CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
06 Mar 2026 04:13 PM IST
| CDSL 30-MAR-2026 1300 CE | ||||||||||||||||
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Delta: 0.27
Vega: 1.05
Theta: -0.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 1224.10 | 16 | -3.9 | 31.56 | 1,257 | 106 | 1,675 | |||||||||
| 5 Mar | 1239.60 | 19.55 | 3.65 | 29.86 | 2,739 | 124 | 1,574 | |||||||||
| 4 Mar | 1209.40 | 15.65 | -3.9 | 33.91 | 2,339 | 67 | 1,449 | |||||||||
| 2 Mar | 1228.30 | 20 | -9.8 | 31.08 | 3,044 | 165 | 1,377 | |||||||||
| 27 Feb | 1272.20 | 29.9 | -11.75 | 25.39 | 4,019 | 249 | 1,208 | |||||||||
| 26 Feb | 1295.80 | 40.95 | -21.4 | 25.76 | 3,827 | 303 | 960 | |||||||||
| 25 Feb | 1326.80 | 62.9 | -1.9 | 26.38 | 287 | 29 | 657 | |||||||||
| 24 Feb | 1324.80 | 67.85 | 1.95 | 28.19 | 589 | 160 | 637 | |||||||||
| 23 Feb | 1334.30 | 66 | 8.55 | 23.05 | 244 | 105 | 477 | |||||||||
| 20 Feb | 1320.40 | 56.5 | -3.25 | 22.1 | 190 | 126 | 367 | |||||||||
| 19 Feb | 1320.30 | 62 | -23.05 | 25.7 | 86 | 51 | 234 | |||||||||
| 18 Feb | 1355.70 | 85.5 | 8.3 | 23.67 | 55 | 37 | 183 | |||||||||
| 17 Feb | 1339.40 | 78 | -8.55 | 26.11 | 56 | 35 | 146 | |||||||||
| 16 Feb | 1353.70 | 88.35 | 10.35 | 25.83 | 144 | 50 | 111 | |||||||||
| 13 Feb | 1335.30 | 78 | -20 | 26.11 | 95 | -13 | 60 | |||||||||
| 12 Feb | 1370.20 | 98 | -21 | 22.29 | 8 | -1 | 73 | |||||||||
| 11 Feb | 1397.20 | 119 | -6 | 21.52 | 9 | -1 | 73 | |||||||||
| 10 Feb | 1400.90 | 125 | 16.75 | 22.55 | 14 | -6 | 75 | |||||||||
| 9 Feb | 1374.30 | 108.95 | 32.95 | 26.15 | 14 | -4 | 81 | |||||||||
| 6 Feb | 1331.40 | 76 | -28 | 24.82 | 12 | 6 | 85 | |||||||||
| 5 Feb | 1363.30 | 104 | 19.05 | - | 0 | 0 | 79 | |||||||||
| 4 Feb | 1366.30 | 104 | 19.05 | 24.62 | 12 | 3 | 80 | |||||||||
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| 3 Feb | 1343.00 | 84.7 | 47.5 | 23.53 | 69 | 4 | 77 | |||||||||
| 2 Feb | 1237.20 | 38.8 | -1.5 | 28.76 | 111 | 54 | 73 | |||||||||
| 1 Feb | 1230.30 | 42.1 | -67.6 | 32.14 | 21 | 18 | 18 | |||||||||
| 30 Jan | 1320.20 | 109.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1323.00 | 109.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1356.90 | 109.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 30MAR2026
Delta for 1300 CE is 0.27
Historical price for 1300 CE is as follows
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 16, which was -3.9 lower than the previous day. The implied volatity was 31.56, the open interest changed by 106 which increased total open position to 1675
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 19.55, which was 3.65 higher than the previous day. The implied volatity was 29.86, the open interest changed by 124 which increased total open position to 1574
On 4 Mar CDSL was trading at 1209.40. The strike last trading price was 15.65, which was -3.9 lower than the previous day. The implied volatity was 33.91, the open interest changed by 67 which increased total open position to 1449
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 20, which was -9.8 lower than the previous day. The implied volatity was 31.08, the open interest changed by 165 which increased total open position to 1377
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 29.9, which was -11.75 lower than the previous day. The implied volatity was 25.39, the open interest changed by 249 which increased total open position to 1208
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 40.95, which was -21.4 lower than the previous day. The implied volatity was 25.76, the open interest changed by 303 which increased total open position to 960
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 62.9, which was -1.9 lower than the previous day. The implied volatity was 26.38, the open interest changed by 29 which increased total open position to 657
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 67.85, which was 1.95 higher than the previous day. The implied volatity was 28.19, the open interest changed by 160 which increased total open position to 637
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 66, which was 8.55 higher than the previous day. The implied volatity was 23.05, the open interest changed by 105 which increased total open position to 477
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 56.5, which was -3.25 lower than the previous day. The implied volatity was 22.1, the open interest changed by 126 which increased total open position to 367
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 62, which was -23.05 lower than the previous day. The implied volatity was 25.7, the open interest changed by 51 which increased total open position to 234
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 85.5, which was 8.3 higher than the previous day. The implied volatity was 23.67, the open interest changed by 37 which increased total open position to 183
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 78, which was -8.55 lower than the previous day. The implied volatity was 26.11, the open interest changed by 35 which increased total open position to 146
