Historical option data for CDSL
18 Jun 2026 04:10 PM IST
| CDSL 30-Jun-2026 (11d) 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.01
Theta: -1.13
Gamma: 0.00375
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 1350.40 | 66.8 | 39.8 (147.41%) | 33.69 | 6,190 | -602 | 1,234 | |||||||||
| 17 Jun | 1290.90 | 27.15 | 11.15 (69.69%) | 31.08 | 6,992 | 308 | 1,835 | |||||||||
| 16 Jun | 1264.00 | 16.4 | -3.6 (-18.00%) | 29.77 | 1,664 | 15 | 1,528 | |||||||||
| 15 Jun | 1265.70 | 19.3 | 8.3 (75.45%) | 31.22 | 4,760 | -282 | 1,526 | |||||||||
| 12 Jun | 1227.90 | 10.15 | 5.15 (103.00%) | 30.09 | 2,492 | -50 | 1,810 | |||||||||
| 11 Jun | 1190.20 | 5.65 | -2.35 (-29.37%) | 31.69 | 1,286 | 22 | 1,861 | |||||||||
| 10 Jun | 1200.90 | 7.6 | -3.4 (-30.91%) | 31.54 | 1,164 | -99 | 1,839 | |||||||||
| 9 Jun | 1212.30 | 11 | 2 (22.22%) | 32.31 | 1,111 | 86 | 1,941 | |||||||||
| 8 Jun | 1193.40 | 8.6 | -5.4 (-38.57%) | 34.35 | 1,179 | 75 | 1,852 | |||||||||
| 5 Jun | 1217.50 | 13.7 | -2.3 (-14.38%) | 31.59 | 1,715 | -155 | 1,777 | |||||||||
| 4 Jun | 1216.90 | 15.3 | -1.7 (-10.00%) | 32.28 | 1,229 | 91 | 1,937 | |||||||||
| 3 Jun | 1218.20 | 16.25 | -2.75 (-14.47%) | 32.22 | 2,004 | 246 | 1,842 | |||||||||
| 2 Jun | 1226.80 | 18.8 | 3.8 (25.33%) | 31.39 | 2,294 | -320 | 1,594 | |||||||||
| 1 Jun | 1215.10 | 14.95 | -9.05 (-37.71%) | 30.29 | 2,018 | 29 | 1,906 | |||||||||
| 29 May | 1244.60 | 24.15 | 0.15 (0.62%) | 29.66 | 5,611 | 107 | 1,885 | |||||||||
| 27 May | 1243.80 | 24 | 3 (14.29%) | 28.56 | 3,584 | 241 | 1,778 | |||||||||
| 26 May | 1226.30 | 22.85 | 4.85 (26.94%) | 30.17 | 1,476 | 185 | 1,518 | |||||||||
| 25 May | 1217.40 | 18.9 | -0.1 (-0.53%) | 29.58 | 1,052 | 214 | 1,329 | |||||||||
| 22 May | 1204.10 | 19 | -1 (-5.00%) | 31.54 | 689 | 128 | 1,118 | |||||||||
| 21 May | 1199.80 | 19.6 | -8.4 (-30.00%) | 32.84 | 1,089 | 240 | 989 | |||||||||
| 20 May | 1224.60 | 28.25 | 5.25 (22.83%) | 31.97 | 776 | 167 | 774 | |||||||||
| 19 May | 1209.50 | 23 | 5 (27.78%) | 32.29 | 672 | 48 | 607 | |||||||||
| 18 May | 1184.20 | 18.35 | -1.65 (-8.25%) | 32.88 | 353 | 56 | 556 | |||||||||
| 15 May | 1186.70 | 19.4 | -4.65 (-19.33%) | 32.4 | 170 | 91 | 499 | |||||||||
| 14 May | 1198.70 | 24.2 | 2.75 (12.82%) | 33.13 | 260 | -2 | 408 | |||||||||
| 13 May | 1186.20 | 20.8 | 0.35 (1.71%) | 0 | 232 | 52 | 409 | |||||||||
| 12 May | 1182.40 | 20.5 | -13.35 (-39.44%) | 0 | 299 | 105 | 356 | |||||||||
| 11 May | 1226.80 | 33.75 | -12.3 (-26.71%) | 0 | 314 | 177 | 251 | |||||||||
| 8 May | 1259.30 | 45.8 | -3.65 (-7.38%) | 30.87 | 67 | 15 | 74 | |||||||||
| 7 May | 1269.80 | 50 | -4.2 (-7.75%) | 30.14 | 29 | 6 | 59 | |||||||||
| 6 May | 1282.80 | 55 | 14.35 (35.30%) | 28.26 | 59 | 29 | 53 | |||||||||
| 5 May | 1254.70 | 42 | 6 (16.67%) | 28.72 | 28 | 13 | 24 | |||||||||
| 4 May | 1238.30 | 36 | -21.5 (-37.39%) | 30.22 | 7 | 5 | 10 | |||||||||
| 30 Apr | 1272.00 | 57.5 | -59.75 (-50.96%) | 31.05 | 6 | 5 | 5 | |||||||||
| 29 Apr | 1306.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 30JUN2026
Delta for 1300 CE is 0.76
Historical price for 1300 CE is as follows
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 66.8, which was 39.8 higher than the previous day. The implied volatity was 33.69, the open interest changed by -602 which decreased total open position to 1234
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 27.15, which was 11.15 higher than the previous day. The implied volatity was 31.08, the open interest changed by 308 which increased total open position to 1835
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 16.4, which was -3.6 lower than the previous day. The implied volatity was 29.77, the open interest changed by 15 which increased total open position to 1528
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 19.3, which was 8.3 higher than the previous day. The implied volatity was 31.22, the open interest changed by -282 which decreased total open position to 1526
On 12 Jun CDSL was trading at 1227.90. The strike last trading price was 10.15, which was 5.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by -50 which decreased total open position to 1810
