CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
07 May 2026 02:38 PM IST
| CDSL 26-May-2026 (19d) 1300 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.01
Theta: -1.11
Gamma: 0.00381
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1271.60 | 30.2 | -4.550000000000001 (-13.09%) | 35.09 | 2,625 | 237 | 2,137 | |||||||||
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| 6 May | 1282.80 | 36 | 11.2 (45.16%) | 33.15 | 12,455 | 251 | 1,905 | |||||||||
| 5 May | 1254.70 | 25.7 | 4.199999999999999 (19.53%) | 35.06 | 3,297 | 86 | 1,656 | |||||||||
| 4 May | 1238.30 | 22 | -16.299999999999997 (-42.56%) | 35.22 | 4,652 | 673 | 1,567 | |||||||||
| 30 Apr | 1272.00 | 37 | -14.649999999999999 (-28.36%) | 34 | 1,767 | 243 | 1,137 | |||||||||
| 29 Apr | 1306.40 | 51 | -12.549999999999997 (-19.75%) | 32.72 | 752 | 132 | 897 | |||||||||
| 28 Apr | 1324.60 | 64 | 4.5 (7.56%) | 32.5 | 585 | 98 | 764 | |||||||||
| 27 Apr | 1324.10 | 61.4 | 5.199999999999996 (9.25%) | 29.51 | 554 | 151 | 666 | |||||||||
| 24 Apr | 1312.80 | 53.6 | -8.049999999999997 (-13.06%) | 28.11 | 424 | 88 | 502 | |||||||||
| 23 Apr | 1323.60 | 60.9 | -2.950000000000003 (-4.62%) | 27.96 | 378 | 193 | 414 | |||||||||
| 22 Apr | 1321.20 | 63.95 | -24.700000000000003 (-27.86%) | 29.96 | 220 | 98 | 217 | |||||||||
| 21 Apr | 1362.60 | 88 | -6 (-6.38%) | 26.85 | 27 | 16 | 119 | |||||||||
| 20 Apr | 1370.30 | 93 | -16.849999999999994 (-15.34%) | 27.33 | 21 | -2 | 102 | |||||||||
| 17 Apr | 1393.20 | 109.8 | 14.149999999999991 (14.79%) | 24.5 | 27 | 2 | 109 | |||||||||
| 16 Apr | 1367.80 | 97.5 | 17.450000000000003 (21.80%) | 27.27 | 47 | 9 | 108 | |||||||||
| 15 Apr | 1339.80 | 80.05 | 24.75 (44.76%) | 30.67 | 146 | 26 | 101 | |||||||||
| 13 Apr | 1290.60 | 56.05 | -6.050000000000004 (-9.74%) | 31.6 | 93 | 18 | 75 | |||||||||
| 10 Apr | 1303.40 | 63.5 | 12.799999999999997 (25.25%) | 30.93 | 96 | -19 | 56 | |||||||||
| 9 Apr | 1279.30 | 50.7 | -1.3 (-2.50%) | 28.55 | 92 | 40 | 77 | |||||||||
| 8 Apr | 1287.40 | 52 | 23.2 (80.56%) | 25.74 | 36 | 34 | 36 | |||||||||
| 7 Apr | 1203.50 | 28.8 | 3.2 (12.50%) | 33.32 | 3 | 1 | 1 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 26MAY2026
Delta for 1300 CE is 0.42
Historical price for 1300 CE is as follows
On 7 May CDSL was trading at 1271.60. The strike last trading price was 30.2, which was -4.550000000000001 lower than the previous day. The implied volatity was 35.09, the open interest changed by 237 which increased total open position to 2137
On 6 May CDSL was trading at 1282.80. The strike last trading price was 36, which was 11.2 higher than the previous day. The implied volatity was 33.15, the open interest changed by 251 which increased total open position to 1905
On 5 May CDSL was trading at 1254.70. The strike last trading price was 25.7, which was 4.199999999999999 higher than the previous day. The implied volatity was 35.06, the open interest changed by 86 which increased total open position to 1656
On 4 May CDSL was trading at 1238.30. The strike last trading price was 22, which was -16.299999999999997 lower than the previous day. The implied volatity was 35.22, the open interest changed by 673 which increased total open position to 1567
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 37, which was -14.649999999999999 lower than the previous day. The implied volatity was 34, the open interest changed by 243 which increased total open position to 1137
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 51, which was -12.549999999999997 lower than the previous day. The implied volatity was 32.72, the open interest changed by 132 which increased total open position to 897
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 64, which was 4.5 higher than the previous day. The implied volatity was 32.5, the open interest changed by 98 which increased total open position to 764
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 61.4, which was 5.199999999999996 higher than the previous day. The implied volatity was 29.51, the open interest changed by 151 which increased total open position to 666
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 53.6, which was -8.049999999999997 lower than the previous day. The implied volatity was 28.11, the open interest changed by 88 which increased total open position to 502
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 60.9, which was -2.950000000000003 lower than the previous day. The implied volatity was 27.96, the open interest changed by 193 which increased total open position to 414
