Historical option data for CDSL
26 May 2026 04:10 PM IST
| CDSL 30-Jun-2026 (34d) 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.01
Theta: -0.7
Gamma: 0.00344
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1226.30 | 54.8 | 9.8 (21.78%) | 29.63 | 1,068 | 173 | 1,395 | |||||||||
| 25 May | 1217.40 | 46.05 | 2.05 (4.66%) | 28.06 | 1,604 | 190 | 1,223 | |||||||||
| 22 May | 1204.10 | 44 | 0 (0.00%) | 30.45 | 412 | 50 | 1,033 | |||||||||
| 21 May | 1199.80 | 42.6 | -14.4 (-25.26%) | 31.32 | 1,767 | 869 | 980 | |||||||||
| 20 May | 1224.60 | 58.8 | 8.8 (17.60%) | 30.92 | 267 | 40 | 111 | |||||||||
| 19 May | 1209.50 | 50.1 | 12.1 (31.84%) | 31.54 | 166 | 37 | 69 | |||||||||
| 18 May | 1184.20 | 37.95 | -4.05 (-9.64%) | 32.16 | 34 | 12 | 32 | |||||||||
| 15 May | 1186.70 | 42 | -6.3 (-13.04%) | 31.21 | 13 | 9 | 19 | |||||||||
| 14 May | 1198.70 | 48.15 | 2.65 (5.82%) | 30.8 | 7 | 0 | 9 | |||||||||
| 13 May | 1186.20 | 45.5 | 1.75 (4.00%) | 0 | 5 | 1 | 8 | |||||||||
| 12 May | 1182.40 | 43.75 | -49.15 (-52.91%) | 0 | 6 | 1 | 6 | |||||||||
| 11 May | 1226.80 | 92.9 | 0 (0.00%) | 0 | 0 | 0 | 5 | |||||||||
| 8 May | 1259.30 | 92.9 | -35.75 (-27.79%) | - | 0 | 0 | 5 | |||||||||
| 7 May | 1269.80 | 92.9 | -35.75 (-27.79%) | 28.19 | 0 | 0 | 5 | |||||||||
| 6 May | 1282.80 | 92.9 | 17.9 (23.87%) | 28.19 | 5 | 3 | 5 | |||||||||
| 5 May | 1254.70 | 75 | 0 (0.00%) | 30.13 | 0 | 0 | 2 | |||||||||
| 4 May | 1238.30 | 75 | -88.95 (-54.25%) | 30.13 | 2 | 1 | 1 | |||||||||
| 30 Apr | 1272.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1306.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1220 expiring on 30JUN2026
Delta for 1220 CE is 0.58
Historical price for 1220 CE is as follows
On 26 May CDSL was trading at 1226.30. The strike last trading price was 54.8, which was 9.8 higher than the previous day. The implied volatity was 29.63, the open interest changed by 173 which increased total open position to 1395
On 25 May CDSL was trading at 1217.40. The strike last trading price was 46.05, which was 2.05 higher than the previous day. The implied volatity was 28.06, the open interest changed by 190 which increased total open position to 1223
On 22 May CDSL was trading at 1204.10. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 30.45, the open interest changed by 50 which increased total open position to 1033
On 21 May CDSL was trading at 1199.80. The strike last trading price was 42.6, which was -14.4 lower than the previous day. The implied volatity was 31.32, the open interest changed by 869 which increased total open position to 980
On 20 May CDSL was trading at 1224.60. The strike last trading price was 58.8, which was 8.8 higher than the previous day. The implied volatity was 30.92, the open interest changed by 40 which increased total open position to 111
On 19 May CDSL was trading at 1209.50. The strike last trading price was 50.1, which was 12.1 higher than the previous day. The implied volatity was 31.54, the open interest changed by 37 which increased total open position to 69
On 18 May CDSL was trading at 1184.20. The strike last trading price was 37.95, which was -4.05 lower than the previous day. The implied volatity was 32.16, the open interest changed by 12 which increased total open position to 32
On 15 May CDSL was trading at 1186.70. The strike last trading price was 42, which was -6.3 lower than the previous day. The implied volatity was 31.21, the open interest changed by 9 which increased total open position to 19
On 14 May CDSL was trading at 1198.70. The strike last trading price was 48.15, which was 2.65 higher than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 9
On 13 May CDSL was trading at 1186.20. The strike last trading price was 45.5, which was 1.75 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 8
On 12 May CDSL was trading at 1182.40. The strike last trading price was 43.75, which was -49.15 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 6
On 11 May CDSL was trading at 1226.80. The strike last trading price was 92.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 8 May CDSL was trading at 1259.30. The strike last trading price was 92.9, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 May CDSL was trading at 1269.80. The strike last trading price was 92.9, which was -35.75 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 5
On 6 May CDSL was trading at 1282.80. The strike last trading price was 92.9, which was 17.9 higher than the previous day. The implied volatity was 28.19, the open interest changed by 3 which increased total open position to 5
On 5 May CDSL was trading at 1254.70. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 2
