CDSL CENTRAL DEPO SER (I) LTD
CENTRAL DEPO SER (I) LTD — on this desk since 29 Nov 2024.
Results meeting in 15 days Sat 31 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1,100 | 24,225 | +475 | 0.07 | short build-up |
| — | 175.31 | 0 | 950 | 1,120 | 63,650 | −2,850 | 0.19 | long unwinding |
| — | — | — | — | 1,140 | 83,125 | −5,225 | 0.85 | long unwinding |
| — | 136.17 | 0 | 1,425 | 1,160 | 1,14,475 | −14,250 | 0.98 | long unwinding |
| — | — | — | — | 1,180 | 43,225 | −6,650 | 1.70 | long unwinding |
| long build-up | 96.65 | +3,800 | 48,925 | 1,200 | 3,45,800 | −1,05,450 | 2.50 | long unwinding |
| long build-up | 80.25 | +950 | 7,125 | 1,220 | 1,84,775 | −16,625 | 4.00 | long unwinding |
| short covering | 61.30 | −950 | 1,13,050 | 1,240 | 4,56,950 | +6,650 | 6.55 | short build-up |
| short covering | 46.55 | −5,225 | 3,09,700 | 1,260 | 4,32,250 | −21,375 | 10.75 | long unwinding |
| short covering | 33.10 | −77,425 | 3,96,150 | 1,280 | wall6,77,350 | −7,600 | 17.35 | long unwinding |
| long build-up | 22.80 | +84,550 | 10,46,900wall | 1,300at the money | 6,59,775 | +15,200 | 26.75 | short build-up |
| long build-up | 15.25 | +33,250 | 3,52,450 | 1,320 | 1,97,600 | +30,875 | 39.95 | short build-up |
| short build-up | 9.80 | +12,825 | 5,98,500 | 1,340 | 2,82,150 | +19,950 | 57.05 | short build-up |
| short build-up | 6.45 | +26,600 | 5,86,625 | 1,360 | 1,45,350 | −2,375 | 71.75 | long unwinding |
| long unwinding | 4.25 | −11,400 | 2,66,000 | 1,380 | 33,250 | 0 | 89.30 | — |
| short build-up | 3.10 | +28,025 | 10,18,400 | 1,400 | 2,81,200 | +2,375 | 107.50 | short build-up |
| long unwinding | 2.05 | −2,375 | 1,21,125 | 1,420 | 9,975 | −475 | 124.70 | long unwinding |
| long unwinding | 1.45 | −5,700 | 1,96,650 | 1,440 | 1,06,875 | −475 | 144.05 | long unwinding |
| long unwinding | 1.05 | −2,375 | 1,48,200 | 1,460 | 2,19,450 | +475 | 165.30 | short build-up |
| short covering | 1.00 | −3,800 | 34,200 | 1,480 | 59,850 | −475 | 184.61 | long unwinding |
| long unwinding | 0.80 | −41,325 | 4,03,275 | 1,500 | 54,150 | 0 | 204.38 | — |
The options were priced for a move of about 3.8% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 60 of 126 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.14% above the share.
Not in the F&O ban this session; open interest stood at 85% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.8% by 27 Oct; over the sessions the desk holds it ranged 1.6–8.2%.
Option prices were dearer than 19 of the past 252 sessions.
Calls were priced dearer than puts the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 3.8% | 0.14% | |
| Wed 14 Oct | long unwind | 4.4% | 0.33% | |
| Tue 13 Oct | short cover | 4.5% | 0.56% | |
| Mon 12 Oct | short cover | 5.0% | 0.19% | |
| Fri 9 Oct | short cover | 5.3% | 0.38% | |
| Thu 8 Oct | long unwind | 5.7% | 0.02% | |
| Wed 7 Oct | long build | 5.4% | 0.52% | |
| Tue 6 Oct | long build | 5.7% | 0.46% | |
| Mon 5 Oct | long build | 6.0% | 0.14% | |
| Thu 1 Oct | short build | 6.6% | 0.60% | |
| Wed 30 Sep | short build | 6.2% | 0.81% | |
| Tue 29 Sep | long unwind | 6.3% | 1.50% | |
| Mon 28 Sep | short build | 6.2% | 0.17% | |
| Fri 25 Sep | long unwind | 1.6% | 0.33% | |
| Thu 24 Sep | long unwind | 2.3% | 0.33% | |
| Wed 23 Sep | long build | 2.5% | 0.41% | |
| Tue 22 Sep | long unwind | 2.9% | 0.01% | |
| Mon 21 Sep | short build | 3.2% | -0.02% | |
| Fri 18 Sep | short cover | 3.7% | -0.03% | |
| Thu 17 Sep | short cover | 4.1% | 0.21% |
After a name entered or left the ban
- This stock, on entering the ban: 0 of 1 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 2 of 2 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.