On 11 Jun CDSL was trading at 1190.20. The strike last trading price was 5.65, which was -2.35 lower than the previous day. The implied volatity was 31.69, the open interest changed by 22 which increased total open position to 1861
On 10 Jun CDSL was trading at 1200.90. The strike last trading price was 7.6, which was -3.4 lower than the previous day. The implied volatity was 31.54, the open interest changed by -99 which decreased total open position to 1839
On 9 Jun CDSL was trading at 1212.30. The strike last trading price was 11, which was 2 higher than the previous day. The implied volatity was 32.31, the open interest changed by 86 which increased total open position to 1941
On 8 Jun CDSL was trading at 1193.40. The strike last trading price was 8.6, which was -5.4 lower than the previous day. The implied volatity was 34.35, the open interest changed by 75 which increased total open position to 1852
On 5 Jun CDSL was trading at 1217.50. The strike last trading price was 13.7, which was -2.3 lower than the previous day. The implied volatity was 31.59, the open interest changed by -155 which decreased total open position to 1777
On 4 Jun CDSL was trading at 1216.90. The strike last trading price was 15.3, which was -1.7 lower than the previous day. The implied volatity was 32.28, the open interest changed by 91 which increased total open position to 1937
On 3 Jun CDSL was trading at 1218.20. The strike last trading price was 16.25, which was -2.75 lower than the previous day. The implied volatity was 32.22, the open interest changed by 246 which increased total open position to 1842
On 2 Jun CDSL was trading at 1226.80. The strike last trading price was 18.8, which was 3.8 higher than the previous day. The implied volatity was 31.39, the open interest changed by -320 which decreased total open position to 1594
On 1 Jun CDSL was trading at 1215.10. The strike last trading price was 14.95, which was -9.05 lower than the previous day. The implied volatity was 30.29, the open interest changed by 29 which increased total open position to 1906
On 29 May CDSL was trading at 1244.60. The strike last trading price was 24.15, which was 0.15 higher than the previous day. The implied volatity was 29.66, the open interest changed by 107 which increased total open position to 1885
On 27 May CDSL was trading at 1243.80. The strike last trading price was 24, which was 3 higher than the previous day. The implied volatity was 28.56, the open interest changed by 241 which increased total open position to 1778
On 26 May CDSL was trading at 1226.30. The strike last trading price was 22.85, which was 4.85 higher than the previous day. The implied volatity was 30.17, the open interest changed by 185 which increased total open position to 1518
On 25 May CDSL was trading at 1217.40. The strike last trading price was 18.9, which was -0.1 lower than the previous day. The implied volatity was 29.58, the open interest changed by 214 which increased total open position to 1329
On 22 May CDSL was trading at 1204.10. The strike last trading price was 19, which was -1 lower than the previous day. The implied volatity was 31.54, the open interest changed by 128 which increased total open position to 1118
On 21 May CDSL was trading at 1199.80. The strike last trading price was 19.6, which was -8.4 lower than the previous day. The implied volatity was 32.84, the open interest changed by 240 which increased total open position to 989
On 20 May CDSL was trading at 1224.60. The strike last trading price was 28.25, which was 5.25 higher than the previous day. The implied volatity was 31.97, the open interest changed by 167 which increased total open position to 774
On 19 May CDSL was trading at 1209.50. The strike last trading price was 23, which was 5 higher than the previous day. The implied volatity was 32.29, the open interest changed by 48 which increased total open position to 607
On 18 May CDSL was trading at 1184.20. The strike last trading price was 18.35, which was -1.65 lower than the previous day. The implied volatity was 32.88, the open interest changed by 56 which increased total open position to 556
