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Historical option data for CDSL

20 May 2026 04:10 PM IST
CDSL 26-May-2026 (5d) 1240 CE
Delta: 0.42
Vega: 0.01
Theta: -1.63
Gamma: 0.00777
Date Close Ltp Change IV Volume OI Chg OI
20 May 1224.60 15.25 3.25 (27.08%) 31.17 6,870 596 1,765
19 May 1209.50 10.9 3.9 (55.71%) 32.97 3,494 -38 1,171
18 May 1184.20 7.4 -2.6 (-26.00%) 34.85 2,490 -150 1,206
15 May 1186.70 9.2 -7.2 (-43.90%) 32.34 2,507 185 1,356
14 May 1198.70 16.1 1.7 (11.81%) 35.69 2,818 -179 1,182
13 May 1186.20 14.45 0.6 (4.33%) 37.04 1,949 8 1,360
12 May 1182.40 14.05 -17.95 (-56.09%) 35.88 2,618 292 1,351
11 May 1226.80 31.8 -21.2 (-40.00%) 35.44 2,075 343 1,059
8 May 1259.30 53.4 -5.3 (-9.03%) 35.62 626 98 714
7 May 1269.80 59.4 -10.3 (-14.78%) 35.23 327 51 615
6 May 1282.80 72 20.9 (40.90%) 35.72 1,206 -136 565
5 May 1254.70 52.75 8.05 (18.01%) 35.66 3,108 -138 713
4 May 1238.30 45.55 -23.1 (-33.65%) 34.69 3,302 828 851
30 Apr 1272.00 66.45 -27.1 (-28.97%) 33.74 133 30 53
29 Apr 1306.40 93.55 -11.45 (-10.90%) 28.65 11 2 22
28 Apr 1324.60 105 8 (8.25%) 32.78 18 8 21
27 Apr 1324.10 97 3.5 (3.74%) 25.88 3 1 12
24 Apr 1312.80 93.5 -0.45 (-0.48%) 26.31 5 1 11
23 Apr 1323.60 93.95 -36.05 (-27.73%) 20.4 1 0 9
22 Apr 1321.20 130 -25.45 (-16.37%) 19.23 0 0 9
21 Apr 1362.60 130 -12.55 (-8.80%) 19.23 1 0 9
20 Apr 1370.30 142.55 0 (0.00%) 24.24 1 0 9
17 Apr 1393.20 142.55 0 (0.00%) 25.59 0 0 9
16 Apr 1367.80 142.55 55.55 (63.85%) 25.59 7 5 7
15 Apr 1339.80 87 -36.3 (-29.44%) - 0 0 2
13 Apr 1290.60 87 -36.3 (-29.44%) 29.05 0 0 2
10 Apr 1303.40 87 45 (107.14%) 29.05 1 0 1
9 Apr 1279.30 42 -129.1 (-75.45%) - 0 0 1
8 Apr 1287.40 42 -129.1 (-75.45%) - 0 0 1
7 Apr 1203.50 42 -129.1 (-75.45%) 29.37 2 1 1
1 Apr 1182.80 - - - 0 0 0
30 Mar 1119.40 0 0 (0.00%) - 0 0 0
18 Mar 1233.60 - - - 0 0 0
17 Mar 1199.30 0 0 (0.00%) - 0 0 0
16 Mar 1184.50 0 0 (0.00%) - 0 0 0
13 Mar 1176.50 0 0 (0.00%) 2.17 0 0 0
9 Mar 1210.50 - - - 0 0 0
6 Mar 1224.10 0 0 (0.00%) - 0 0 0
5 Mar 1239.60 0 0 (0.00%) - 0 0 0
4 Mar 1209.40 0 0 (0.00%) - 0 0 0
2 Mar 1228.30 0 0 (0.00%) - 0 0 0
27 Feb 1272.20 0 0 (0.00%) - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1240 expiring on 26MAY2026

Delta for 1240 CE is 0.42

Historical price for 1240 CE is as follows

On 20 May CDSL was trading at 1224.60. The strike last trading price was 15.25, which was 3.25 higher than the previous day. The implied volatity was 31.17, the open interest changed by 596 which increased total open position to 1765


On 19 May CDSL was trading at 1209.50. The strike last trading price was 10.9, which was 3.9 higher than the previous day. The implied volatity was 32.97, the open interest changed by -38 which decreased total open position to 1171


