CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:14 PM IST
| CDSL 26DEC2024 2080 CE | ||||||||||
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Delta: 0.17
Vega: 0.96
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 1930.30 | 12 | -0.75 | 36.21 | 933 | 99 | 818 | |||
| 11 Dec | 1930.35 | 12.75 | -1.05 | 35.44 | 1,380 | 85 | 719 | |||
| 10 Dec | 1908.90 | 13.8 | -2.20 | 39.96 | 1,453 | 122 | 637 | |||
| 9 Dec | 1904.95 | 16 | 2.35 | 40.76 | 3,193 | 212 | 515 | |||
| 6 Dec | 1883.80 | 13.65 | 39.00 | 2,769 | 311 | 311 | ||||
For Central Depo Ser (I) Ltd - strike price 2080 expiring on 26DEC2024
Delta for 2080 CE is 0.17
Historical price for 2080 CE is as follows
On 12 Dec CDSL was trading at 1930.30. The strike last trading price was 12, which was -0.75 lower than the previous day. The implied volatity was 36.21, the open interest changed by 99 which increased total open position to 818
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 12.75, which was -1.05 lower than the previous day. The implied volatity was 35.44, the open interest changed by 85 which increased total open position to 719
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 13.8, which was -2.20 lower than the previous day. The implied volatity was 39.96, the open interest changed by 122 which increased total open position to 637
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 16, which was 2.35 higher than the previous day. The implied volatity was 40.76, the open interest changed by 212 which increased total open position to 515
On 6 Dec CDSL was trading at 1883.80. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was 39.00, the open interest changed by 311 which increased total open position to 311
| CDSL 26DEC2024 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1930.30 | 138.3 | -66.45 | - | 3 | 1 | 4 |
| 11 Dec | 1930.35 | 204.75 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 1908.90 | 204.75 | 31.20 | 60.52 | 2 | 0 | 1 |
| 9 Dec | 1904.95 | 173.55 | -299.60 | 32.15 | 1 | 0 | 0 |
| 6 Dec | 1883.80 | 473.15 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 2080 expiring on 26DEC2024
Delta for 2080 PE is -
Historical price for 2080 PE is as follows
On 12 Dec CDSL was trading at 1930.30. The strike last trading price was 138.3, which was -66.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 204.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 204.75, which was 31.20 higher than the previous day. The implied volatity was 60.52, the open interest changed by 0 which decreased total open position to 1
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 173.55, which was -299.60 lower than the previous day. The implied volatity was 32.15, 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 473.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
