CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
10 Apr 2026 04:10 PM IST
| CDSL 28-Apr-2026 (17d) 1260 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.01
Theta: -0.95
Gamma: 0.00366
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 1303.40 | 65.05 | 11.899999999999999 | 32.19 | 521 | -12 | 317 | |||||||||
| 9 Apr | 1279.30 | 53.45 | -0.35 | 33.61 | 1,035 | -91 | 331 | |||||||||
| 8 Apr | 1287.40 | 55 | 33.65 | 27.46 | 2,716 | -52 | 424 | |||||||||
| 7 Apr | 1203.50 | 20.8 | -4.7 | 35.19 | 499 | 14 | 478 | |||||||||
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| 6 Apr | 1205.30 | 24.5 | 5.95 | 37.09 | 731 | 113 | 464 | |||||||||
| 2 Apr | 1186.30 | 17.9 | -1.25 | 33.56 | 561 | 3 | 350 | |||||||||
| 1 Apr | 1182.80 | 19.1 | 6.3 | 33.92 | 861 | 67 | 347 | |||||||||
| 30 Mar | 1119.40 | 12.9 | -6.05 | 41.25 | 239 | 20 | 278 | |||||||||
| 27 Mar | 1171.30 | 19.2 | -12.25 | 34.36 | 232 | 50 | 258 | |||||||||
| 25 Mar | 1212.80 | 31.35 | 4.6 | 32.15 | 330 | 137 | 205 | |||||||||
| 24 Mar | 1185.50 | 26.7 | 9.65 | 34.17 | 99 | 6 | 61 | |||||||||
| 23 Mar | 1133.80 | 17 | -9.4 | 38.6 | 72 | -3 | 56 | |||||||||
| 20 Mar | 1190.80 | 27 | -0.75 | 31.45 | 36 | 11 | 59 | |||||||||
| 19 Mar | 1194.20 | 29 | -13.6 | 31.13 | 64 | 27 | 48 | |||||||||
| 18 Mar | 1233.60 | 42.6 | 6.45 | 29.45 | 19 | 6 | 20 | |||||||||
| 17 Mar | 1199.30 | 36.15 | -4.9 | - | 0 | 0 | 14 | |||||||||
| 16 Mar | 1184.50 | 36.15 | -4.9 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1176.50 | 36.15 | -4.9 | - | 0 | 6 | 0 | |||||||||
| 12 Mar | 1210.80 | 36.15 | -4.9 | 29.23 | 10 | 6 | 14 | |||||||||
| 11 Mar | 1219.40 | 38.05 | -15.95 | 27.46 | 10 | 4 | 8 | |||||||||
| 10 Mar | 1249.30 | 54 | 14 | 26.66 | 3 | 0 | 4 | |||||||||
| 9 Mar | 1210.50 | 40 | -9 | 29.63 | 1 | 0 | 3 | |||||||||
| 6 Mar | 1224.10 | 49 | 6.5 | 30.17 | 1 | 0 | 2 | |||||||||
| 5 Mar | 1239.60 | 42.5 | -24.5 | - | 1 | 1 | 0 | |||||||||
| 4 Mar | 1209.40 | 42.5 | -24.5 | 30.02 | 1 | 0 | 1 | |||||||||
| 2 Mar | 1228.30 | 67 | -71 | - | 0 | 1 | 0 | |||||||||
| 27 Feb | 1272.20 | 67 | -71 | 23.92 | 1 | 0 | 0 | |||||||||
| 26 Feb | 1295.80 | 138 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1326.80 | 138 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1260 expiring on 28APR2026
Delta for 1260 CE is 0.71
Historical price for 1260 CE is as follows
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 65.05, which was 11.899999999999999 higher than the previous day. The implied volatity was 32.19, the open interest changed by -12 which decreased total open position to 317
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 53.45, which was -0.35 lower than the previous day. The implied volatity was 33.61, the open interest changed by -91 which decreased total open position to 331
On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 55, which was 33.65 higher than the previous day. The implied volatity was 27.46, the open interest changed by -52 which decreased total open position to 424
On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 20.8, which was -4.7 lower than the previous day. The implied volatity was 35.19, the open interest changed by 14 which increased total open position to 478
On 6 Apr CDSL was trading at 1205.30. The strike last trading price was 24.5, which was 5.95 higher than the previous day. The implied volatity was 37.09, the open interest changed by 113 which increased total open position to 464
On 2 Apr CDSL was trading at 1186.30. The strike last trading price was 17.9, which was -1.25 lower than the previous day. The implied volatity was 33.56, the open interest changed by 3 which increased total open position to 350
On 1 Apr CDSL was trading at 1182.80. The strike last trading price was 19.1, which was 6.3 higher than the previous day. The implied volatity was 33.92, the open interest changed by 67 which increased total open position to 347
On 30 Mar CDSL was trading at 1119.40. The strike last trading price was 12.9, which was -6.05 lower than the previous day. The implied volatity was 41.25, the open interest changed by 20 which increased total open position to 278
On 27 Mar CDSL was trading at 1171.30. The strike last trading price was 19.2, which was -12.25 lower than the previous day. The implied volatity was 34.36, the open interest changed by 50 which increased total open position to 258
On 25 Mar CDSL was trading at 1212.80. The strike last trading price was 31.35, which was 4.6 higher than the previous day. The implied volatity was 32.15, the open interest changed by 137 which increased total open position to 205
On 24 Mar CDSL was trading at 1185.50. The strike last trading price was 26.7, which was 9.65 higher than the previous day. The implied volatity was 34.17, the open interest changed by 6 which increased total open position to 61
