CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:14 AM IST
| CDSL 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 1.38
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1942.05 | 77.05 | 1.25 | 31.68 | 4,090 | 131 | 2,125 | |||
| 11 Dec | 1930.35 | 75.8 | 9.20 | 34.44 | 4,825 | -518 | 1,994 | |||
| 10 Dec | 1908.90 | 66.6 | -3.40 | 37.82 | 6,951 | 595 | 2,561 | |||
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| 9 Dec | 1904.95 | 70 | 12.00 | 38.65 | 11,077 | 683 | 1,966 | |||
| 6 Dec | 1883.80 | 58 | 3.00 | 35.70 | 10,792 | 739 | 1,280 | |||
| 5 Dec | 1855.95 | 55 | 55.00 | 38.62 | 9,073 | 563 | 563 | |||
| 4 Dec | 1718.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1663.90 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Central Depo Ser (I) Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.67
Historical price for 1900 CE is as follows
On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 77.05, which was 1.25 higher than the previous day. The implied volatity was 31.68, the open interest changed by 131 which increased total open position to 2125
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 75.8, which was 9.20 higher than the previous day. The implied volatity was 34.44, the open interest changed by -518 which decreased total open position to 1994
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 66.6, which was -3.40 lower than the previous day. The implied volatity was 37.82, the open interest changed by 595 which increased total open position to 2561
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 70, which was 12.00 higher than the previous day. The implied volatity was 38.65, the open interest changed by 683 which increased total open position to 1966
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 58, which was 3.00 higher than the previous day. The implied volatity was 35.70, the open interest changed by 739 which increased total open position to 1280
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 55, which was 55.00 higher than the previous day. The implied volatity was 38.62, the open interest changed by 563 which increased total open position to 563
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 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 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 1.41
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1942.05 | 32.85 | -6.65 | 35.77 | 1,033 | 108 | 1,052 |
| 11 Dec | 1930.35 | 39.5 | -13.65 | 37.13 | 1,542 | 248 | 945 |
| 10 Dec | 1908.90 | 53.15 | -5.45 | 37.44 | 1,725 | 157 | 702 |
| 9 Dec | 1904.95 | 58.6 | -16.40 | 39.81 | 2,863 | 341 | 548 |
| 6 Dec | 1883.80 | 75 | -14.85 | 39.76 | 656 | 161 | 204 |
| 5 Dec | 1855.95 | 89.85 | 89.85 | 40.56 | 98 | 42 | 42 |
| 4 Dec | 1718.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 0 | 0.00 | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.34
Historical price for 1900 PE is as follows
On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 32.85, which was -6.65 lower than the previous day. The implied volatity was 35.77, the open interest changed by 108 which increased total open position to 1052
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 39.5, which was -13.65 lower than the previous day. The implied volatity was 37.13, the open interest changed by 248 which increased total open position to 945
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 53.15, which was -5.45 lower than the previous day. The implied volatity was 37.44, the open interest changed by 157 which increased total open position to 702
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 58.6, which was -16.40 lower than the previous day. The implied volatity was 39.81, the open interest changed by 341 which increased total open position to 548
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 75, which was -14.85 lower than the previous day. The implied volatity was 39.76, the open interest changed by 161 which increased total open position to 204
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 89.85, which was 89.85 higher than the previous day. The implied volatity was 40.56, the open interest changed by 42 which increased total open position to 42
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
