CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:04 PM IST
CDSL 26DEC2024 1960 CE | ||||||||||
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Delta: 0.46
Vega: 1.51
Theta: -2.05
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 1936.50 | 44 | -1.85 | 33.99 | 2,541 | 131 | 971 | |||
11 Dec | 1930.35 | 45.85 | 4.80 | 35.04 | 1,210 | -5 | 842 | |||
10 Dec | 1908.90 | 41.05 | -3.95 | 38.32 | 1,047 | 25 | 847 | |||
9 Dec | 1904.95 | 45 | 8.00 | 39.55 | 2,402 | 132 | 812 | |||
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6 Dec | 1883.80 | 37 | 1.80 | 36.95 | 2,587 | -42 | 679 | |||
5 Dec | 1855.95 | 35.2 | 39.54 | 11,533 | 726 | 726 |
For Central Depo Ser (I) Ltd - strike price 1960 expiring on 26DEC2024
Delta for 1960 CE is 0.46
Historical price for 1960 CE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 44, which was -1.85 lower than the previous day. The implied volatity was 33.99, the open interest changed by 131 which increased total open position to 971
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 45.85, which was 4.80 higher than the previous day. The implied volatity was 35.04, the open interest changed by -5 which decreased total open position to 842
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 41.05, which was -3.95 lower than the previous day. The implied volatity was 38.32, the open interest changed by 25 which increased total open position to 847
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 45, which was 8.00 higher than the previous day. The implied volatity was 39.55, the open interest changed by 132 which increased total open position to 812
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 37, which was 1.80 higher than the previous day. The implied volatity was 36.95, the open interest changed by -42 which decreased total open position to 679
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 35.2, which was lower than the previous day. The implied volatity was 39.54, the open interest changed by 726 which increased total open position to 726
CDSL 26DEC2024 1960 PE | |||||||
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Delta: -0.53
Vega: 1.51
Theta: -1.63
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 1936.50 | 63.8 | -6.05 | 36.09 | 422 | 68 | 93 |
11 Dec | 1930.35 | 69.85 | -16.70 | 37.96 | 69 | -1 | 24 |
10 Dec | 1908.90 | 86.55 | -4.75 | 37.39 | 40 | 5 | 31 |
9 Dec | 1904.95 | 91.3 | -17.30 | 39.46 | 79 | 20 | 27 |
6 Dec | 1883.80 | 108.6 | -30.40 | 38.20 | 21 | 7 | 17 |
5 Dec | 1855.95 | 139 | 46.93 | 50 | 11 | 11 |
For Central Depo Ser (I) Ltd - strike price 1960 expiring on 26DEC2024
Delta for 1960 PE is -0.53
Historical price for 1960 PE is as follows
On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 63.8, which was -6.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by 68 which increased total open position to 93
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 69.85, which was -16.70 lower than the previous day. The implied volatity was 37.96, the open interest changed by -1 which decreased total open position to 24
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 86.55, which was -4.75 lower than the previous day. The implied volatity was 37.39, the open interest changed by 5 which increased total open position to 31
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 91.3, which was -17.30 lower than the previous day. The implied volatity was 39.46, the open interest changed by 20 which increased total open position to 27
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 108.6, which was -30.40 lower than the previous day. The implied volatity was 38.20, the open interest changed by 7 which increased total open position to 17
On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 139, which was lower than the previous day. The implied volatity was 46.93, the open interest changed by 11 which increased total open position to 11