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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd
1945 14.65 (0.76%)

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Historical option data for CDSL

12 Dec 2024 10:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CDSL 26DEC2024 2040 CE
Delta: 0.28
Vega: 1.30
Theta: -1.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1949.55 22.4 2.25 34.13 249 1 356
11 Dec 1930.35 20.15 0.10 35.19 307 3 356
10 Dec 1908.90 20.05 -2.90 39.29 495 30 354
9 Dec 1904.95 22.95 3.65 40.32 1,216 34 326
6 Dec 1883.80 19.3 0.40 38.38 1,070 184 296
5 Dec 1855.95 18.9 40.72 518 114 114

For Central Depo Ser (I) Ltd - strike price 2040 expiring on 26DEC2024

Delta for 2040 CE is 0.28

Historical price for 2040 CE is as follows

On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 22.4, which was 2.25 higher than the previous day. The implied volatity was 34.13, the open interest changed by 1 which increased total open position to 356


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 20.15, which was 0.10 higher than the previous day. The implied volatity was 35.19, the open interest changed by 3 which increased total open position to 356


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 20.05, which was -2.90 lower than the previous day. The implied volatity was 39.29, the open interest changed by 30 which increased total open position to 354


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 22.95, which was 3.65 higher than the previous day. The implied volatity was 40.32, the open interest changed by 34 which increased total open position to 326


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 19.3, which was 0.40 higher than the previous day. The implied volatity was 38.38, the open interest changed by 184 which increased total open position to 296


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 18.9, which was lower than the previous day. The implied volatity was 40.72, the open interest changed by 114 which increased total open position to 114


CDSL 26DEC2024 2040 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1949.55 434.55 0.00 - 0 0 0
11 Dec 1930.35 434.55 0.00 - 0 0 0
10 Dec 1908.90 434.55 0.00 - 0 0 0
9 Dec 1904.95 434.55 0.00 - 0 0 0
6 Dec 1883.80 434.55 0.00 - 0 0 0
5 Dec 1855.95 434.55 - 0 0 0

For Central Depo Ser (I) Ltd - strike price 2040 expiring on 26DEC2024

Delta for 2040 PE is -

Historical price for 2040 PE is as follows

On 12 Dec CDSL was trading at 1949.55. The strike last trading price was 434.55, 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 11 Dec CDSL was trading at 1930.35. The strike last trading price was 434.55, 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 10 Dec CDSL was trading at 1908.90. The strike last trading price was 434.55, 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 9 Dec CDSL was trading at 1904.95. The strike last trading price was 434.55, 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 6 Dec CDSL was trading at 1883.80. The strike last trading price was 434.55, 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 434.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0