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[--[65.84.65.76]--]
CDSL
Central Depo Ser (i) Ltd

1946.45 16.10 (0.83%)

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Historical option data for CDSL

12 Dec 2024 10:14 AM IST
CDSL 26DEC2024 2060 CE
Delta: 0.22
Vega: 1.13
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1942.05 16.1 0.10 34.52 400 -43 961
11 Dec 1930.35 16 -0.35 35.23 772 194 996
10 Dec 1908.90 16.35 -2.90 39.34 1,048 -26 800
9 Dec 1904.95 19.25 3.10 40.58 1,301 58 824
6 Dec 1883.80 16.15 -0.15 38.61 2,022 259 770
5 Dec 1855.95 16.3 41.20 1,764 510 510


For Central Depo Ser (I) Ltd - strike price 2060 expiring on 26DEC2024

Delta for 2060 CE is 0.22

Historical price for 2060 CE is as follows

On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 16.1, which was 0.10 higher than the previous day. The implied volatity was 34.52, the open interest changed by -43 which decreased total open position to 961


On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 16, which was -0.35 lower than the previous day. The implied volatity was 35.23, the open interest changed by 194 which increased total open position to 996


On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 16.35, which was -2.90 lower than the previous day. The implied volatity was 39.34, the open interest changed by -26 which decreased total open position to 800


On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 19.25, which was 3.10 higher than the previous day. The implied volatity was 40.58, the open interest changed by 58 which increased total open position to 824


On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 16.15, which was -0.15 lower than the previous day. The implied volatity was 38.61, the open interest changed by 259 which increased total open position to 770


On 5 Dec CDSL was trading at 1855.95. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was 41.20, the open interest changed by 510 which increased total open position to 510


CDSL 26DEC2024 2060 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1942.05 453.8 0.00 - 0 0 0
11 Dec 1930.35 453.8 0.00 - 0 0 0
10 Dec 1908.90 453.8 0.00 - 0 0 0
9 Dec 1904.95 453.8 0.00 - 0 0 0
6 Dec 1883.80 453.8 0.00 - 0 0 0
5 Dec 1855.95 453.8 - 0 0 0


For Central Depo Ser (I) Ltd - strike price 2060 expiring on 26DEC2024

Delta for 2060 PE is -

Historical price for 2060 PE is as follows

On 12 Dec CDSL was trading at 1942.05. The strike last trading price was 453.8, 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 453.8, 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 453.8, 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 453.8, 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 453.8, 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 453.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0