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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1937.4 7.05 (0.37%)

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Historical option data for CDSL

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CDSL 26DEC2024 1980 CE
Delta: 0.41
Vega: 1.48
Theta: -2.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 37.1 -0.70 34.74 722 101 312
11 Dec 1930.35 37.8 2.65 35.02 416 0 212
10 Dec 1908.90 35.15 -3.40 38.94 486 -17 215
9 Dec 1904.95 38.55 6.55 39.90 741 44 229
6 Dec 1883.80 32 1.65 37.58 732 54 184
5 Dec 1855.95 30.35 39.90 557 141 141

For Central Depo Ser (I) Ltd - strike price 1980 expiring on 26DEC2024

Delta for 1980 CE is 0.41

Historical price for 1980 CE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 37.1, which was -0.70 lower than the previous day. The implied volatity was 34.74, the open interest changed by 101 which increased total open position to 312


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 37.8, which was 2.65 higher than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 212


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 35.15, which was -3.40 lower than the previous day. The implied volatity was 38.94, the open interest changed by -17 which decreased total open position to 215


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 38.55, which was 6.55 higher than the previous day. The implied volatity was 39.90, the open interest changed by 44 which increased total open position to 229


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 32, which was 1.65 higher than the previous day. The implied volatity was 37.58, the open interest changed by 54 which increased total open position to 184


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was 39.90, the open interest changed by 141 which increased total open position to 141


CDSL 26DEC2024 1980 PE
Delta: -0.61
Vega: 1.46
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 67.65 -14.35 30.80 22 7 11
11 Dec 1930.35 82 -62.65 38.19 4 1 3
10 Dec 1908.90 144.65 0.00 0.00 0 0 0
9 Dec 1904.95 144.65 0.00 0.00 0 0 0
6 Dec 1883.80 144.65 0.00 0.00 0 2 0
5 Dec 1855.95 144.65 41.64 46 2 2

For Central Depo Ser (I) Ltd - strike price 1980 expiring on 26DEC2024

Delta for 1980 PE is -0.61

Historical price for 1980 PE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 67.65, which was -14.35 lower than the previous day. The implied volatity was 30.80, the open interest changed by 7 which increased total open position to 11


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 82, which was -62.65 lower than the previous day. The implied volatity was 38.19, the open interest changed by 1 which increased total open position to 3


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 144.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 144.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 144.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 144.65, which was lower than the previous day. The implied volatity was 41.64, the open interest changed by 2 which increased total open position to 2