On 23 Mar CDSL was trading at 1133.80. The strike last trading price was 17, which was -9.4 lower than the previous day. The implied volatity was 38.6, the open interest changed by -3 which decreased total open position to 56
On 20 Mar CDSL was trading at 1190.80. The strike last trading price was 27, which was -0.75 lower than the previous day. The implied volatity was 31.45, the open interest changed by 11 which increased total open position to 59
On 19 Mar CDSL was trading at 1194.20. The strike last trading price was 29, which was -13.6 lower than the previous day. The implied volatity was 31.13, the open interest changed by 27 which increased total open position to 48
On 18 Mar CDSL was trading at 1233.60. The strike last trading price was 42.6, which was 6.45 higher than the previous day. The implied volatity was 29.45, the open interest changed by 6 which increased total open position to 20
On 17 Mar CDSL was trading at 1199.30. The strike last trading price was 36.15, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 16 Mar CDSL was trading at 1184.50. The strike last trading price was 36.15, which was -4.9 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 36.15, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 12 Mar CDSL was trading at 1210.80. The strike last trading price was 36.15, which was -4.9 lower than the previous day. The implied volatity was 29.23, the open interest changed by 6 which increased total open position to 14
On 11 Mar CDSL was trading at 1219.40. The strike last trading price was 38.05, which was -15.95 lower than the previous day. The implied volatity was 27.46, the open interest changed by 4 which increased total open position to 8
On 10 Mar CDSL was trading at 1249.30. The strike last trading price was 54, which was 14 higher than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 4
On 9 Mar CDSL was trading at 1210.50. The strike last trading price was 40, which was -9 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 3
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 49, which was 6.5 higher than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 2
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 42.5, which was -24.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar CDSL was trading at 1209.40. The strike last trading price was 42.5, which was -24.5 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 1
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 67, which was -71 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 67, which was -71 lower than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 0
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 138, 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 25 Feb CDSL was trading at 1326.80. The strike last trading price was 138, 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 0
| CDSL 28-Apr-2026 (17d) 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.01
Theta: -0.9
Gamma: 0.00333
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 1303.40 | 22.15 | -13.200000000000003 | 36.28 | 736 | -39 | 284 |
| 9 Apr | 1279.30 | 34.65 | -0.3 | 40.54 | 1,116 | 1 | 324 |
| 8 Apr | 1287.40 | 34.4 | -47.9 | 43.06 | 1,325 | 86 | 325 |
| 7 Apr | 1203.50 | 84.45 | 6.25 | 47.2 | 93 | 30 | 238 |
| 6 Apr | 1205.30 | 81.55 | -19.45 | 44.84 | 48 | 24 | 209 |
| 2 Apr | 1186.30 | 101 | 1.5 | 47.64 | 1 | 0 | 185 |
| 1 Apr | 1182.80 | 99 | -51.1 | 45.33 | 37 | 8 | 185 |
| 30 Mar | 1119.40 | 150 | 26.35 | 49.98 | 50 | 25 | 168 |
| 27 Mar | 1171.30 | 122.1 | 36.3 | 53.15 | 54 | 25 | 142 |
| 25 Mar | 1212.80 | 87.9 | -24.15 | 44.81 | 106 | 73 | 114 |
| 24 Mar | 1185.50 | 112.05 | -43.95 | 51.99 | 4 | 2 | 39 |
| 23 Mar | 1133.80 | 156 | 51 | 57.37 | 14 | 6 | 36 |
| 20 Mar | 1190.80 | 105 | -0.95 | 46.54 | 7 | 3 | 29 |
| 19 Mar | 1194.20 | 105.95 | 35.95 | 48.59 | 22 | 12 | 26 |
| 18 Mar | 1233.60 | 70 | -55.25 | 38.24 | 4 | 0 | 12 |
| 17 Mar | 1199.30 | 125.25 | 35.25 | - | 1 | 0 | 12 |
| 16 Mar | 1184.50 | 125.25 | 35.25 | 54.61 | 1 | 0 | 12 |
| 13 Mar | 1176.50 | 90 | 0 | 29.22 | 1 | 1 | 0 |
| 12 Mar | 1210.80 | 90 | 17.9 | 40.91 | 1 | 0 | 10 |
| 11 Mar | 1219.40 | 72.1 | -2.9 | 33.46 | 1 | 0 | 9 |
| 10 Mar | 1249.30 | 75 | 20 | 43.94 | 4 | 3 | 8 |
| 9 Mar | 1210.50 | 55 | -3.8 | - | 0 | 0 | 5 |
| 6 Mar | 1224.10 | 55 | -3.8 | - | 0 | 0 | 5 |
| 5 Mar | 1239.60 | 55 | -3.8 | - | 0 | 0 | 0 |
| 4 Mar | 1209.40 | 55 | -3.8 | - | 0 | 0 | 5 |
| 2 Mar | 1228.30 | 55 | -3.8 | - | 0 | 5 | 0 |
| 27 Feb | 1272.20 | 55 | -3.8 | 34.13 | 5 | 4 | 4 |
| 26 Feb | 1295.80 | 58.8 | 0 | 2.93 | 0 | 0 | 0 |
| 25 Feb | 1326.80 | 58.8 | 0 | 4.59 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1260 expiring on 28APR2026
Delta for 1260 PE is -0.31
Historical price for 1260 PE is as follows
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 22.15, which was -13.200000000000003 lower than the previous day. The implied volatity was 36.28, the open interest changed by -39 which decreased total open position to 284
