CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
13 Mar 2026 03:08 PM IST
| CDSL 30-MAR-2026 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.74
Theta: -0.84
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 1174.00 | 10.2 | -9.85 | 35.59 | 1,408 | -28 | 636 | |||||||||
| 12 Mar | 1210.80 | 19.5 | -4.75 | 34.27 | 1,713 | -17 | 673 | |||||||||
| 11 Mar | 1219.40 | 24.05 | -11.15 | 34.2 | 1,384 | -1 | 694 | |||||||||
| 10 Mar | 1249.30 | 36.95 | 13.25 | 31.37 | 2,390 | 221 | 684 | |||||||||
| 9 Mar | 1210.50 | 23.7 | -4.3 | 34.42 | 1,001 | -12 | 457 | |||||||||
| 6 Mar | 1224.10 | 28.4 | -5.9 | 31.54 | 1,123 | -7 | 470 | |||||||||
| 5 Mar | 1239.60 | 33.65 | 6.85 | 29.48 | 1,405 | -37 | 475 | |||||||||
| 4 Mar | 1209.40 | 26.3 | -5.75 | 33.6 | 1,216 | 120 | 486 | |||||||||
| 2 Mar | 1228.30 | 33.3 | -14.4 | 30.85 | 2,385 | 64 | 368 | |||||||||
| 27 Feb | 1272.20 | 46.8 | -16.6 | 23.4 | 663 | 132 | 305 | |||||||||
| 26 Feb | 1295.80 | 62.3 | -28.05 | 24.58 | 303 | 104 | 166 | |||||||||
| 25 Feb | 1326.80 | 90.8 | -2.65 | 26.6 | 12 | 1 | 62 | |||||||||
| 24 Feb | 1324.80 | 94.25 | 5.85 | 27.44 | 44 | 21 | 61 | |||||||||
| 23 Feb | 1334.30 | 88.4 | 6.75 | 12.96 | 18 | 11 | 39 | |||||||||
| 20 Feb | 1320.40 | 81.35 | -14.65 | 19.37 | 27 | 19 | 22 | |||||||||
| 19 Feb | 1320.30 | 96 | -6.1 | 31.1 | 1 | 0 | 2 | |||||||||
| 18 Feb | 1355.70 | 102.1 | -29.85 | 12.97 | 2 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Feb | 1339.40 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1353.70 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1335.30 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1370.20 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1397.20 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1400.90 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1374.30 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1331.40 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1363.30 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1366.30 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1343.00 | 131.95 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1237.20 | 131.95 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1230.30 | 131.95 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1320.20 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1323.00 | 131.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1356.90 | 131.95 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1260 expiring on 30MAR2026
Delta for 1260 CE is 0.21
Historical price for 1260 CE is as follows
On 13 Mar CDSL was trading at 1174.00. The strike last trading price was 10.2, which was -9.85 lower than the previous day. The implied volatity was 35.59, the open interest changed by -28 which decreased total open position to 636
On 12 Mar CDSL was trading at 1210.80. The strike last trading price was 19.5, which was -4.75 lower than the previous day. The implied volatity was 34.27, the open interest changed by -17 which decreased total open position to 673
On 11 Mar CDSL was trading at 1219.40. The strike last trading price was 24.05, which was -11.15 lower than the previous day. The implied volatity was 34.2, the open interest changed by -1 which decreased total open position to 694
On 10 Mar CDSL was trading at 1249.30. The strike last trading price was 36.95, which was 13.25 higher than the previous day. The implied volatity was 31.37, the open interest changed by 221 which increased total open position to 684
On 9 Mar CDSL was trading at 1210.50. The strike last trading price was 23.7, which was -4.3 lower than the previous day. The implied volatity was 34.42, the open interest changed by -12 which decreased total open position to 457
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 28.4, which was -5.9 lower than the previous day. The implied volatity was 31.54, the open interest changed by -7 which decreased total open position to 470
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 33.65, which was 6.85 higher than the previous day. The implied volatity was 29.48, the open interest changed by -37 which decreased total open position to 475
On 4 Mar CDSL was trading at 1209.40. The strike last trading price was 26.3, which was -5.75 lower than the previous day. The implied volatity was 33.6, the open interest changed by 120 which increased total open position to 486
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 33.3, which was -14.4 lower than the previous day. The implied volatity was 30.85, the open interest changed by 64 which increased total open position to 368
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 46.8, which was -16.6 lower than the previous day. The implied volatity was 23.4, the open interest changed by 132 which increased total open position to 305
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 62.3, which was -28.05 lower than the previous day. The implied volatity was 24.58, the open interest changed by 104 which increased total open position to 166
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 90.8, which was -2.65 lower than the previous day. The implied volatity was 26.6, the open interest changed by 1 which increased total open position to 62
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 94.25, which was 5.85 higher than the previous day. The implied volatity was 27.44, the open interest changed by 21 which increased total open position to 61
