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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1936.9 6.55 (0.34%)

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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 2020 CE
Delta: 0.30
Vega: 1.33
Theta: -1.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 24.65 -0.85 35.14 571 75 334
11 Dec 1930.35 25.5 1.65 35.43 260 23 259
10 Dec 1908.90 23.85 -4.15 38.80 246 16 237
9 Dec 1904.95 28 4.45 40.59 899 120 221
6 Dec 1883.80 23.55 0.75 38.57 350 42 100
5 Dec 1855.95 22.8 40.90 265 62 62

For Central Depo Ser (I) Ltd - strike price 2020 expiring on 26DEC2024

Delta for 2020 CE is 0.30

Historical price for 2020 CE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 24.65, which was -0.85 lower than the previous day. The implied volatity was 35.14, the open interest changed by 75 which increased total open position to 334


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 25.5, which was 1.65 higher than the previous day. The implied volatity was 35.43, the open interest changed by 23 which increased total open position to 259


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 23.85, which was -4.15 lower than the previous day. The implied volatity was 38.80, the open interest changed by 16 which increased total open position to 237


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 28, which was 4.45 higher than the previous day. The implied volatity was 40.59, the open interest changed by 120 which increased total open position to 221


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 23.55, which was 0.75 higher than the previous day. The implied volatity was 38.57, the open interest changed by 42 which increased total open position to 100


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 22.8, which was lower than the previous day. The implied volatity was 40.90, the open interest changed by 62 which increased total open position to 62


CDSL 26DEC2024 2020 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 142.2 0.00 0.00 0 0 0
11 Dec 1930.35 142.2 0.00 0.00 0 0 0
10 Dec 1908.90 142.2 0.00 0.00 0 1 0
9 Dec 1904.95 142.2 -273.15 46.24 4 0 0
6 Dec 1883.80 415.35 0.00 - 0 0 0
5 Dec 1855.95 415.35 - 0 0 0

For Central Depo Ser (I) Ltd - strike price 2020 expiring on 26DEC2024

Delta for 2020 PE is 0.00

Historical price for 2020 PE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 142.2, 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 11 Dec CDSL was trading at 1930.35. The strike last trading price was 142.2, 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 10 Dec CDSL was trading at 1908.90. The strike last trading price was 142.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 142.2, which was -273.15 lower than the previous day. The implied volatity was 46.24, 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 415.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 415.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0