CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:04 AM IST
| CDSL 26DEC2024 1800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.57
Theta: -1.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1949.55 | 161 | 13.55 | 30.91 | 89 | -43 | 956 | |||
| 11 Dec | 1930.35 | 147.45 | 15.40 | 32.25 | 288 | -15 | 999 | |||
| 10 Dec | 1908.90 | 132.05 | -1.45 | 38.76 | 430 | -62 | 1,014 | |||
| 9 Dec | 1904.95 | 133.5 | 20.90 | 38.53 | 1,170 | -165 | 1,078 | |||
| 6 Dec | 1883.80 | 112.6 | 6.60 | 33.25 | 2,126 | -171 | 1,241 | |||
| 5 Dec | 1855.95 | 106 | 71.05 | 38.43 | 27,026 | 63 | 1,421 | |||
| 4 Dec | 1718.60 | 34.95 | 15.30 | 34.86 | 6,051 | 125 | 1,355 | |||
|
|
||||||||||
| 3 Dec | 1663.90 | 19.65 | -4.95 | 36.72 | 1,497 | 174 | 1,231 | |||
| 2 Dec | 1665.05 | 24.6 | 6.45 | 39.01 | 3,638 | 360 | 1,061 | |||
| 29 Nov | 1639.45 | 18.15 | 35.78 | 1,531 | 679 | 679 | ||||
For Central Depo Ser (I) Ltd - strike price 1800 expiring on 26DEC2024
Delta for 1800 CE is 0.92
Historical price for 1800 CE is as follows
On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 161, which was 13.55 higher than the previous day. The implied volatity was 30.91, the open interest changed by -43 which decreased total open position to 956
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 147.45, which was 15.40 higher than the previous day. The implied volatity was 32.25, the open interest changed by -15 which decreased total open position to 999
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 132.05, which was -1.45 lower than the previous day. The implied volatity was 38.76, the open interest changed by -62 which decreased total open position to 1014
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 133.5, which was 20.90 higher than the previous day. The implied volatity was 38.53, the open interest changed by -165 which decreased total open position to 1078
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 112.6, which was 6.60 higher than the previous day. The implied volatity was 33.25, the open interest changed by -171 which decreased total open position to 1241
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 106, which was 71.05 higher than the previous day. The implied volatity was 38.43, the open interest changed by 63 which increased total open position to 1421
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 34.95, which was 15.30 higher than the previous day. The implied volatity was 34.86, the open interest changed by 125 which increased total open position to 1355
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 19.65, which was -4.95 lower than the previous day. The implied volatity was 36.72, the open interest changed by 174 which increased total open position to 1231
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 24.6, which was 6.45 higher than the previous day. The implied volatity was 39.01, the open interest changed by 360 which increased total open position to 1061
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 18.15, which was lower than the previous day. The implied volatity was 35.78, the open interest changed by 679 which increased total open position to 679
| CDSL 26DEC2024 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.77
Theta: -0.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1949.55 | 8.8 | -3.80 | 37.59 | 640 | 35 | 1,220 |
| 11 Dec | 1930.35 | 12.6 | -6.40 | 38.10 | 1,578 | -5 | 1,185 |
| 10 Dec | 1908.90 | 19 | -3.05 | 38.18 | 2,072 | -130 | 1,187 |
| 9 Dec | 1904.95 | 22.05 | -7.40 | 39.64 | 2,210 | 81 | 1,316 |
| 6 Dec | 1883.80 | 29.45 | -10.55 | 37.72 | 2,719 | 251 | 1,233 |
| 5 Dec | 1855.95 | 40 | -177.80 | 39.26 | 6,382 | 970 | 970 |
| 4 Dec | 1718.60 | 217.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 217.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1665.05 | 217.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1639.45 | 217.8 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1800 expiring on 26DEC2024
Delta for 1800 PE is -0.12
Historical price for 1800 PE is as follows
On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 8.8, which was -3.80 lower than the previous day. The implied volatity was 37.59, the open interest changed by 35 which increased total open position to 1220
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 12.6, which was -6.40 lower than the previous day. The implied volatity was 38.10, the open interest changed by -5 which decreased total open position to 1185
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 19, which was -3.05 lower than the previous day. The implied volatity was 38.18, the open interest changed by -130 which decreased total open position to 1187
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 22.05, which was -7.40 lower than the previous day. The implied volatity was 39.64, the open interest changed by 81 which increased total open position to 1316
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 29.45, which was -10.55 lower than the previous day. The implied volatity was 37.72, the open interest changed by 251 which increased total open position to 1233
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 40, which was -177.80 lower than the previous day. The implied volatity was 39.26, the open interest changed by 970 which increased total open position to 970
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 217.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 217.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 217.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 217.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