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 88.4, which was 6.75 higher than the previous day. The implied volatity was 12.96, the open interest changed by 11 which increased total open position to 39
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 81.35, which was -14.65 lower than the previous day. The implied volatity was 19.37, the open interest changed by 19 which increased total open position to 22
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 96, which was -6.1 lower than the previous day. The implied volatity was 31.1, the open interest changed by 0 which decreased total open position to 2
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 102.1, which was -29.85 lower than the previous day. The implied volatity was 12.97, the open interest changed by 0 which decreased total open position to 0
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1353.70. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1335.30. The strike last trading price was 131.95, 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 12 Feb CDSL was trading at 1370.20. The strike last trading price was 131.95, 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 11 Feb CDSL was trading at 1397.20. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1400.90. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1374.30. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1331.40. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1363.30. The strike last trading price was 131.95, 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 Feb CDSL was trading at 1366.30. The strike last trading price was 131.95, 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 3 Feb CDSL was trading at 1343.00. The strike last trading price was 131.95, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 131.95, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 131.95, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CDSL was trading at 1320.20. The strike last trading price was 131.95, 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 Jan CDSL was trading at 1323.00. The strike last trading price was 131.95, 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 28 Jan CDSL was trading at 1356.90. The strike last trading price was 131.95, 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 30MAR2026 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.85
Theta: -0.94
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 1174.00 | 100 | 31.4 | 47.99 | 85 | -38 | 546 |
| 12 Mar | 1210.80 | 71.6 | 6.55 | 42.58 | 242 | -111 | 585 |
| 11 Mar | 1219.40 | 66.4 | 20.1 | 42.5 | 640 | -120 | 711 |
| 10 Mar | 1249.30 | 41.35 | -32.1 | 35.54 | 612 | 254 | 834 |
| 9 Mar | 1210.50 | 72.75 | 8.25 | 42.62 | 151 | -47 | 580 |
| 6 Mar | 1224.10 | 61.9 | 10.9 | 37.84 | 219 | 13 | 628 |
| 5 Mar | 1239.60 | 51.75 | -22.8 | 35.89 | 113 | 2 | 617 |
| 4 Mar | 1209.40 | 74.55 | 14.65 | 39.04 | 248 | -1 | 620 |
| 2 Mar | 1228.30 | 58.5 | 18.65 | 35.17 | 1,044 | -82 | 617 |
| 27 Feb | 1272.20 | 40.3 | 10.5 | 34.69 | 2,717 | 161 | 704 |
| 26 Feb | 1295.80 | 31.2 | 13.55 | 33.18 | 1,604 | 42 | 542 |
| 25 Feb | 1326.80 | 17.05 | -2.25 | 29.6 | 513 | -14 | 500 |
| 24 Feb | 1324.80 | 18.35 | -2.9 | 30.69 | 413 | 177 | 516 |
| 23 Feb | 1334.30 | 20.75 | -8 | 33.54 | 228 | 130 | 338 |
| 20 Feb | 1320.40 | 28.85 | 0.35 | 35.37 | 135 | 4 | 194 |
| 19 Feb | 1320.30 | 29.45 | 13.4 | 35.11 | 114 | 36 | 157 |
| 18 Feb | 1355.70 | 15.8 | -5.95 | 31.32 | 38 | 21 | 121 |
| 17 Feb | 1339.40 | 21.75 | 0.75 | 32.87 | 37 | 13 | 100 |
| 16 Feb | 1353.70 | 21.55 | -5.2 | 34.71 | 120 | 19 | 86 |
| 13 Feb | 1335.30 | 26.9 | 9.5 | 34.39 | 52 | 33 | 67 |
| 12 Feb | 1370.20 | 17.25 | 2.25 | 32.61 | 25 | 13 | 34 |
| 11 Feb | 1397.20 | 15 | 0.75 | 34.02 | 3 | 1 | 20 |
| 10 Feb | 1400.90 | 14 | -4.35 | 33.52 | 33 | 6 | 18 |
| 9 Feb | 1374.30 | 18.35 | -13.15 | 33.19 | 19 | 9 | 12 |
| 6 Feb | 1331.40 | 31.5 | 6.5 | 34.13 | 1 | 0 | 2 |
| 5 Feb | 1363.30 | 25 | -6 | 34.96 | 2 | -1 | 1 |
| 4 Feb | 1366.30 | 31 | -25.7 | - | 0 | 0 | 2 |
| 3 Feb | 1343.00 | 31 | -25.7 | 35.03 | 2 | 1 | 1 |
| 2 Feb | 1237.20 | 56.7 | 0 | 0.01 | 0 | 0 | 0 |
| 1 Feb | 1230.30 | 56.7 | 0 | 0.37 | 0 | 0 | 0 |
| 30 Jan | 1320.20 | 56.7 | 0 | 4.28 | 0 | 0 | 0 |
| 29 Jan | 1323.00 | 56.7 | 0 | 4.51 | 0 | 0 | 0 |
| 28 Jan | 1356.90 | 56.7 | 0 | 6.08 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1260 expiring on 30MAR2026
Delta for 1260 PE is -0.72
Historical price for 1260 PE is as follows
On 13 Mar CDSL was trading at 1174.00. The strike last trading price was 100, which was 31.4 higher than the previous day. The implied volatity was 47.99, the open interest changed by -38 which decreased total open position to 546
On 12 Mar CDSL was trading at 1210.80. The strike last trading price was 71.6, which was 6.55 higher than the previous day. The implied volatity was 42.58, the open interest changed by -111 which decreased total open position to 585
On 11 Mar CDSL was trading at 1219.40. The strike last trading price was 66.4, which was 20.1 higher than the previous day. The implied volatity was 42.5, the open interest changed by -120 which decreased total open position to 711