On 18 May CDSL was trading at 1184.20. The strike last trading price was 7.4, which was -2.6 lower than the previous day. The implied volatity was 34.85, the open interest changed by -150 which decreased total open position to 1206


On 15 May CDSL was trading at 1186.70. The strike last trading price was 9.2, which was -7.2 lower than the previous day. The implied volatity was 32.34, the open interest changed by 185 which increased total open position to 1356


On 14 May CDSL was trading at 1198.70. The strike last trading price was 16.1, which was 1.7 higher than the previous day. The implied volatity was 35.69, the open interest changed by -179 which decreased total open position to 1182


On 13 May CDSL was trading at 1186.20. The strike last trading price was 14.45, which was 0.6 higher than the previous day. The implied volatity was 37.04, the open interest changed by 8 which increased total open position to 1360


On 12 May CDSL was trading at 1182.40. The strike last trading price was 14.05, which was -17.95 lower than the previous day. The implied volatity was 35.88, the open interest changed by 292 which increased total open position to 1351


On 11 May CDSL was trading at 1226.80. The strike last trading price was 31.8, which was -21.2 lower than the previous day. The implied volatity was 35.44, the open interest changed by 343 which increased total open position to 1059


On 8 May CDSL was trading at 1259.30. The strike last trading price was 53.4, which was -5.3 lower than the previous day. The implied volatity was 35.62, the open interest changed by 98 which increased total open position to 714


On 7 May CDSL was trading at 1269.80. The strike last trading price was 59.4, which was -10.3 lower than the previous day. The implied volatity was 35.23, the open interest changed by 51 which increased total open position to 615


On 6 May CDSL was trading at 1282.80. The strike last trading price was 72, which was 20.9 higher than the previous day. The implied volatity was 35.72, the open interest changed by -136 which decreased total open position to 565


On 5 May CDSL was trading at 1254.70. The strike last trading price was 52.75, which was 8.05 higher than the previous day. The implied volatity was 35.66, the open interest changed by -138 which decreased total open position to 713


On 4 May CDSL was trading at 1238.30. The strike last trading price was 45.55, which was -23.1 lower than the previous day. The implied volatity was 34.69, the open interest changed by 828 which increased total open position to 851


On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 66.45, which was -27.1 lower than the previous day. The implied volatity was 33.74, the open interest changed by 30 which increased total open position to 53


On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 93.55, which was -11.45 lower than the previous day. The implied volatity was 28.65, the open interest changed by 2 which increased total open position to 22


On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 105, which was 8 higher than the previous day. The implied volatity was 32.78, the open interest changed by 8 which increased total open position to 21


On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 97, which was 3.5 higher than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 12


On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 93.5, which was -0.45 lower than the previous day. The implied volatity was 26.31, the open interest changed by 1 which increased total open position to 11


On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 93.95, which was -36.05 lower than the previous day. The implied volatity was 20.4, the open interest changed by 0 which decreased total open position to 9


On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 130, which was -25.45 lower than the previous day. The implied volatity was 19.23, the open interest changed by 0 which decreased total open position to 9


On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 130, which was -12.55 lower than the previous day. The implied volatity was 19.23, the open interest changed by 0 which decreased total open position to 9


On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 9


On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 9


On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 142.55, which was 55.55 higher than the previous day. The implied volatity was 25.59, the open interest changed by 5 which increased total open position to 7


On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 87, which was -36.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Apr CDSL was trading at 1290.60. The strike last trading price was 87, which was -36.3 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 2


On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 87, which was 45 higher than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 1


On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 42, which was -129.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 42, which was -129.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 42, which was -129.1 lower than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 1


On 1 Apr CDSL was trading at 1182.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar CDSL was trading at 1119.40. 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


On 18 Mar CDSL was trading at 1233.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar CDSL was trading at 1199.30. 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 16 Mar CDSL was trading at 1184.50. 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 13 Mar CDSL was trading at 1176.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 9 Mar CDSL was trading at 1210.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar CDSL was trading at 1224.10. 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 Mar CDSL was trading at 1239.60. 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 Mar CDSL was trading at 1209.40. 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


