CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:24 AM IST
| CDSL 26DEC2024 1920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 1.46
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1946.95 | 69 | 4.05 | 32.87 | 890 | -232 | 625 | |||
| 11 Dec | 1930.35 | 64.95 | 7.15 | 34.84 | 3,340 | -103 | 862 | |||
| 10 Dec | 1908.90 | 57.8 | -3.10 | 38.46 | 2,223 | 97 | 970 | |||
| 9 Dec | 1904.95 | 60.9 | 10.35 | 39.07 | 5,939 | 162 | 875 | |||
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| 6 Dec | 1883.80 | 50.55 | 3.00 | 36.37 | 3,314 | -130 | 715 | |||
| 5 Dec | 1855.95 | 47.55 | 37.55 | 38.80 | 14,872 | 310 | 853 | |||
| 4 Dec | 1718.60 | 10 | 4.05 | 35.32 | 1,410 | 314 | 541 | |||
| 3 Dec | 1663.90 | 5.95 | 38.27 | 400 | 228 | 228 | ||||
For Central Depo Ser (I) Ltd - strike price 1920 expiring on 26DEC2024
Delta for 1920 CE is 0.62
Historical price for 1920 CE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 69, which was 4.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by -232 which decreased total open position to 625
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 64.95, which was 7.15 higher than the previous day. The implied volatity was 34.84, the open interest changed by -103 which decreased total open position to 862
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 57.8, which was -3.10 lower than the previous day. The implied volatity was 38.46, the open interest changed by 97 which increased total open position to 970
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 60.9, which was 10.35 higher than the previous day. The implied volatity was 39.07, the open interest changed by 162 which increased total open position to 875
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 50.55, which was 3.00 higher than the previous day. The implied volatity was 36.37, the open interest changed by -130 which decreased total open position to 715
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 47.55, which was 37.55 higher than the previous day. The implied volatity was 38.80, the open interest changed by 310 which increased total open position to 853
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 10, which was 4.05 higher than the previous day. The implied volatity was 35.32, the open interest changed by 314 which increased total open position to 541
On 3 Dec CDSL was trading at 1663.90. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was 38.27, the open interest changed by 228 which increased total open position to 228
| CDSL 26DEC2024 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 1.47
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1946.95 | 39.45 | -8.15 | 36.10 | 395 | -4 | 363 |
| 11 Dec | 1930.35 | 47.6 | -15.30 | 36.81 | 886 | 191 | 371 |
| 10 Dec | 1908.90 | 62.9 | -5.10 | 37.21 | 250 | -15 | 179 |
| 9 Dec | 1904.95 | 68 | -17.65 | 39.36 | 1,453 | 11 | 194 |
| 6 Dec | 1883.80 | 85.65 | -19.20 | 39.44 | 298 | 168 | 183 |
| 5 Dec | 1855.95 | 104.85 | -217.00 | 42.23 | 87 | 15 | 15 |
| 4 Dec | 1718.60 | 321.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1663.90 | 321.85 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 1920 expiring on 26DEC2024
Delta for 1920 PE is -0.39
Historical price for 1920 PE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 39.45, which was -8.15 lower than the previous day. The implied volatity was 36.10, the open interest changed by -4 which decreased total open position to 363
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 47.6, which was -15.30 lower than the previous day. The implied volatity was 36.81, the open interest changed by 191 which increased total open position to 371
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 62.9, which was -5.10 lower than the previous day. The implied volatity was 37.21, the open interest changed by -15 which decreased total open position to 179
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 68, which was -17.65 lower than the previous day. The implied volatity was 39.36, the open interest changed by 11 which increased total open position to 194
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 85.65, which was -19.20 lower than the previous day. The implied volatity was 39.44, the open interest changed by 168 which increased total open position to 183
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 104.85, which was -217.00 lower than the previous day. The implied volatity was 42.23, the open interest changed by 15 which increased total open position to 15
On 4 Dec CDSL was trading at 1718.60. The strike last trading price was 321.85, 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 321.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