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 63.95, which was -24.700000000000003 lower than the previous day. The implied volatity was 29.96, the open interest changed by 98 which increased total open position to 217
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 88, which was -6 lower than the previous day. The implied volatity was 26.85, the open interest changed by 16 which increased total open position to 119
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 93, which was -16.849999999999994 lower than the previous day. The implied volatity was 27.33, the open interest changed by -2 which decreased total open position to 102
On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 109.8, which was 14.149999999999991 higher than the previous day. The implied volatity was 24.5, the open interest changed by 2 which increased total open position to 109
On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 97.5, which was 17.450000000000003 higher than the previous day. The implied volatity was 27.27, the open interest changed by 9 which increased total open position to 108
On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 80.05, which was 24.75 higher than the previous day. The implied volatity was 30.67, the open interest changed by 26 which increased total open position to 101
On 13 Apr CDSL was trading at 1290.60. The strike last trading price was 56.05, which was -6.050000000000004 lower than the previous day. The implied volatity was 31.6, the open interest changed by 18 which increased total open position to 75
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 63.5, which was 12.799999999999997 higher than the previous day. The implied volatity was 30.93, the open interest changed by -19 which decreased total open position to 56
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 50.7, which was -1.3 lower than the previous day. The implied volatity was 28.55, the open interest changed by 40 which increased total open position to 77
On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 52, which was 23.2 higher than the previous day. The implied volatity was 25.74, the open interest changed by 34 which increased total open position to 36
On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 28.8, which was 3.2 higher than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 1
| CDSL 26-May-2026 (19d) 1300 PE | |||||||
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Delta: -0.58
Vega: 0.01
Theta: -0.87
Gamma: 0.00399
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1271.60 | 52.5 | 7 (15.38%) | 33.38 | 308 | 22 | 1,807 |
| 6 May | 1282.80 | 43.85 | -25.699999999999996 (-36.95%) | 32.39 | 734 | 92 | 1,781 |
| 5 May | 1254.70 | 66.3 | -14.950000000000003 (-18.40%) | 35.1 | 313 | -21 | 1,689 |
| 4 May | 1238.30 | 77.1 | 10.849999999999994 (16.38%) | 35.85 | 1,055 | 77 | 1,711 |
| 30 Apr | 1272.00 | 67.5 | 15.799999999999997 (30.56%) | 40.97 | 1,179 | 32 | 1,666 |
| 29 Apr | 1306.40 | 53 | 9.899999999999999 (22.97%) | 40.91 | 1,583 | 210 | 1,633 |
| 28 Apr | 1324.60 | 42.5 | -6.5 (-13.27%) | 38.81 | 608 | 146 | 1,417 |
| 27 Apr | 1324.10 | 47.5 | -8.25 (-14.80%) | 41.78 | 510 | 116 | 1,270 |
| 24 Apr | 1312.80 | 58.65 | 5 (9.32%) | 43.78 | 467 | 70 | 1,146 |
| 23 Apr | 1323.60 | 54.15 | 2.549999999999997 (4.94%) | 43.29 | 381 | 73 | 1,060 |
| 22 Apr | 1321.20 | 52 | 16.200000000000003 (45.25%) | 40.87 | 1,240 | 548 | 990 |
| 21 Apr | 1362.60 | 36 | 0.8999999999999986 (2.56%) | 39.34 | 329 | 153 | 441 |
| 20 Apr | 1370.30 | 35.5 | 8.8 (32.96%) | 39.67 | 334 | 118 | 292 |
| 17 Apr | 1393.20 | 25.8 | -9.150000000000002 (-26.18%) | 36.39 | 225 | 70 | 174 |
| 16 Apr | 1367.80 | 34.5 | -11.700000000000003 (-25.32%) | 37.59 | 115 | -6 | 104 |
| 15 Apr | 1339.80 | 46.5 | -26.950000000000003 (-36.69%) | 38.43 | 125 | 35 | 110 |
| 13 Apr | 1290.60 | 74.55 | 9.450000000000003 (14.52%) | 40.52 | 43 | 21 | 75 |
| 10 Apr | 1303.40 | 66.35 | -13.75 (-17.17%) | 39.32 | 46 | 38 | 53 |
| 9 Apr | 1279.30 | 80.1 | 0.1 (0.12%) | 42.77 | 26 | 14 | 16 |
| 8 Apr | 1287.40 | 80 | -111.85 (-58.30%) | 45.15 | 2 | 1 | 1 |
| 7 Apr | 1203.50 | 191.85 | 0 (0.00%) | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 26MAY2026
Delta for 1300 PE is -0.58
Historical price for 1300 PE is as follows
On 7 May CDSL was trading at 1271.60. The strike last trading price was 52.5, which was 7 higher than the previous day. The implied volatity was 33.38, the open interest changed by 22 which increased total open position to 1807