On 2 Mar CDSL was trading at 1228.30. 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 27 Feb CDSL was trading at 1272.20. 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 26-May-2026 (5d) 1240 PE
Delta: -0.59
Vega: 0.01
Theta: -1.39
Gamma: 0.00795
Date Close Ltp Change IV Volume OI Chg OI
20 May 1224.60 26.1 -12.1 (-31.68%) 30.3 609 99 649
19 May 1209.50 39.75 -21.7 (-35.31%) 30.8 469 19 553
18 May 1184.20 61.2 -0.25 (-0.41%) 33.95 179 -50 535
15 May 1186.70 62.35 12.15 (24.20%) 35.31 124 -27 584
14 May 1198.70 50.25 -13.65 (-21.36%) 29.42 494 -12 613
13 May 1186.20 63.6 -8.1 (-11.30%) 0 276 -12 629
12 May 1182.40 71 28.7 (67.85%) 40.37 642 -64 642
11 May 1226.80 41.5 14.95 (56.31%) 36.99 987 66 706
8 May 1259.30 26.1 1.25 (5.03%) 33.32 829 1 640
7 May 1269.80 24.35 3.95 (19.36%) 33.72 774 -43 632
6 May 1282.80 19.6 -15.1 (-43.52%) 33.44 1,572 -18 685
5 May 1254.70 33.4 -9.45 (-22.05%) 35.02 1,204 5 702
4 May 1238.30 42.2 4.9 (13.14%) 37 4,405 387 695
30 Apr 1272.00 37.65 10 (36.17%) 40.82 589 30 338
29 Apr 1306.40 28.2 5.85 (26.17%) 40.71 413 32 308
28 Apr 1324.60 23.2 -2.85 (-10.94%) 40.36 176 63 278
27 Apr 1324.10 24.8 -5.75 (-18.82%) 41.18 77 30 214
24 Apr 1312.80 30.2 1.7 (5.96%) 41.2 62 26 183
23 Apr 1323.60 29 1.1 (3.94%) 41.62 47 15 157
22 Apr 1321.20 27.5 8.65 (45.89%) 39.98 203 92 142
21 Apr 1362.60 18.9 -0.05 (-0.26%) 39.75 33 15 50
20 Apr 1370.30 19.3 4.6 (31.29%) 40.41 14 9 34
17 Apr 1393.20 14.7 -4.45 (-23.24%) 38.65 23 8 26
16 Apr 1367.80 19.1 -7 (-26.82%) 38.24 12 5 16
15 Apr 1339.80 26.1 -33.35 (-56.10%) 38.53 13 8 10
13 Apr 1290.60 59.45 59.45 (0.00%) 49.15 0 0 2
10 Apr 1303.40 59.45 -6.45 (-9.79%) 50.9 2 0 0
9 Apr 1279.30 65.9 0 (0.00%) 3.49 0 0 0
8 Apr 1287.40 65.9 0 (0.00%) 3.99 0 0 0
7 Apr 1203.50 65.9 0 (0.00%) - 0 0 0
1 Apr 1182.80 - - - 0 0 0
30 Mar 1119.40 0 0 (0.00%) - 0 0 0
18 Mar 1233.60 - - - 0 0 0
17 Mar 1199.30 0 0 (0.00%) - 0 0 0
16 Mar 1184.50 0 0 (0.00%) - 0 0 0
13 Mar 1176.50 0 0 (0.00%) - 0 0 0
9 Mar 1210.50 - - - 0 0 0
6 Mar 1224.10 0 0 (0.00%) - 0 0 0
5 Mar 1239.60 0 0 (0.00%) 1.46 0 0 0
4 Mar 1209.40 0 0 (0.00%) - 0 0 0
2 Mar 1228.30 0 0 (0.00%) 0.94 0 0 0
27 Feb 1272.20 0 0 (0.00%) - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1240 expiring on 26MAY2026

Delta for 1240 PE is -0.59

Historical price for 1240 PE is as follows

On 20 May CDSL was trading at 1224.60. The strike last trading price was 26.1, which was -12.1 lower than the previous day. The implied volatity was 30.3, the open interest changed by 99 which increased total open position to 649


On 19 May CDSL was trading at 1209.50. The strike last trading price was 39.75, which was -21.7 lower than the previous day. The implied volatity was 30.8, the open interest changed by 19 which increased total open position to 553


On 18 May CDSL was trading at 1184.20. The strike last trading price was 61.2, which was -0.25 lower than the previous day. The implied volatity was 33.95, the open interest changed by -50 which decreased total open position to 535


