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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1946.45 16.10 (0.83%)

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Historical option data for CDSL

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CDSL 26DEC2024 1940 CE
Delta: 0.55
Vega: 1.52
Theta: -2.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1942.05 55.45 0.25 32.85 2,208 50 762
11 Dec 1930.35 55.2 6.70 35.18 2,292 243 688
10 Dec 1908.90 48.5 -3.10 38.12 1,172 46 448
9 Dec 1904.95 51.6 9.60 38.77 2,983 165 411
6 Dec 1883.80 42 1.00 35.87 1,025 75 244
5 Dec 1855.95 41 39.35 518 170 170

For Central Depo Ser (I) Ltd - strike price 1940 expiring on 26DEC2024

Delta for 1940 CE is 0.55

Historical price for 1940 CE is as follows

On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 55.45, which was 0.25 higher than the previous day. The implied volatity was 32.85, the open interest changed by 50 which increased total open position to 762


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 55.2, which was 6.70 higher than the previous day. The implied volatity was 35.18, the open interest changed by 243 which increased total open position to 688


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 48.5, which was -3.10 lower than the previous day. The implied volatity was 38.12, the open interest changed by 46 which increased total open position to 448


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 51.6, which was 9.60 higher than the previous day. The implied volatity was 38.77, the open interest changed by 165 which increased total open position to 411


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 42, which was 1.00 higher than the previous day. The implied volatity was 35.87, the open interest changed by 75 which increased total open position to 244


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 41, which was lower than the previous day. The implied volatity was 39.35, the open interest changed by 170 which increased total open position to 170


CDSL 26DEC2024 1940 PE
Delta: -0.46
Vega: 1.52
Theta: -1.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1942.05 51 -7.00 36.50 509 96 226
11 Dec 1930.35 58 -18.00 37.27 171 58 130
10 Dec 1908.90 76 -3.00 38.43 86 18 72
9 Dec 1904.95 79 -18.50 39.30 244 47 54
6 Dec 1883.80 97.5 -37.70 39.31 13 6 7
5 Dec 1855.95 135.2 49.48 5 0 0

For Central Depo Ser (I) Ltd - strike price 1940 expiring on 26DEC2024

Delta for 1940 PE is -0.46

Historical price for 1940 PE is as follows

On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 51, which was -7.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by 96 which increased total open position to 226


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 58, which was -18.00 lower than the previous day. The implied volatity was 37.27, the open interest changed by 58 which increased total open position to 130


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 76, which was -3.00 lower than the previous day. The implied volatity was 38.43, the open interest changed by 18 which increased total open position to 72


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 79, which was -18.50 lower than the previous day. The implied volatity was 39.30, the open interest changed by 47 which increased total open position to 54


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 97.5, which was -37.70 lower than the previous day. The implied volatity was 39.31, the open interest changed by 6 which increased total open position to 7


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 135.2, which was lower than the previous day. The implied volatity was 49.48, the open interest changed by 0 which decreased total open position to 0