CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
14 May 2026 04:10 PM IST
| CDSL 26-May-2026 (11d) 1260 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.01
Theta: -1.06
Gamma: 0.00396
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 1198.70 | 11.05 | 0.6000000000000014 (5.74%) | 35.92 | 2,165 | 200 | 1,166 | |||||||||
| 13 May | 1186.20 | 10.3 | 0.10000000000000142 (0.98%) | 37.63 | 1,838 | 53 | 966 | |||||||||
| 12 May | 1182.40 | 10.4 | -13.6 (-56.67%) | 37.01 | 2,271 | 112 | 914 | |||||||||
| 11 May | 1226.80 | 24.35 | -16.65 (-40.61%) | 36.12 | 1,263 | 74 | 799 | |||||||||
| 8 May | 1259.30 | 41.05 | -5.800000000000004 (-12.38%) | 34.08 | 1,249 | 74 | 728 | |||||||||
| 7 May | 1269.80 | 47.4 | -8.700000000000003 (-15.51%) | 34.67 | 683 | 28 | 655 | |||||||||
| 6 May | 1282.80 | 58 | 17.1 (41.81%) | 34.47 | 3,443 | -104 | 639 | |||||||||
| 5 May | 1254.70 | 41.6 | 6.050000000000004 (17.02%) | 34.93 | 3,178 | 79 | 781 | |||||||||
| 4 May | 1238.30 | 36.8 | -19.75 (-34.92%) | 35.56 | 3,240 | 597 | 718 | |||||||||
| 30 Apr | 1272.00 | 55.65 | -18.300000000000004 (-24.75%) | 33.7 | 661 | 153 | 274 | |||||||||
| 29 Apr | 1306.40 | 71.4 | -18 (-20.13%) | 31.52 | 122 | 38 | 121 | |||||||||
| 28 Apr | 1324.60 | 89.4 | 6.8500000000000085 (8.30%) | 32.7 | 22 | -2 | 82 | |||||||||
| 27 Apr | 1324.10 | 82.9 | 6 (7.80%) | 25.96 | 41 | 25 | 83 | |||||||||
| 24 Apr | 1312.80 | 76.9 | -8.099999999999994 (-9.53%) | 28.76 | 121 | 50 | 58 | |||||||||
| 23 Apr | 1323.60 | 85 | -1.6500000000000057 (-1.90%) | 25.22 | 2 | 1 | 8 | |||||||||
| 22 Apr | 1321.20 | 86.65 | 52.50000000000001 (153.73%) | 27.2 | 7 | 6 | 6 | |||||||||
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| 21 Apr | 1362.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1370.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1393.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1367.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1290.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1303.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1279.30 | 34.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1287.40 | 34.15 | 0 (0.00%) | 2.54 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1203.50 | 34.15 | 0 (0.00%) | 2.54 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1260 expiring on 26MAY2026
Delta for 1260 CE is 0.24
Historical price for 1260 CE is as follows
On 14 May CDSL was trading at 1198.70. The strike last trading price was 11.05, which was 0.6000000000000014 higher than the previous day. The implied volatity was 35.92, the open interest changed by 200 which increased total open position to 1166
On 13 May CDSL was trading at 1186.20. The strike last trading price was 10.3, which was 0.10000000000000142 higher than the previous day. The implied volatity was 37.63, the open interest changed by 53 which increased total open position to 966
On 12 May CDSL was trading at 1182.40. The strike last trading price was 10.4, which was -13.6 lower than the previous day. The implied volatity was 37.01, the open interest changed by 112 which increased total open position to 914
On 11 May CDSL was trading at 1226.80. The strike last trading price was 24.35, which was -16.65 lower than the previous day. The implied volatity was 36.12, the open interest changed by 74 which increased total open position to 799
On 8 May CDSL was trading at 1259.30. The strike last trading price was 41.05, which was -5.800000000000004 lower than the previous day. The implied volatity was 34.08, the open interest changed by 74 which increased total open position to 728
On 7 May CDSL was trading at 1269.80. The strike last trading price was 47.4, which was -8.700000000000003 lower than the previous day. The implied volatity was 34.67, the open interest changed by 28 which increased total open position to 655
On 6 May CDSL was trading at 1282.80. The strike last trading price was 58, which was 17.1 higher than the previous day. The implied volatity was 34.47, the open interest changed by -104 which decreased total open position to 639
On 5 May CDSL was trading at 1254.70. The strike last trading price was 41.6, which was 6.050000000000004 higher than the previous day. The implied volatity was 34.93, the open interest changed by 79 which increased total open position to 781
On 4 May CDSL was trading at 1238.30. The strike last trading price was 36.8, which was -19.75 lower than the previous day. The implied volatity was 35.56, the open interest changed by 597 which increased total open position to 718
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 55.65, which was -18.300000000000004 lower than the previous day. The implied volatity was 33.7, the open interest changed by 153 which increased total open position to 274
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 71.4, which was -18 lower than the previous day. The implied volatity was 31.52, the open interest changed by 38 which increased total open position to 121