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 34.65, which was -0.3 lower than the previous day. The implied volatity was 40.54, the open interest changed by 1 which increased total open position to 324
On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 34.4, which was -47.9 lower than the previous day. The implied volatity was 43.06, the open interest changed by 86 which increased total open position to 325
On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 84.45, which was 6.25 higher than the previous day. The implied volatity was 47.2, the open interest changed by 30 which increased total open position to 238
On 6 Apr CDSL was trading at 1205.30. The strike last trading price was 81.55, which was -19.45 lower than the previous day. The implied volatity was 44.84, the open interest changed by 24 which increased total open position to 209
On 2 Apr CDSL was trading at 1186.30. The strike last trading price was 101, which was 1.5 higher than the previous day. The implied volatity was 47.64, the open interest changed by 0 which decreased total open position to 185
On 1 Apr CDSL was trading at 1182.80. The strike last trading price was 99, which was -51.1 lower than the previous day. The implied volatity was 45.33, the open interest changed by 8 which increased total open position to 185
On 30 Mar CDSL was trading at 1119.40. The strike last trading price was 150, which was 26.35 higher than the previous day. The implied volatity was 49.98, the open interest changed by 25 which increased total open position to 168
On 27 Mar CDSL was trading at 1171.30. The strike last trading price was 122.1, which was 36.3 higher than the previous day. The implied volatity was 53.15, the open interest changed by 25 which increased total open position to 142
On 25 Mar CDSL was trading at 1212.80. The strike last trading price was 87.9, which was -24.15 lower than the previous day. The implied volatity was 44.81, the open interest changed by 73 which increased total open position to 114
On 24 Mar CDSL was trading at 1185.50. The strike last trading price was 112.05, which was -43.95 lower than the previous day. The implied volatity was 51.99, the open interest changed by 2 which increased total open position to 39
On 23 Mar CDSL was trading at 1133.80. The strike last trading price was 156, which was 51 higher than the previous day. The implied volatity was 57.37, the open interest changed by 6 which increased total open position to 36
On 20 Mar CDSL was trading at 1190.80. The strike last trading price was 105, which was -0.95 lower than the previous day. The implied volatity was 46.54, the open interest changed by 3 which increased total open position to 29
On 19 Mar CDSL was trading at 1194.20. The strike last trading price was 105.95, which was 35.95 higher than the previous day. The implied volatity was 48.59, the open interest changed by 12 which increased total open position to 26
On 18 Mar CDSL was trading at 1233.60. The strike last trading price was 70, which was -55.25 lower than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 12
On 17 Mar CDSL was trading at 1199.30. The strike last trading price was 125.25, which was 35.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Mar CDSL was trading at 1184.50. The strike last trading price was 125.25, which was 35.25 higher than the previous day. The implied volatity was 54.61, the open interest changed by 0 which decreased total open position to 12
On 13 Mar CDSL was trading at 1176.50. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 29.22, the open interest changed by 1 which increased total open position to 0
On 12 Mar CDSL was trading at 1210.80. The strike last trading price was 90, which was 17.9 higher than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 10
On 11 Mar CDSL was trading at 1219.40. The strike last trading price was 72.1, which was -2.9 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 9
On 10 Mar CDSL was trading at 1249.30. The strike last trading price was 75, which was 20 higher than the previous day. The implied volatity was 43.94, the open interest changed by 3 which increased total open position to 8
On 9 Mar CDSL was trading at 1210.50. The strike last trading price was 55, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 55, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 55, which was -3.8 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 55, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 55, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 55, which was -3.8 lower than the previous day. The implied volatity was 34.13, the open interest changed by 4 which increased total open position to 4
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 58.8, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 58.8, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