On 15 May CDSL was trading at 1186.70. The strike last trading price was 62.35, which was 12.15 higher than the previous day. The implied volatity was 35.31, the open interest changed by -27 which decreased total open position to 584


On 14 May CDSL was trading at 1198.70. The strike last trading price was 50.25, which was -13.65 lower than the previous day. The implied volatity was 29.42, the open interest changed by -12 which decreased total open position to 613


On 13 May CDSL was trading at 1186.20. The strike last trading price was 63.6, which was -8.1 lower than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 629


On 12 May CDSL was trading at 1182.40. The strike last trading price was 71, which was 28.7 higher than the previous day. The implied volatity was 40.37, the open interest changed by -64 which decreased total open position to 642


On 11 May CDSL was trading at 1226.80. The strike last trading price was 41.5, which was 14.95 higher than the previous day. The implied volatity was 36.99, the open interest changed by 66 which increased total open position to 706


On 8 May CDSL was trading at 1259.30. The strike last trading price was 26.1, which was 1.25 higher than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 640


On 7 May CDSL was trading at 1269.80. The strike last trading price was 24.35, which was 3.95 higher than the previous day. The implied volatity was 33.72, the open interest changed by -43 which decreased total open position to 632


On 6 May CDSL was trading at 1282.80. The strike last trading price was 19.6, which was -15.1 lower than the previous day. The implied volatity was 33.44, the open interest changed by -18 which decreased total open position to 685


On 5 May CDSL was trading at 1254.70. The strike last trading price was 33.4, which was -9.45 lower than the previous day. The implied volatity was 35.02, the open interest changed by 5 which increased total open position to 702


On 4 May CDSL was trading at 1238.30. The strike last trading price was 42.2, which was 4.9 higher than the previous day. The implied volatity was 37, the open interest changed by 387 which increased total open position to 695


On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 37.65, which was 10 higher than the previous day. The implied volatity was 40.82, the open interest changed by 30 which increased total open position to 338


On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 28.2, which was 5.85 higher than the previous day. The implied volatity was 40.71, the open interest changed by 32 which increased total open position to 308


On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 23.2, which was -2.85 lower than the previous day. The implied volatity was 40.36, the open interest changed by 63 which increased total open position to 278


On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 24.8, which was -5.75 lower than the previous day. The implied volatity was 41.18, the open interest changed by 30 which increased total open position to 214


On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 30.2, which was 1.7 higher than the previous day. The implied volatity was 41.2, the open interest changed by 26 which increased total open position to 183


On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 29, which was 1.1 higher than the previous day. The implied volatity was 41.62, the open interest changed by 15 which increased total open position to 157


On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 27.5, which was 8.65 higher than the previous day. The implied volatity was 39.98, the open interest changed by 92 which increased total open position to 142


On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 18.9, which was -0.05 lower than the previous day. The implied volatity was 39.75, the open interest changed by 15 which increased total open position to 50


On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 19.3, which was 4.6 higher than the previous day. The implied volatity was 40.41, the open interest changed by 9 which increased total open position to 34


On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 14.7, which was -4.45 lower than the previous day. The implied volatity was 38.65, the open interest changed by 8 which increased total open position to 26


On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 19.1, which was -7 lower than the previous day. The implied volatity was 38.24, the open interest changed by 5 which increased total open position to 16


On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 26.1, which was -33.35 lower than the previous day. The implied volatity was 38.53, the open interest changed by 8 which increased total open position to 10


On 13 Apr CDSL was trading at 1290.60. The strike last trading price was 59.45, which was 59.45 higher than the previous day. The implied volatity was 49.15, the open interest changed by 0 which decreased total open position to 2


On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 59.45, which was -6.45 lower than the previous day. The implied volatity was 50.9, the open interest changed by 0 which decreased total open position to 0


On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0


On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0


On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 65.9, 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 1 Apr CDSL was trading at 1182.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar CDSL was trading at 1119.40. 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


On 18 Mar CDSL was trading at 1233.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar CDSL was trading at 1199.30. 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 16 Mar CDSL was trading at 1184.50. 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 13 Mar CDSL was trading at 1176.50. 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 9 Mar CDSL was trading at 1210.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar CDSL was trading at 1224.10. 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 Mar CDSL was trading at 1239.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 4 Mar CDSL was trading at 1209.40. 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


On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 27 Feb CDSL was trading at 1272.20. 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