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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1948 17.65 (0.91%)

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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 1960 CE
Delta: 0.48
Vega: 1.53
Theta: -2.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1942.05 47 1.15 33.94 1,877 143 983
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
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 0.48

Historical price for 1960 CE is as follows

On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 47, which was 1.15 higher than the previous day. The implied volatity was 33.94, the open interest changed by 143 which increased total open position to 983


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
Delta: -0.51
Vega: 1.53
Theta: -1.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1942.05 62 -7.85 36.96 337 84 109
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 -0.51

Historical price for 1960 PE is as follows

On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 62, which was -7.85 lower than the previous day. The implied volatity was 36.96, the open interest changed by 84 which increased total open position to 109


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