CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 11:54 AM IST
| CDSL 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.88
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1936.90 | 10.35 | 10.35 | 36.48 | 656 | 225 | 225 | |||
| 11 Dec | 1930.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1908.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 1904.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Central Depo Ser (I) Ltd - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.15
Historical price for 2100 CE is as follows
On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 10.35, which was 10.35 higher than the previous day. The implied volatity was 36.48, the open interest changed by 225 which increased total open position to 225
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CDSL 26DEC2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.42
Theta: 0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1936.90 | 158 | 158.00 | 24.26 | 1 | 0 | 0 |
| 11 Dec | 1930.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1908.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1904.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.94
Historical price for 2100 PE is as follows
On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 158, which was 158.00 higher than the previous day. The implied volatity was 24.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
