CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:04 AM IST
| CDSL 26DEC2024 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 1.22
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1949.55 | 96.65 | 9.15 | 31.89 | 119 | -7 | 607 | |||
| 11 Dec | 1930.35 | 87.5 | 10.45 | 33.77 | 331 | -47 | 616 | |||
| 10 Dec | 1908.90 | 77.05 | -3.55 | 37.58 | 1,940 | 43 | 667 | |||
| 9 Dec | 1904.95 | 80.6 | 14.45 | 38.53 | 1,741 | -94 | 624 | |||
| 6 Dec | 1883.80 | 66.15 | 3.50 | 34.84 | 5,457 | -212 | 718 | |||
| 5 Dec | 1855.95 | 62.65 | 47.45 | 38.48 | 9,446 | 574 | 918 | |||
| 4 Dec | 1718.60 | 15.2 | 6.15 | 34.84 | 559 | 98 | 341 | |||
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| 3 Dec | 1663.90 | 9.05 | -1.40 | 37.86 | 245 | 54 | 237 | |||
| 2 Dec | 1665.05 | 10.45 | 38.14 | 447 | 182 | 182 | ||||
For Central Depo Ser (I) Ltd - strike price 1880 expiring on 26DEC2024
Delta for 1880 CE is 0.75
Historical price for 1880 CE is as follows
On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 96.65, which was 9.15 higher than the previous day. The implied volatity was 31.89, the open interest changed by -7 which decreased total open position to 607
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 87.5, which was 10.45 higher than the previous day. The implied volatity was 33.77, the open interest changed by -47 which decreased total open position to 616
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 77.05, which was -3.55 lower than the previous day. The implied volatity was 37.58, the open interest changed by 43 which increased total open position to 667
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 80.6, which was 14.45 higher than the previous day. The implied volatity was 38.53, the open interest changed by -94 which decreased total open position to 624
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 66.15, which was 3.50 higher than the previous day. The implied volatity was 34.84, the open interest changed by -212 which decreased total open position to 718
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 62.65, which was 47.45 higher than the previous day. The implied volatity was 38.48, the open interest changed by 574 which increased total open position to 918
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 15.2, which was 6.15 higher than the previous day. The implied volatity was 34.84, the open interest changed by 98 which increased total open position to 341
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 9.05, which was -1.40 lower than the previous day. The implied volatity was 37.86, the open interest changed by 54 which increased total open position to 237
On 2 Dec CDSL was trading at 1665.05. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was 38.14, the open interest changed by 182 which increased total open position to 182
| CDSL 26DEC2024 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 1.27
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1949.55 | 23.1 | -8.05 | 35.66 | 380 | -83 | 389 |
| 11 Dec | 1930.35 | 31.15 | -12.65 | 36.54 | 591 | 120 | 475 |
| 10 Dec | 1908.90 | 43.8 | -4.50 | 37.24 | 1,214 | 100 | 355 |
| 9 Dec | 1904.95 | 48.3 | -13.95 | 39.09 | 981 | 82 | 256 |
| 6 Dec | 1883.80 | 62.25 | -14.90 | 38.36 | 1,152 | 111 | 174 |
| 5 Dec | 1855.95 | 77.15 | -208.75 | 39.77 | 264 | 60 | 60 |
| 4 Dec | 1718.60 | 285.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 285.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1665.05 | 285.9 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1880 expiring on 26DEC2024
Delta for 1880 PE is -0.27
Historical price for 1880 PE is as follows
On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 23.1, which was -8.05 lower than the previous day. The implied volatity was 35.66, the open interest changed by -83 which decreased total open position to 389
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 31.15, which was -12.65 lower than the previous day. The implied volatity was 36.54, the open interest changed by 120 which increased total open position to 475
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 43.8, which was -4.50 lower than the previous day. The implied volatity was 37.24, the open interest changed by 100 which increased total open position to 355
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 48.3, which was -13.95 lower than the previous day. The implied volatity was 39.09, the open interest changed by 82 which increased total open position to 256
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 62.25, which was -14.90 lower than the previous day. The implied volatity was 38.36, the open interest changed by 111 which increased total open position to 174
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 77.15, which was -208.75 lower than the previous day. The implied volatity was 39.77, the open interest changed by 60 which increased total open position to 60
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 285.9, 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 285.9, 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 285.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
