased total open position to 446
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 15.2, which was -2.85 lower than the previous day. The implied volatity was 38.64, the open interest changed by 54 which increased total open position to 426
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 18.05, which was -6.20 lower than the previous day. The implied volatity was 40.18, the open interest changed by 103 which increased total open position to 373
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 24.25, which was -9.25 lower than the previous day. The implied volatity was 38.05, the open interest changed by 28 which increased total open position to 276
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 33.5, which was -49.55 lower than the previous day. The implied volatity was 39.47, the open interest changed by 237 which increased total open position to 249
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 83.05, which was -48.90 lower than the previous day. The implied volatity was 35.51, the open interest changed by 2 which increased total open position to 6
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 131.95, which was 0.45 higher than the previous day. The implied volatity was 38.53, 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 131.5, which was 131.50 higher than the previous day. The implied volatity was 39.75, the open interest changed by 4 which increased total open position to 4
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
