CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 10:24 AM IST
CDSL 26DEC2024 2060 CE | ||||||||||
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Delta: 0.23
Vega: 1.17
Theta: -1.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 1946.95 | 17.6 | 1.60 | 34.92 | 409 | -41 | 963 | |||
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 | |||
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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 0.23
Historical price for 2060 CE is as follows
On 12 Dec CDSL was trading at 1946.95. The strike last trading price was 17.6, which was 1.60 higher than the previous day. The implied volatity was 34.92, the open interest changed by -41 which decreased total open position to 963
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 1946.95 | 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 1946.95. 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 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