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 88.35, which was 10.35 higher than the previous day. The implied volatity was 25.83, the open interest changed by 50 which increased total open position to 111
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 78, which was -20 lower than the previous day. The implied volatity was 26.11, the open interest changed by -13 which decreased total open position to 60
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 98, which was -21 lower than the previous day. The implied volatity was 22.29, the open interest changed by -1 which decreased total open position to 73
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 119, which was -6 lower than the previous day. The implied volatity was 21.52, the open interest changed by -1 which decreased total open position to 73
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 125, which was 16.75 higher than the previous day. The implied volatity was 22.55, the open interest changed by -6 which decreased total open position to 75
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 108.95, which was 32.95 higher than the previous day. The implied volatity was 26.15, the open interest changed by -4 which decreased total open position to 81
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 76, which was -28 lower than the previous day. The implied volatity was 24.82, the open interest changed by 6 which increased total open position to 85
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 104, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 104, which was 19.05 higher than the previous day. The implied volatity was 24.62, the open interest changed by 3 which increased total open position to 80
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 84.7, which was 47.5 higher than the previous day. The implied volatity was 23.53, the open interest changed by 4 which increased total open position to 77
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 38.8, which was -1.5 lower than the previous day. The implied volatity was 28.76, the open interest changed by 54 which increased total open position to 73
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 42.1, which was -67.6 lower than the previous day. The implied volatity was 32.14, the open interest changed by 18 which increased total open position to 18
On 30 Jan CDSL was trading at 1320.20. The strike last trading price was 109.7, 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 109.7, 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 109.7, 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 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 1.13
Theta: -0.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 1224.10 | 90.85 | 12.9 | 40.13 | 84 | -30 | 1,302 |
| 5 Mar | 1239.60 | 77.5 | -24.65 | 36.92 | 122 | 14 | 1,328 |
| 4 Mar | 1209.40 | 105.3 | 19.65 | 41.69 | 526 | -115 | 1,315 |
| 2 Mar | 1228.30 | 84.4 | 22.35 | 35.45 | 804 | -39 | 1,430 |
| 27 Feb | 1272.20 | 61.45 | 14.05 | 35.29 | 1,534 | 177 | 1,474 |
| 26 Feb | 1295.80 | 48.85 | 19.05 | 33.15 | 5,022 | 310 | 1,300 |
| 25 Feb | 1326.80 | 29 | -2.65 | 28.95 | 1,040 | 53 | 989 |
| 24 Feb | 1324.80 | 29.8 | -3.25 | 29.66 | 1,374 | 292 | 940 |
| 23 Feb | 1334.30 | 32.5 | -11.75 | 32.74 | 471 | 149 | 648 |
| 20 Feb | 1320.40 | 45.1 | 2.05 | 36.12 | 301 | 108 | 498 |
| 19 Feb | 1320.30 | 44 | 18.1 | 34.73 | 533 | 62 | 376 |
| 18 Feb | 1355.70 | 26.25 | -8.2 | 31.13 | 233 | -34 | 339 |
| 17 Feb | 1339.40 | 34.65 | 2.15 | 32.95 | 100 | 18 | 371 |
| 16 Feb | 1353.70 | 33.55 | -6.7 | 34.71 | 327 | 3 | 353 |
| 13 Feb | 1335.30 | 41.45 | 14.45 | 34.87 | 396 | 132 | 350 |
| 12 Feb | 1370.20 | 27 | 6.5 | 32.21 | 75 | 48 | 217 |
| 11 Feb | 1397.20 | 20.5 | -0.9 | 31.68 | 59 | 21 | 168 |
| 10 Feb | 1400.90 | 21.25 | -5.8 | 32.64 | 169 | 83 | 145 |
| 9 Feb | 1374.30 | 27.6 | -14.95 | 32.49 | 84 | 11 | 61 |
| 6 Feb | 1331.40 | 43.05 | 10.35 | 32.55 | 23 | 9 | 49 |
| 5 Feb | 1363.30 | 32.7 | -0.5 | 32.52 | 30 | 8 | 40 |
| 4 Feb | 1366.30 | 33.2 | -9.3 | 33.29 | 30 | 6 | 32 |
| 3 Feb | 1343.00 | 41.95 | -46.35 | 33.69 | 33 | 23 | 26 |
| 2 Feb | 1237.20 | 88.8 | 14.8 | 33.97 | 3 | 2 | 2 |
| 1 Feb | 1230.30 | 74 | 0 | 0.64 | 0 | 0 | 0 |
| 30 Jan | 1320.20 | 74 | 0 | 2.17 | 0 | 0 | 0 |
| 29 Jan | 1323.00 | 74 | 0 | 2.43 | 0 | 0 | 0 |
| 28 Jan | 1356.90 | 74 | 0 | 4.1 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 30MAR2026
Delta for 1300 PE is -0.68
Historical price for 1300 PE is as follows
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 90.85, which was 12.9 higher than the previous day. The implied volatity was 40.13, the open interest changed by -30 which decreased total open position to 1302
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 77.5, which was -24.65 lower than the previous day. The implied volatity was 36.92, the open interest changed by 14 which increased total open position to 1328
