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Related Pages for CDSL
[--[65.84.65.76]--]
CDSL
Central Depo Ser (I) Ltd
1930.35 21.45 (1.12%)

Option Chain for CDSL

11 Dec 2024 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 350
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 222.15 0.00 1400 -0.10 0.50 - 5 -1 106 -
0.00 0 0 0 0.00 0.00 0.00 1420 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 190.30 0.00 1440 0.10 0.50 - 3 -2 14 -
0.00 0 0 0 0.00 175.35 0.00 1460 -0.30 0.70 - 9 -4 20 -
- 0 0 0 - 160.95 0.00 1480 0.00 2.20 0.00 0 0 0 0.00
0.00 0 7 0 0.00 378.00 0.00 1500 0.00 1.15 - 27 -3 330 -
- 0 0 0 - 134.20 0.00 1520 0.00 3.00 0.00 0 0 0 0.00
- 0 0 0 - 121.95 0.00 1540 0.05 1.75 - 31 -23 77 -
0.00 0 0 0 0.00 298.35 0.00 1560 -0.80 1.00 50.15 14 -8 179 -0.01
0.00 0 0 0 0.00 131.15 0.00 1580 -0.25 1.75 51.84 1 0 92 -0.02
- 234 0 2 - 335.90 60.90 1600 -0.55 2.00 50.23 249 -15 584 -0.03
0.00 0 0 0 0.00 254.65 0.00 1620 -0.85 2.30 48.65 28 23 111 -0.03
0.00 0 -1 0 0.00 278.00 0.00 1640 -0.75 2.55 46.73 54 10 188 -0.03
0.00 0 -8 0 0.00 253.45 0.00 1660 -1.00 2.95 45.15 78 -5 258 -0.04
- 285 -1 2 - 228.20 -5.80 1680 -0.90 3.90 44.77 208 -64 258 -0.05
- 581 -13 30 - 239.30 17.85 1700 -1.60 4.25 42.60 1,253 -145 1,775 -0.06
- 129 -3 8 - 204.55 33.90 1720 -2.40 5.00 41.10 86 -11 166 -0.07
0.99 469 0 1 23.81 200.00 26.40 1740 -3.60 6.15 40.02 544 -10 763 -0.08
- 208 -7 9 - 175.50 12.45 1760 -4.20 8.05 39.65 487 -87 412 -0.10
0.95 90 -2 7 26.19 161.95 12.30 1780 -5.20 10.00 38.75 396 18 446 -0.13
0.88 999 -15 288 32.25 147.45 15.40 1800 -6.40 12.60 38.10 1,578 -5 1,185 -0.16
0.84 113 2 36 32.20 130.50 12.75 1820 -8.25 15.75 37.42 793 259 613 -0.19
0.79 303 -39 123 33.61 116.00 13.00 1840 -9.35 20.00 37.12 1,227 93 599 -0.23
0.75 364 -35 221 32.76 100.05 8.45 1860 -11.20 24.75 36.55 906 155 694 -0.27
0.69 616 -47 331 33.77 87.50 10.45 1880 -12.65 31.15 36.54 591 120 475 -0.32
0.63 1,994 -518 4,825 34.44 75.80 9.20 1900 -13.65 39.50 37.13 1,542 248 945 -0.38
0.57 862 -103 3,340 34.84 64.95 7.15 1920 -15.30 47.60 36.81 886 191 371 -0.43
0.52 688 243 2,292 35.18 55.20 6.70 1940 -18.00 58.00 37.27 171 58 130 -0.48
0.46 842 -5 1,210 35.04 45.85 4.80 1960 -16.70 69.85 37.96 69 -1 24 -0.54
0.40 212 0 416 35.02 37.80 2.65 1980 -62.65 82.00 38.19 4 1 3 -0.59
0.35 1,855 154 3,709 35.25 31.20 2.40 2000 -20.55 93.60 37.38 63 10 85 -0.64
0.30 259 23 260 35.43 25.50 1.65 2020 0.00 142.20 0.00 0 0 0 0.00
0.25 356 3 307 35.19 20.15 0.10 2040 0.00 434.55 - 0 0 0 -
0.21 996 194 772 35.23 16.00 -0.35 2060 0.00 453.80 - 0 0 0 -
0.18 719 85 1,380 35.44 12.75 -1.05 2080 0.00 204.75 0.00 0 2 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2100 0.00 0.00 0.00 0 0 0 0.00
0.12 627 -15 756 36.37 8.35 -1.75 2120 0.00 512.15 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2140 0.00 0.00 0.00 0 0 0 0.00
0.08 218 85 525 36.82 5.15 -2.05 2160 0.00 551.35 - 0 0 0 -
14,019 10,903
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.