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

1939.95 9.60 (0.50%)

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Historical option data for CDSL

12 Dec 2024 11:54 AM IST
CDSL 26DEC2024 2080 CE
Delta: 0.18
Vega: 0.99
Theta: -1.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 12.65 -0.10 35.84 913 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 0.18

Historical price for 2080 CE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 12.65, which was -0.10 lower than the previous day. The implied volatity was 35.84, 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
Delta: -0.94
Vega: 0.48
Theta: 0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1936.90 138.3 -66.45 22.36 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 -0.94

Historical price for 2080 PE is as follows

On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 138.3, which was -66.45 lower than the previous day. The implied volatity was 22.36, 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