CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:34 AM IST
| CDSL 26DEC2024 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.92
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1945.45 | 122.65 | 6.65 | 30.92 | 90 | -6 | 296 | |||
| 11 Dec | 1930.35 | 116 | 13.00 | 33.61 | 123 | -39 | 303 | |||
| 10 Dec | 1908.90 | 103 | -2.15 | 38.38 | 227 | -15 | 340 | |||
| 9 Dec | 1904.95 | 105.15 | 17.20 | 38.52 | 588 | -111 | 356 | |||
| 6 Dec | 1883.80 | 87.95 | 5.95 | 34.52 | 2,607 | -73 | 468 | |||
| 5 Dec | 1855.95 | 82 | 58.25 | 38.19 | 11,735 | 236 | 557 | |||
| 4 Dec | 1718.60 | 23.75 | 10.20 | 34.98 | 699 | -13 | 322 | |||
| 3 Dec | 1663.90 | 13.55 | -2.25 | 37.41 | 541 | 100 | 331 | |||
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| 2 Dec | 1665.05 | 15.8 | 3.80 | 38.09 | 686 | 167 | 231 | |||
| 29 Nov | 1639.45 | 12 | 35.79 | 97 | 64 | 64 | ||||
For Central Depo Ser (I) Ltd - strike price 1840 expiring on 26DEC2024
Delta for 1840 CE is 0.84
Historical price for 1840 CE is as follows
On 12 Dec CDSL was trading at 1945.45. The strike last trading price was 122.65, which was 6.65 higher than the previous day. The implied volatity was 30.92, the open interest changed by -6 which decreased total open position to 296
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 116, which was 13.00 higher than the previous day. The implied volatity was 33.61, the open interest changed by -39 which decreased total open position to 303
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 103, which was -2.15 lower than the previous day. The implied volatity was 38.38, the open interest changed by -15 which decreased total open position to 340
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 105.15, which was 17.20 higher than the previous day. The implied volatity was 38.52, the open interest changed by -111 which decreased total open position to 356
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 87.95, which was 5.95 higher than the previous day. The implied volatity was 34.52, the open interest changed by -73 which decreased total open position to 468
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 82, which was 58.25 higher than the previous day. The implied volatity was 38.19, the open interest changed by 236 which increased total open position to 557
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 23.75, which was 10.20 higher than the previous day. The implied volatity was 34.98, the open interest changed by -13 which decreased total open position to 322
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 13.55, which was -2.25 lower than the previous day. The implied volatity was 37.41, the open interest changed by 100 which increased total open position to 331
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 15.8, which was 3.80 higher than the previous day. The implied volatity was 38.09, the open interest changed by 167 which increased total open position to 231
On 29 Nov CDSL was trading at 1639.45. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 35.79, the open interest changed by 64 which increased total open position to 64
| CDSL 26DEC2024 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 1.04
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1945.45 | 14.65 | -5.35 | 35.65 | 277 | 25 | 623 |
| 11 Dec | 1930.35 | 20 | -9.35 | 37.12 | 1,227 | 93 | 599 |
| 10 Dec | 1908.90 | 29.35 | -4.40 | 37.58 | 730 | -27 | 511 |
| 9 Dec | 1904.95 | 33.75 | -10.40 | 39.63 | 894 | 98 | 535 |
| 6 Dec | 1883.80 | 44.15 | -13.40 | 38.17 | 1,769 | 101 | 437 |
| 5 Dec | 1855.95 | 57.55 | -193.55 | 39.97 | 2,237 | 336 | 336 |
| 4 Dec | 1718.60 | 251.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 251.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1665.05 | 251.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1639.45 | 251.1 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1840 expiring on 26DEC2024
Delta for 1840 PE is -0.19
Historical price for 1840 PE is as follows
On 12 Dec CDSL was trading at 1945.45. The strike last trading price was 14.65, which was -5.35 lower than the previous day. The implied volatity was 35.65, the open interest changed by 25 which increased total open position to 623
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 20, which was -9.35 lower than the previous day. The implied volatity was 37.12, the open interest changed by 93 which increased total open position to 599
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 29.35, which was -4.40 lower than the previous day. The implied volatity was 37.58, the open interest changed by -27 which decreased total open position to 511
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 33.75, which was -10.40 lower than the previous day. The implied volatity was 39.63, the open interest changed by 98 which increased total open position to 535
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 44.15, which was -13.40 lower than the previous day. The implied volatity was 38.17, the open interest changed by 101 which increased total open position to 437
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 57.55, which was -193.55 lower than the previous day. The implied volatity was 39.97, the open interest changed by 336 which increased total open position to 336
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 251.1, 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 251.1, 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 251.1, 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 251.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