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 89.4, which was 6.8500000000000085 higher than the previous day. The implied volatity was 32.7, the open interest changed by -2 which decreased total open position to 82
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 82.9, which was 6 higher than the previous day. The implied volatity was 25.96, the open interest changed by 25 which increased total open position to 83
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 76.9, which was -8.099999999999994 lower than the previous day. The implied volatity was 28.76, the open interest changed by 50 which increased total open position to 58
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 85, which was -1.6500000000000057 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1 which increased total open position to 8
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 86.65, which was 52.50000000000001 higher than the previous day. The implied volatity was 27.2, the open interest changed by 6 which increased total open position to 6
On 21 Apr CDSL was trading at 1362.60. 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 20 Apr CDSL was trading at 1370.30. 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 17 Apr CDSL was trading at 1393.20. 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
On 16 Apr CDSL was trading at 1367.80. 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 15 Apr CDSL was trading at 1339.80. 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 13 Apr CDSL was trading at 1290.60. 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 10 Apr CDSL was trading at 1303.40. 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 9 Apr CDSL was trading at 1279.30. The strike last trading price was 34.15, 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 8 Apr CDSL was trading at 1287.40. The strike last trading price was 34.15, which was 0 lower than the previous day. The implied volatity was 2.54, 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 34.15, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
| CDSL 26-May-2026 (11d) 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.01
Theta: -0.53
Gamma: 0.00428
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 1198.70 | 65.1 | -14.300000000000011 (-18.01%) | 28.29 | 136 | -20 | 441 |
| 13 May | 1186.20 | 80.8 | -7.400000000000006 (-8.39%) | 0 | 128 | -9 | 462 |
| 12 May | 1182.40 | 87.7 | 32.85 (59.89%) | 42.59 | 414 | -111 | 472 |
| 11 May | 1226.80 | 53.65 | 18 (50.49%) | 37.36 | 557 | -72 | 582 |
| 8 May | 1259.30 | 34.2 | 0.75 (2.24%) | 32.67 | 1,181 | -56 | 656 |
| 7 May | 1269.80 | 32.6 | 5.5 (20.30%) | 33.68 | 696 | 34 | 717 |
| 6 May | 1282.80 | 26.05 | -18.249999999999996 (-41.20%) | 33.19 | 1,553 | 141 | 678 |
| 5 May | 1254.70 | 43.05 | -9.650000000000006 (-18.31%) | 35.17 | 671 | -1 | 536 |
| 4 May | 1238.30 | 51.95 | 6.450000000000003 (14.18%) | 36.3 | 2,170 | 196 | 531 |
| 30 Apr | 1272.00 | 46.1 | 11.300000000000004 (32.47%) | 40.6 | 835 | 128 | 463 |
| 29 Apr | 1306.40 | 36.95 | 8.850000000000001 (31.49%) | 41.96 | 594 | 45 | 335 |
| 28 Apr | 1324.60 | 27.4 | -3.8500000000000014 (-12.32%) | 38.85 | 252 | 40 | 290 |
| 27 Apr | 1324.10 | 31.3 | -6.900000000000002 (-18.06%) | 41.22 | 126 | 34 | 249 |
| 24 Apr | 1312.80 | 38.75 | 3.049999999999997 (8.54%) | 41.95 | 160 | 68 | 216 |
| 23 Apr | 1323.60 | 35.7 | 1.0500000000000043 (3.03%) | 41.34 | 76 | -26 | 149 |
| 22 Apr | 1321.20 | 33.55 | 10.499999999999996 (45.55%) | 39.64 | 218 | 103 | 176 |
| 21 Apr | 1362.60 | 23.3 | 0.8000000000000007 (3.56%) | 39.36 | 49 | 13 | 73 |
| 20 Apr | 1370.30 | 22.6 | 4.5 (24.86%) | 39.65 | 44 | 21 | 60 |
| 17 Apr | 1393.20 | 17.8 | -5.300000000000001 (-22.94%) | 37.65 | 42 | -16 | 40 |
| 16 Apr | 1367.80 | 23 | -9 (-28.13%) | 37.89 | 35 | 9 | 55 |
| 15 Apr | 1339.80 | 32 | -20 (-38.46%) | 38.49 | 66 | 31 | 45 |
| 13 Apr | 1290.60 | 52 | 5.950000000000003 (12.92%) | 40.59 | 2 | 1 | 13 |
| 10 Apr | 1303.40 | 46 | -24 (-34.29%) | 38.02 | 11 | 2 | 13 |
| 9 Apr | 1279.30 | 70 | 9 (14.75%) | 48.31 | 1 | 0 | 10 |
| 8 Apr | 1287.40 | 61 | -99.8 (-62.06%) | 45.09 | 10 | 9 | 9 |
| 7 Apr | 1203.50 | 160.8 | 0 (0.00%) | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1260 expiring on 26MAY2026
Delta for 1260 PE is -0.82
Historical price for 1260 PE is as follows
On 14 May CDSL was trading at 1198.70. The strike last trading price was 65.1, which was -14.300000000000011 lower than the previous day. The implied volatity was 28.29, the open interest changed by -20 which decreased total open position to 441
On 13 May CDSL was trading at 1186.20. The strike last trading price was 80.8, which was -7.400000000000006 lower than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 462
On 12 May CDSL was trading at 1182.40. The strike last trading price was 87.7, which was 32.85 higher than the previous day. The implied volatity was 42.59, the open interest changed by -111 which decreased total open position to 472
