CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:04 PM IST
| CDSL 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.78
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1936.50 | 130 | -0.50 | 29.65 | 17 | -1 | 111 | |||
| 11 Dec | 1930.35 | 130.5 | 12.75 | 32.20 | 36 | 2 | 113 | |||
| 10 Dec | 1908.90 | 117.75 | 6.90 | 39.08 | 39 | -12 | 111 | |||
| 9 Dec | 1904.95 | 110.85 | 5.60 | 32.29 | 104 | -46 | 124 | |||
| 6 Dec | 1883.80 | 105.25 | 11.00 | 37.45 | 428 | -81 | 170 | |||
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| 5 Dec | 1855.95 | 94.25 | 66.10 | 38.73 | 6,517 | 120 | 257 | |||
| 4 Dec | 1718.60 | 28.15 | 11.85 | 34.55 | 298 | 132 | 137 | |||
| 3 Dec | 1663.90 | 16.3 | 16.30 | 37.03 | 17 | 4 | 4 | |||
| 2 Dec | 1665.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1639.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Central Depo Ser (I) Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.88
Historical price for 1820 CE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 130, which was -0.50 lower than the previous day. The implied volatity was 29.65, the open interest changed by -1 which decreased total open position to 111
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 130.5, which was 12.75 higher than the previous day. The implied volatity was 32.20, the open interest changed by 2 which increased total open position to 113
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 117.75, which was 6.90 higher than the previous day. The implied volatity was 39.08, the open interest changed by -12 which decreased total open position to 111
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 110.85, which was 5.60 higher than the previous day. The implied volatity was 32.29, the open interest changed by -46 which decreased total open position to 124
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 105.25, which was 11.00 higher than the previous day. The implied volatity was 37.45, the open interest changed by -81 which decreased total open position to 170
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 94.25, which was 66.10 higher than the previous day. The implied volatity was 38.73, the open interest changed by 120 which increased total open position to 257
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 28.15, which was 11.85 higher than the previous day. The implied volatity was 34.55, the open interest changed by 132 which increased total open position to 137
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 16.3, which was 16.30 higher than the previous day. The implied volatity was 37.03, the open interest changed by 4 which increased total open position to 4
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 0, 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 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 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.97
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1936.50 | 13.3 | -2.45 | 36.60 | 788 | -308 | 304 |
| 11 Dec | 1930.35 | 15.75 | -8.25 | 37.42 | 793 | 259 | 613 |
| 10 Dec | 1908.90 | 24 | -2.85 | 38.08 | 444 | 14 | 353 |
| 9 Dec | 1904.95 | 26.85 | -8.75 | 39.18 | 619 | 21 | 359 |
| 6 Dec | 1883.80 | 35.6 | -11.80 | 37.48 | 701 | 95 | 336 |
| 5 Dec | 1855.95 | 47.4 | -186.85 | 39.08 | 1,656 | 243 | 243 |
| 4 Dec | 1718.60 | 234.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 234.25 | 234.25 | - | 0 | 0 | 0 |
| 2 Dec | 1665.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1639.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -0.17
Historical price for 1820 PE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 13.3, which was -2.45 lower than the previous day. The implied volatity was 36.60, the open interest changed by -308 which decreased total open position to 304
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 15.75, which was -8.25 lower than the previous day. The implied volatity was 37.42, the open interest changed by 259 which increased total open position to 613
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 24, which was -2.85 lower than the previous day. The implied volatity was 38.08, the open interest changed by 14 which increased total open position to 353
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 26.85, which was -8.75 lower than the previous day. The implied volatity was 39.18, the open interest changed by 21 which increased total open position to 359
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 35.6, which was -11.80 lower than the previous day. The implied volatity was 37.48, the open interest changed by 95 which increased total open position to 336
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 47.4, which was -186.85 lower than the previous day. The implied volatity was 39.08, the open interest changed by 243 which increased total open position to 243
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 234.25, 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 234.25, which was 234.25 higher 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 0, 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 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