On 15 May CDSL was trading at 1186.70. The strike last trading price was 19.4, which was -4.65 lower than the previous day. The implied volatity was 32.4, the open interest changed by 91 which increased total open position to 499
On 14 May CDSL was trading at 1198.70. The strike last trading price was 24.2, which was 2.75 higher than the previous day. The implied volatity was 33.13, the open interest changed by -2 which decreased total open position to 408
On 13 May CDSL was trading at 1186.20. The strike last trading price was 20.8, which was 0.35 higher than the previous day. The implied volatity was 0, the open interest changed by 52 which increased total open position to 409
On 12 May CDSL was trading at 1182.40. The strike last trading price was 20.5, which was -13.35 lower than the previous day. The implied volatity was 0, the open interest changed by 105 which increased total open position to 356
On 11 May CDSL was trading at 1226.80. The strike last trading price was 33.75, which was -12.3 lower than the previous day. The implied volatity was 0, the open interest changed by 177 which increased total open position to 251
On 8 May CDSL was trading at 1259.30. The strike last trading price was 45.8, which was -3.65 lower than the previous day. The implied volatity was 30.87, the open interest changed by 15 which increased total open position to 74
On 7 May CDSL was trading at 1269.80. The strike last trading price was 50, which was -4.2 lower than the previous day. The implied volatity was 30.14, the open interest changed by 6 which increased total open position to 59
On 6 May CDSL was trading at 1282.80. The strike last trading price was 55, which was 14.35 higher than the previous day. The implied volatity was 28.26, the open interest changed by 29 which increased total open position to 53
On 5 May CDSL was trading at 1254.70. The strike last trading price was 42, which was 6 higher than the previous day. The implied volatity was 28.72, the open interest changed by 13 which increased total open position to 24
On 4 May CDSL was trading at 1238.30. The strike last trading price was 36, which was -21.5 lower than the previous day. The implied volatity was 30.22, the open interest changed by 5 which increased total open position to 10
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 57.5, which was -59.75 lower than the previous day. The implied volatity was 31.05, the open interest changed by 5 which increased total open position to 5
On 29 Apr CDSL was trading at 1306.40. 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
| CDSL 30-Jun-2026 (11d) 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.01
Theta: -0.83
Gamma: 0.00388
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 1350.40 | 10.8 | -19.4 (-64.24%) | 31.5 | 8,389 | 586 | 1,268 |
| 17 Jun | 1290.90 | 30.7 | -18.5 (-37.60%) | 27.27 | 748 | 118 | 685 |
| 16 Jun | 1264.00 | 48.5 | 0.9 (1.89%) | 28.58 | 194 | -27 | 565 |
| 15 Jun | 1265.70 | 48.3 | -27.85 (-36.57%) | 28.53 | 459 | 27 | 591 |
| 12 Jun | 1227.90 | 76.15 | -44.75 (-37.01%) | 27.02 | 72 | -16 | 565 |
| 11 Jun | 1190.20 | 120.9 | 14.55 (13.68%) | 40.34 | 2 | -1 | 581 |
| 10 Jun | 1200.90 | 105.75 | 10.35 (10.85%) | 35.08 | 35 | 0 | 581 |
| 9 Jun | 1212.30 | 93.3 | -28.3 (-23.27%) | 31.47 | 10 | -4 | 582 |
| 8 Jun | 1193.40 | 124.3 | 29.8 (31.53%) | 43.71 | 15 | -4 | 587 |
| 5 Jun | 1217.50 | 94.5 | 0.5 (0.53%) | 33.42 | 26 | -2 | 592 |
| 4 Jun | 1216.90 | 93 | -5.05 (-5.15%) | 32.13 | 18 | -5 | 593 |
| 3 Jun | 1218.20 | 98.05 | 14.3 (17.07%) | 36.55 | 44 | -12 | 598 |
| 2 Jun | 1226.80 | 83.15 | -15.7 (-15.88%) | 30.19 | 48 | -5 | 609 |
| 1 Jun | 1215.10 | 98.55 | 27.8 (39.29%) | 34.16 | 156 | -19 | 612 |
| 29 May | 1244.60 | 71.65 | -0.65 (-0.90%) | 28.49 | 488 | 55 | 634 |
| 27 May | 1243.80 | 71.25 | -13.8 (-16.23%) | 27.6 | 285 | 87 | 579 |
| 26 May | 1226.30 | 81 | -17 (-17.35%) | 28 | 123 | 85 | 494 |
| 25 May | 1217.40 | 98 | -12.6 (-11.39%) | 33.12 | 156 | 119 | 407 |
| 22 May | 1204.10 | 111.5 | -8.6 (-7.16%) | 34.74 | 62 | 45 | 287 |
| 21 May | 1199.80 | 122 | 23.55 (23.92%) | 38.87 | 65 | 26 | 242 |
| 20 May | 1224.60 | 98 | -10 (-9.26%) | 36.28 | 124 | 81 | 217 |
| 19 May | 1209.50 | 109 | -27 (-19.85%) | 34.08 | 61 | 10 | 135 |
