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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1935.95 5.60 (0.29%)

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Historical option data for CDSL

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CDSL 26DEC2024 2000 CE
Delta: 0.35
Vega: 1.41
Theta: -1.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.50 30.05 -1.15 34.77 4,213 28 1,882
11 Dec 1930.35 31.2 2.40 35.25 3,709 154 1,855
10 Dec 1908.90 28.8 -4.15 38.67 3,589 -60 1,700
9 Dec 1904.95 32.95 6.05 40.27 9,503 422 1,746
6 Dec 1883.80 26.9 0.50 37.69 9,149 491 1,314
5 Dec 1855.95 26.4 40.46 7,034 826 826

For Central Depo Ser (I) Ltd - strike price 2000 expiring on 26DEC2024

Delta for 2000 CE is 0.35

Historical price for 2000 CE is as follows

On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 30.05, which was -1.15 lower than the previous day. The implied volatity was 34.77, the open interest changed by 28 which increased total open position to 1882


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 31.2, which was 2.40 higher than the previous day. The implied volatity was 35.25, the open interest changed by 154 which increased total open position to 1855


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 28.8, which was -4.15 lower than the previous day. The implied volatity was 38.67, the open interest changed by -60 which decreased total open position to 1700


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 32.95, which was 6.05 higher than the previous day. The implied volatity was 40.27, the open interest changed by 422 which increased total open position to 1746


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 26.9, which was 0.50 higher than the previous day. The implied volatity was 37.69, the open interest changed by 491 which increased total open position to 1314


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 26.4, which was lower than the previous day. The implied volatity was 40.46, the open interest changed by 826 which increased total open position to 826


CDSL 26DEC2024 2000 PE
Delta: -0.64
Vega: 1.43
Theta: -1.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.50 89.75 -3.85 37.05 61 -8 77
11 Dec 1930.35 93.6 -20.55 37.38 63 10 85
10 Dec 1908.90 114.15 -8.05 37.66 34 7 74
9 Dec 1904.95 122.2 -18.00 42.29 149 32 68
6 Dec 1883.80 140.2 -20.80 40.36 59 6 35
5 Dec 1855.95 161 42.58 46 15 15

For Central Depo Ser (I) Ltd - strike price 2000 expiring on 26DEC2024

Delta for 2000 PE is -0.64

Historical price for 2000 PE is as follows

On 12 Dec CDSL was trading at 1936.50. The strike last trading price was 89.75, which was -3.85 lower than the previous day. The implied volatity was 37.05, the open interest changed by -8 which decreased total open position to 77


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 93.6, which was -20.55 lower than the previous day. The implied volatity was 37.38, the open interest changed by 10 which increased total open position to 85


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 114.15, which was -8.05 lower than the previous day. The implied volatity was 37.66, the open interest changed by 7 which increased total open position to 74


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 122.2, which was -18.00 lower than the previous day. The implied volatity was 42.29, the open interest changed by 32 which increased total open position to 68


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 140.2, which was -20.80 lower than the previous day. The implied volatity was 40.36, the open interest changed by 6 which increased total open position to 35


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 161, which was lower than the previous day. The implied volatity was 42.58, the open interest changed by 15 which increased total open position to 15