CDSL
Central Depo Ser (i) Ltd
Historical option data for CDSL
12 Dec 2024 12:14 PM IST
| CDSL 26DEC2024 2160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.56
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1930.30 | 5 | -0.15 | 38.04 | 932 | 65 | 288 | |||
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| 11 Dec | 1930.35 | 5.15 | -2.05 | 36.82 | 525 | 85 | 218 | |||
| 10 Dec | 1908.90 | 7.2 | 42.63 | 248 | 126 | 126 | ||||
For Central Depo Ser (I) Ltd - strike price 2160 expiring on 26DEC2024
Delta for 2160 CE is 0.08
Historical price for 2160 CE is as follows
On 12 Dec CDSL was trading at 1930.30. The strike last trading price was 5, which was -0.15 lower than the previous day. The implied volatity was 38.04, the open interest changed by 65 which increased total open position to 288
On 11 Dec CDSL was trading at 1930.35. The strike last trading price was 5.15, which was -2.05 lower than the previous day. The implied volatity was 36.82, the open interest changed by 85 which increased total open position to 218
On 10 Dec CDSL was trading at 1908.90. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was 42.63, the open interest changed by 126 which increased total open position to 126
| CDSL 26DEC2024 2160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1930.30 | 551.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1930.35 | 551.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1908.90 | 551.35 | - | 0 | 0 | 0 | |
For Central Depo Ser (I) Ltd - strike price 2160 expiring on 26DEC2024
Delta for 2160 PE is -
Historical price for 2160 PE is as follows
On 12 Dec CDSL was trading at 1930.30. The strike last trading price was 551.35, 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 551.35, 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 551.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
