CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 11:54 AM IST
| CDSL 26DEC2024 2120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.79
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1936.90 | 8.7 | 0.35 | 37.41 | 575 | 90 | 720 | |||
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| 11 Dec | 1930.35 | 8.35 | -1.75 | 36.37 | 756 | -15 | 627 | |||
| 10 Dec | 1908.90 | 10.1 | -1.00 | 41.49 | 1,336 | 8 | 633 | |||
| 9 Dec | 1904.95 | 11.1 | 41.33 | 2,144 | 596 | 596 | ||||
For Central Depo Ser (I) Ltd - strike price 2120 expiring on 26DEC2024
Delta for 2120 CE is 0.13
Historical price for 2120 CE is as follows
On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 8.7, which was 0.35 higher than the previous day. The implied volatity was 37.41, the open interest changed by 90 which increased total open position to 720
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 8.35, which was -1.75 lower than the previous day. The implied volatity was 36.37, the open interest changed by -15 which decreased total open position to 627
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 10.1, which was -1.00 lower than the previous day. The implied volatity was 41.49, the open interest changed by 8 which increased total open position to 633
On 9 Dec CDSL was trading at 1904.95. The strike last trading price was 11.1, which was lower than the previous day. The implied volatity was 41.33, the open interest changed by 596 which increased total open position to 596
| CDSL 26DEC2024 2120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1936.90 | 512.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1930.35 | 512.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1908.90 | 512.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1904.95 | 512.15 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 2120 expiring on 26DEC2024
Delta for 2120 PE is -
Historical price for 2120 PE is as follows
On 12 Dec CDSL was trading at 1936.90. The strike last trading price was 512.15, 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 512.15, 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 512.15, 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 512.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