On 11 May CDSL was trading at 1226.80. The strike last trading price was 53.65, which was 18 higher than the previous day. The implied volatity was 37.36, the open interest changed by -72 which decreased total open position to 582
On 8 May CDSL was trading at 1259.30. The strike last trading price was 34.2, which was 0.75 higher than the previous day. The implied volatity was 32.67, the open interest changed by -56 which decreased total open position to 656
On 7 May CDSL was trading at 1269.80. The strike last trading price was 32.6, which was 5.5 higher than the previous day. The implied volatity was 33.68, the open interest changed by 34 which increased total open position to 717
On 6 May CDSL was trading at 1282.80. The strike last trading price was 26.05, which was -18.249999999999996 lower than the previous day. The implied volatity was 33.19, the open interest changed by 141 which increased total open position to 678
On 5 May CDSL was trading at 1254.70. The strike last trading price was 43.05, which was -9.650000000000006 lower than the previous day. The implied volatity was 35.17, the open interest changed by -1 which decreased total open position to 536
On 4 May CDSL was trading at 1238.30. The strike last trading price was 51.95, which was 6.450000000000003 higher than the previous day. The implied volatity was 36.3, the open interest changed by 196 which increased total open position to 531
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 46.1, which was 11.300000000000004 higher than the previous day. The implied volatity was 40.6, the open interest changed by 128 which increased total open position to 463
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 36.95, which was 8.850000000000001 higher than the previous day. The implied volatity was 41.96, the open interest changed by 45 which increased total open position to 335
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 27.4, which was -3.8500000000000014 lower than the previous day. The implied volatity was 38.85, the open interest changed by 40 which increased total open position to 290
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 31.3, which was -6.900000000000002 lower than the previous day. The implied volatity was 41.22, the open interest changed by 34 which increased total open position to 249
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 38.75, which was 3.049999999999997 higher than the previous day. The implied volatity was 41.95, the open interest changed by 68 which increased total open position to 216
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 35.7, which was 1.0500000000000043 higher than the previous day. The implied volatity was 41.34, the open interest changed by -26 which decreased total open position to 149
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 33.55, which was 10.499999999999996 higher than the previous day. The implied volatity was 39.64, the open interest changed by 103 which increased total open position to 176
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 23.3, which was 0.8000000000000007 higher than the previous day. The implied volatity was 39.36, the open interest changed by 13 which increased total open position to 73
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 22.6, which was 4.5 higher than the previous day. The implied volatity was 39.65, the open interest changed by 21 which increased total open position to 60
On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 17.8, which was -5.300000000000001 lower than the previous day. The implied volatity was 37.65, the open interest changed by -16 which decreased total open position to 40
On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 23, which was -9 lower than the previous day. The implied volatity was 37.89, the open interest changed by 9 which increased total open position to 55
On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 32, which was -20 lower than the previous day. The implied volatity was 38.49, the open interest changed by 31 which increased total open position to 45
On 13 Apr CDSL was trading at 1290.60. The strike last trading price was 52, which was 5.950000000000003 higher than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 13
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 46, which was -24 lower than the previous day. The implied volatity was 38.02, the open interest changed by 2 which increased total open position to 13
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 70, which was 9 higher than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 10
On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 61, which was -99.8 lower than the previous day. The implied volatity was 45.09, the open interest changed by 9 which increased total open position to 9
On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 160.8, 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