On 4 May CDSL was trading at 1238.30. The strike last trading price was 75, which was -88.95 lower than the previous day. The implied volatity was 30.13, the open interest changed by 1 which increased total open position to 1
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CDSL 30-Jun-2026 (34d) 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.01
Theta: -0.48
Gamma: 0.00366
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1226.30 | 34 | -12 (-26.09%) | 27.83 | 575 | 194 | 1,385 |
| 25 May | 1217.40 | 44.9 | -11.75 (-20.74%) | 31.28 | 1,445 | 615 | 1,188 |
| 22 May | 1204.10 | 56.5 | -9 (-13.74%) | 32.93 | 47 | 15 | 573 |
| 21 May | 1199.80 | 66.25 | 16.85 (34.11%) | 37.01 | 561 | 412 | 555 |
| 20 May | 1224.60 | 48.6 | -5.15 (-9.58%) | 34.05 | 54 | 17 | 142 |
| 19 May | 1209.50 | 53.75 | -16.1 (-23.05%) | 32.43 | 41 | 28 | 125 |
| 18 May | 1184.20 | 69.85 | 1.85 (2.72%) | 33.67 | 5 | 3 | 96 |
| 15 May | 1186.70 | 68 | 4.1 (6.42%) | 34.38 | 9 | -1 | 92 |
| 14 May | 1198.70 | 61.15 | -18.4 (-23.13%) | 32.09 | 83 | 72 | 93 |
| 13 May | 1186.20 | 79.55 | 0.75 (0.95%) | 0 | 2 | 0 | 21 |
| 12 May | 1182.40 | 79 | 27.95 (54.75%) | 0 | 16 | 13 | 20 |
| 11 May | 1226.80 | 51.05 | 3.85 (8.16%) | 33.06 | 8 | 0 | 0 |
| 8 May | 1259.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1269.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1282.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1254.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1238.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1272.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1306.40 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1220 expiring on 30JUN2026
Delta for 1220 PE is -0.42
Historical price for 1220 PE is as follows
On 26 May CDSL was trading at 1226.30. The strike last trading price was 34, which was -12 lower than the previous day. The implied volatity was 27.83, the open interest changed by 194 which increased total open position to 1385
On 25 May CDSL was trading at 1217.40. The strike last trading price was 44.9, which was -11.75 lower than the previous day. The implied volatity was 31.28, the open interest changed by 615 which increased total open position to 1188
On 22 May CDSL was trading at 1204.10. The strike last trading price was 56.5, which was -9 lower than the previous day. The implied volatity was 32.93, the open interest changed by 15 which increased total open position to 573
On 21 May CDSL was trading at 1199.80. The strike last trading price was 66.25, which was 16.85 higher than the previous day. The implied volatity was 37.01, the open interest changed by 412 which increased total open position to 555
On 20 May CDSL was trading at 1224.60. The strike last trading price was 48.6, which was -5.15 lower than the previous day. The implied volatity was 34.05, the open interest changed by 17 which increased total open position to 142
On 19 May CDSL was trading at 1209.50. The strike last trading price was 53.75, which was -16.1 lower than the previous day. The implied volatity was 32.43, the open interest changed by 28 which increased total open position to 125
On 18 May CDSL was trading at 1184.20. The strike last trading price was 69.85, which was 1.85 higher than the previous day. The implied volatity was 33.67, the open interest changed by 3 which increased total open position to 96
On 15 May CDSL was trading at 1186.70. The strike last trading price was 68, which was 4.1 higher than the previous day. The implied volatity was 34.38, the open interest changed by -1 which decreased total open position to 92
On 14 May CDSL was trading at 1198.70. The strike last trading price was 61.15, which was -18.4 lower than the previous day. The implied volatity was 32.09, the open interest changed by 72 which increased total open position to 93
On 13 May CDSL was trading at 1186.20. The strike last trading price was 79.55, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 21
On 12 May CDSL was trading at 1182.40. The strike last trading price was 79, which was 27.95 higher than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 20
On 11 May CDSL was trading at 1226.80. The strike last trading price was 51.05, which was 3.85 higher than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 0
On 8 May CDSL was trading at 1259.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May CDSL was trading at 1269.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May CDSL was trading at 1282.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May CDSL was trading at 1254.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May CDSL was trading at 1238.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
