CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 11:44 AM IST
| CDSL 26DEC2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 1.20
Theta: -1.81
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1935.35 | 102 | 1.95 | 33.92 | 105 | 0 | 364 | |||
| 11 Dec | 1930.35 | 100.05 | 8.45 | 32.76 | 221 | -35 | 364 | |||
| 10 Dec | 1908.90 | 91.6 | 6.15 | 39.37 | 611 | -22 | 403 | |||
| 9 Dec | 1904.95 | 85.45 | 9.45 | 33.94 | 829 | -155 | 429 | |||
| 6 Dec | 1883.80 | 76 | 4.00 | 34.38 | 5,088 | -217 | 586 | |||
|
|
||||||||||
| 5 Dec | 1855.95 | 72 | 72.00 | 38.41 | 8,973 | 802 | 802 | |||
| 4 Dec | 1718.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1663.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1665.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Central Depo Ser (I) Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.75
Historical price for 1860 CE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 102, which was 1.95 higher than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 364
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 100.05, which was 8.45 higher than the previous day. The implied volatity was 32.76, the open interest changed by -35 which decreased total open position to 364
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 91.6, which was 6.15 higher than the previous day. The implied volatity was 39.37, the open interest changed by -22 which decreased total open position to 403
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 85.45, which was 9.45 higher than the previous day. The implied volatity was 33.94, the open interest changed by -155 which decreased total open position to 429
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 76, which was 4.00 higher than the previous day. The implied volatity was 34.38, the open interest changed by -217 which decreased total open position to 586
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 72, which was 72.00 higher than the previous day. The implied volatity was 38.41, the open interest changed by 802 which increased total open position to 802
On 4 Dec CDSL was trading at 1718.60. 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 3 Dec CDSL was trading at 1663.90. 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 2 Dec CDSL was trading at 1665.05. 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 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 1.23
Theta: -1.42
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1935.35 | 22 | -2.75 | 35.89 | 240 | -12 | 681 |
| 11 Dec | 1930.35 | 24.75 | -11.20 | 36.55 | 906 | 155 | 694 |
| 10 Dec | 1908.90 | 35.95 | -4.05 | 37.33 | 1,111 | 112 | 538 |
| 9 Dec | 1904.95 | 40 | -13.75 | 38.99 | 970 | 112 | 426 |
| 6 Dec | 1883.80 | 53.75 | -12.40 | 38.87 | 1,893 | 132 | 334 |
| 5 Dec | 1855.95 | 66.15 | 66.15 | 39.44 | 1,228 | 190 | 190 |
| 4 Dec | 1718.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1665.05 | 0 | 0.00 | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -0.26
Historical price for 1860 PE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 22, which was -2.75 lower than the previous day. The implied volatity was 35.89, the open interest changed by -12 which decreased total open position to 681
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 24.75, which was -11.20 lower than the previous day. The implied volatity was 36.55, the open interest changed by 155 which increased total open position to 694
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 35.95, which was -4.05 lower than the previous day. The implied volatity was 37.33, the open interest changed by 112 which increased total open position to 538
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 40, which was -13.75 lower than the previous day. The implied volatity was 38.99, the open interest changed by 112 which increased total open position to 426
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 53.75, which was -12.40 lower than the previous day. The implied volatity was 38.87, the open interest changed by 132 which increased total open position to 334
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 66.15, which was 66.15 higher than the previous day. The implied volatity was 39.44, the open interest changed by 190 which increased total open position to 190
On 4 Dec CDSL was trading at 1718.60. 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 3 Dec CDSL was trading at 1663.90. 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 2 Dec CDSL was trading at 1665.05. 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