| 18 May | 1184.20 | 136 | 8 (6.25%) | 35.81 | 21 | 0 | 125 |
| 15 May | 1186.70 | 128 | 11 (9.40%) | 36.16 | 11 | 7 | 124 |
| 14 May | 1198.70 | 117 | -8.45 (-6.74%) | 34.65 | 39 | 20 | 127 |
| 13 May | 1186.20 | 125.45 | -12.85 (-9.29%) | 0 | 26 | -22 | 105 |
| 12 May | 1182.40 | 139.35 | 37.35 (36.62%) | 0 | 37 | 26 | 125 |
| 11 May | 1226.80 | 102 | 21 (25.93%) | 0 | 72 | 51 | 98 |
| 8 May | 1259.30 | 81 | 4 (5.19%) | 32.77 | 16 | 11 | 46 |
| 7 May | 1269.80 | 77 | -33 (-30.00%) | 33.76 | 28 | 25 | 32 |
| 6 May | 1282.80 | 110 | 110 (10.00%) | 38.22 | 0 | 0 | 7 |
| 5 May | 1254.70 | 110 | 10 (10.00%) | 38.22 | 1 | 0 | 6 |
| 4 May | 1238.30 | 100 | 12 (13.64%) | 35.37 | 6 | 2 | 5 |
| 30 Apr | 1272.00 | 88 | 8.3 (10.41%) | 38.36 | 3 | 2 | 2 |
| 29 Apr | 1306.40 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 30JUN2026
Delta for 1300 PE is -0.23
Historical price for 1300 PE is as follows
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 10.8, which was -19.4 lower than the previous day. The implied volatity was 31.5, the open interest changed by 586 which increased total open position to 1268
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 30.7, which was -18.5 lower than the previous day. The implied volatity was 27.27, the open interest changed by 118 which increased total open position to 685
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 48.5, which was 0.9 higher than the previous day. The implied volatity was 28.58, the open interest changed by -27 which decreased total open position to 565
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 48.3, which was -27.85 lower than the previous day. The implied volatity was 28.53, the open interest changed by 27 which increased total open position to 591
On 12 Jun CDSL was trading at 1227.90. The strike last trading price was 76.15, which was -44.75 lower than the previous day. The implied volatity was 27.02, the open interest changed by -16 which decreased total open position to 565
On 11 Jun CDSL was trading at 1190.20. The strike last trading price was 120.9, which was 14.55 higher than the previous day. The implied volatity was 40.34, the open interest changed by -1 which decreased total open position to 581
On 10 Jun CDSL was trading at 1200.90. The strike last trading price was 105.75, which was 10.35 higher than the previous day. The implied volatity was 35.08, the open interest changed by 0 which decreased total open position to 581
On 9 Jun CDSL was trading at 1212.30. The strike last trading price was 93.3, which was -28.3 lower than the previous day. The implied volatity was 31.47, the open interest changed by -4 which decreased total open position to 582
On 8 Jun CDSL was trading at 1193.40. The strike last trading price was 124.3, which was 29.8 higher than the previous day. The implied volatity was 43.71, the open interest changed by -4 which decreased total open position to 587
On 5 Jun CDSL was trading at 1217.50. The strike last trading price was 94.5, which was 0.5 higher than the previous day. The implied volatity was 33.42, the open interest changed by -2 which decreased total open position to 592
On 4 Jun CDSL was trading at 1216.90. The strike last trading price was 93, which was -5.05 lower than the previous day. The implied volatity was 32.13, the open interest changed by -5 which decreased total open position to 593
On 3 Jun CDSL was trading at 1218.20. The strike last trading price was 98.05, which was 14.3 higher than the previous day. The implied volatity was 36.55, the open interest changed by -12 which decreased total open position to 598
On 2 Jun CDSL was trading at 1226.80. The strike last trading price was 83.15, which was -15.7 lower than the previous day. The implied volatity was 30.19, the open interest changed by -5 which decreased total open position to 609
On 1 Jun CDSL was trading at 1215.10. The strike last trading price was 98.55, which was 27.8 higher than the previous day. The implied volatity was 34.16, the open interest changed by -19 which decreased total open position to 612