On 10 Mar CDSL was trading at 1249.30. The strike last trading price was 41.35, which was -32.1 lower than the previous day. The implied volatity was 35.54, the open interest changed by 254 which increased total open position to 834
On 9 Mar CDSL was trading at 1210.50. The strike last trading price was 72.75, which was 8.25 higher than the previous day. The implied volatity was 42.62, the open interest changed by -47 which decreased total open position to 580
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 61.9, which was 10.9 higher than the previous day. The implied volatity was 37.84, the open interest changed by 13 which increased total open position to 628
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 51.75, which was -22.8 lower than the previous day. The implied volatity was 35.89, the open interest changed by 2 which increased total open position to 617
On 4 Mar CDSL was trading at 1209.40. The strike last trading price was 74.55, which was 14.65 higher than the previous day. The implied volatity was 39.04, the open interest changed by -1 which decreased total open position to 620
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 58.5, which was 18.65 higher than the previous day. The implied volatity was 35.17, the open interest changed by -82 which decreased total open position to 617
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 40.3, which was 10.5 higher than the previous day. The implied volatity was 34.69, the open interest changed by 161 which increased total open position to 704
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 31.2, which was 13.55 higher than the previous day. The implied volatity was 33.18, the open interest changed by 42 which increased total open position to 542
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 17.05, which was -2.25 lower than the previous day. The implied volatity was 29.6, the open interest changed by -14 which decreased total open position to 500
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 18.35, which was -2.9 lower than the previous day. The implied volatity was 30.69, the open interest changed by 177 which increased total open position to 516
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 20.75, which was -8 lower than the previous day. The implied volatity was 33.54, the open interest changed by 130 which increased total open position to 338
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 28.85, which was 0.35 higher than the previous day. The implied volatity was 35.37, the open interest changed by 4 which increased total open position to 194
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 29.45, which was 13.4 higher than the previous day. The implied volatity was 35.11, the open interest changed by 36 which increased total open position to 157
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 15.8, which was -5.95 lower than the previous day. The implied volatity was 31.32, the open interest changed by 21 which increased total open position to 121
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 21.75, which was 0.75 higher than the previous day. The implied volatity was 32.87, the open interest changed by 13 which increased total open position to 100
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 21.55, which was -5.2 lower than the previous day. The implied volatity was 34.71, the open interest changed by 19 which increased total open position to 86
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 26.9, which was 9.5 higher than the previous day. The implied volatity was 34.39, the open interest changed by 33 which increased total open position to 67
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 17.25, which was 2.25 higher than the previous day. The implied volatity was 32.61, the open interest changed by 13 which increased total open position to 34
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 15, which was 0.75 higher than the previous day. The implied volatity was 34.02, the open interest changed by 1 which increased total open position to 20
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 14, which was -4.35 lower than the previous day. The implied volatity was 33.52, the open interest changed by 6 which increased total open position to 18
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 18.35, which was -13.15 lower than the previous day. The implied volatity was 33.19, the open interest changed by 9 which increased total open position to 12
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 31.5, which was 6.5 higher than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 2
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 25, which was -6 lower than the previous day. The implied volatity was 34.96, the open interest changed by -1 which decreased total open position to 1
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 31, which was -25.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 31, which was -25.7 lower than the previous day. The implied volatity was 35.03, the open interest changed by 1 which increased total open position to 1
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CDSL was trading at 1320.20. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 29 Jan CDSL was trading at 1323.00. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CDSL was trading at 1356.90. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
