CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 11:44 AM IST
CDSL 26DEC2024 1940 CE | ||||||||||
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Delta: 0.52
Vega: 1.52
Theta: -2.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 1935.35 | 52.45 | -2.75 | 33.63 | 2,774 | 127 | 839 | |||
11 Dec | 1930.35 | 55.2 | 6.70 | 35.18 | 2,292 | 243 | 688 | |||
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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 0.52
Historical price for 1940 CE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 52.45, which was -2.75 lower than the previous day. The implied volatity was 33.63, the open interest changed by 127 which increased total open position to 839
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 | |||||||
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Delta: -0.48
Vega: 1.52
Theta: -1.72
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 1935.35 | 54.85 | -3.15 | 37.04 | 740 | 106 | 236 |
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 -0.48
Historical price for 1940 PE is as follows
On 12 Dec CDSL was trading at 1935.35. The strike last trading price was 54.85, which was -3.15 lower than the previous day. The implied volatity was 37.04, the open interest changed by 106 which increased total open position to 236
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