On 6 May CDSL was trading at 1282.80. The strike last trading price was 43.85, which was -25.699999999999996 lower than the previous day. The implied volatity was 32.39, the open interest changed by 92 which increased total open position to 1781
On 5 May CDSL was trading at 1254.70. The strike last trading price was 66.3, which was -14.950000000000003 lower than the previous day. The implied volatity was 35.1, the open interest changed by -21 which decreased total open position to 1689
On 4 May CDSL was trading at 1238.30. The strike last trading price was 77.1, which was 10.849999999999994 higher than the previous day. The implied volatity was 35.85, the open interest changed by 77 which increased total open position to 1711
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 67.5, which was 15.799999999999997 higher than the previous day. The implied volatity was 40.97, the open interest changed by 32 which increased total open position to 1666
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 53, which was 9.899999999999999 higher than the previous day. The implied volatity was 40.91, the open interest changed by 210 which increased total open position to 1633
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 42.5, which was -6.5 lower than the previous day. The implied volatity was 38.81, the open interest changed by 146 which increased total open position to 1417
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 47.5, which was -8.25 lower than the previous day. The implied volatity was 41.78, the open interest changed by 116 which increased total open position to 1270
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 58.65, which was 5 higher than the previous day. The implied volatity was 43.78, the open interest changed by 70 which increased total open position to 1146
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 54.15, which was 2.549999999999997 higher than the previous day. The implied volatity was 43.29, the open interest changed by 73 which increased total open position to 1060
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 52, which was 16.200000000000003 higher than the previous day. The implied volatity was 40.87, the open interest changed by 548 which increased total open position to 990
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 36, which was 0.8999999999999986 higher than the previous day. The implied volatity was 39.34, the open interest changed by 153 which increased total open position to 441
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 35.5, which was 8.8 higher than the previous day. The implied volatity was 39.67, the open interest changed by 118 which increased total open position to 292
On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 25.8, which was -9.150000000000002 lower than the previous day. The implied volatity was 36.39, the open interest changed by 70 which increased total open position to 174
On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 34.5, which was -11.700000000000003 lower than the previous day. The implied volatity was 37.59, the open interest changed by -6 which decreased total open position to 104
On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 46.5, which was -26.950000000000003 lower than the previous day. The implied volatity was 38.43, the open interest changed by 35 which increased total open position to 110
On 13 Apr CDSL was trading at 1290.60. The strike last trading price was 74.55, which was 9.450000000000003 higher than the previous day. The implied volatity was 40.52, the open interest changed by 21 which increased total open position to 75
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 66.35, which was -13.75 lower than the previous day. The implied volatity was 39.32, the open interest changed by 38 which increased total open position to 53
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 80.1, which was 0.1 higher than the previous day. The implied volatity was 42.77, the open interest changed by 14 which increased total open position to 16
On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 80, which was -111.85 lower than the previous day. The implied volatity was 45.15, the open interest changed by 1 which increased total open position to 1
On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 191.85, 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