On 29 May CDSL was trading at 1244.60. The strike last trading price was 71.65, which was -0.65 lower than the previous day. The implied volatity was 28.49, the open interest changed by 55 which increased total open position to 634
On 27 May CDSL was trading at 1243.80. The strike last trading price was 71.25, which was -13.8 lower than the previous day. The implied volatity was 27.6, the open interest changed by 87 which increased total open position to 579
On 26 May CDSL was trading at 1226.30. The strike last trading price was 81, which was -17 lower than the previous day. The implied volatity was 28, the open interest changed by 85 which increased total open position to 494
On 25 May CDSL was trading at 1217.40. The strike last trading price was 98, which was -12.6 lower than the previous day. The implied volatity was 33.12, the open interest changed by 119 which increased total open position to 407
On 22 May CDSL was trading at 1204.10. The strike last trading price was 111.5, which was -8.6 lower than the previous day. The implied volatity was 34.74, the open interest changed by 45 which increased total open position to 287
On 21 May CDSL was trading at 1199.80. The strike last trading price was 122, which was 23.55 higher than the previous day. The implied volatity was 38.87, the open interest changed by 26 which increased total open position to 242
On 20 May CDSL was trading at 1224.60. The strike last trading price was 98, which was -10 lower than the previous day. The implied volatity was 36.28, the open interest changed by 81 which increased total open position to 217
On 19 May CDSL was trading at 1209.50. The strike last trading price was 109, which was -27 lower than the previous day. The implied volatity was 34.08, the open interest changed by 10 which increased total open position to 135
On 18 May CDSL was trading at 1184.20. The strike last trading price was 136, which was 8 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 125
On 15 May CDSL was trading at 1186.70. The strike last trading price was 128, which was 11 higher than the previous day. The implied volatity was 36.16, the open interest changed by 7 which increased total open position to 124
On 14 May CDSL was trading at 1198.70. The strike last trading price was 117, which was -8.45 lower than the previous day. The implied volatity was 34.65, the open interest changed by 20 which increased total open position to 127
On 13 May CDSL was trading at 1186.20. The strike last trading price was 125.45, which was -12.85 lower than the previous day. The implied volatity was 0, the open interest changed by -22 which decreased total open position to 105
On 12 May CDSL was trading at 1182.40. The strike last trading price was 139.35, which was 37.35 higher than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 125
On 11 May CDSL was trading at 1226.80. The strike last trading price was 102, which was 21 higher than the previous day. The implied volatity was 0, the open interest changed by 51 which increased total open position to 98
On 8 May CDSL was trading at 1259.30. The strike last trading price was 81, which was 4 higher than the previous day. The implied volatity was 32.77, the open interest changed by 11 which increased total open position to 46
On 7 May CDSL was trading at 1269.80. The strike last trading price was 77, which was -33 lower than the previous day. The implied volatity was 33.76, the open interest changed by 25 which increased total open position to 32
On 6 May CDSL was trading at 1282.80. The strike last trading price was 110, which was 110 higher than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 7
On 5 May CDSL was trading at 1254.70. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 6
On 4 May CDSL was trading at 1238.30. The strike last trading price was 100, which was 12 higher than the previous day. The implied volatity was 35.37, the open interest changed by 2 which increased total open position to 5
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 88, which was 8.3 higher than the previous day. The implied volatity was 38.36, the open interest changed by 2 which increased total open position to 2
On 29 Apr CDSL was trading at 1306.40. 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