On 4 Mar CDSL was trading at 1209.40. The strike last trading price was 105.3, which was 19.65 higher than the previous day. The implied volatity was 41.69, the open interest changed by -115 which decreased total open position to 1315
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 84.4, which was 22.35 higher than the previous day. The implied volatity was 35.45, the open interest changed by -39 which decreased total open position to 1430
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 61.45, which was 14.05 higher than the previous day. The implied volatity was 35.29, the open interest changed by 177 which increased total open position to 1474
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 48.85, which was 19.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by 310 which increased total open position to 1300
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 29, which was -2.65 lower than the previous day. The implied volatity was 28.95, the open interest changed by 53 which increased total open position to 989
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 29.8, which was -3.25 lower than the previous day. The implied volatity was 29.66, the open interest changed by 292 which increased total open position to 940
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 32.5, which was -11.75 lower than the previous day. The implied volatity was 32.74, the open interest changed by 149 which increased total open position to 648
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 45.1, which was 2.05 higher than the previous day. The implied volatity was 36.12, the open interest changed by 108 which increased total open position to 498
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 44, which was 18.1 higher than the previous day. The implied volatity was 34.73, the open interest changed by 62 which increased total open position to 376
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 26.25, which was -8.2 lower than the previous day. The implied volatity was 31.13, the open interest changed by -34 which decreased total open position to 339
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 34.65, which was 2.15 higher than the previous day. The implied volatity was 32.95, the open interest changed by 18 which increased total open position to 371
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 33.55, which was -6.7 lower than the previous day. The implied volatity was 34.71, the open interest changed by 3 which increased total open position to 353
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 41.45, which was 14.45 higher than the previous day. The implied volatity was 34.87, the open interest changed by 132 which increased total open position to 350
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 27, which was 6.5 higher than the previous day. The implied volatity was 32.21, the open interest changed by 48 which increased total open position to 217
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 20.5, which was -0.9 lower than the previous day. The implied volatity was 31.68, the open interest changed by 21 which increased total open position to 168
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 21.25, which was -5.8 lower than the previous day. The implied volatity was 32.64, the open interest changed by 83 which increased total open position to 145
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 27.6, which was -14.95 lower than the previous day. The implied volatity was 32.49, the open interest changed by 11 which increased total open position to 61
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 43.05, which was 10.35 higher than the previous day. The implied volatity was 32.55, the open interest changed by 9 which increased total open position to 49
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 32.7, which was -0.5 lower than the previous day. The implied volatity was 32.52, the open interest changed by 8 which increased total open position to 40
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 33.2, which was -9.3 lower than the previous day. The implied volatity was 33.29, the open interest changed by 6 which increased total open position to 32
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 41.95, which was -46.35 lower than the previous day. The implied volatity was 33.69, the open interest changed by 23 which increased total open position to 26
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 88.8, which was 14.8 higher than the previous day. The implied volatity was 33.97, the open interest changed by 2 which increased total open position to 2
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 74, which was 0 lower than the previous day. The implied volatity was 0.64, 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 74, 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 29 Jan CDSL was trading at 1323.00. The strike last trading price was 74, which was 0 lower than the previous day. The implied volatity was 2.43, 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 74, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
