Historical option data for CDSL
22 Jun 2026 01:17 PM IST
| CDSL 28-Jul-2026 (36d) 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.01
Theta: -0.67
Gamma: 0.00213
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1382.00 | 114.2 | 11.7 (11.41%) | 32.94 | 41 | 5 | 308 | |||||||||
| 19 Jun | 1370.30 | 103 | 12.3 (13.56%) | 31.71 | 65 | -7 | 305 | |||||||||
| 18 Jun | 1350.40 | 90.2 | 39.7 (78.61%) | 31.53 | 521 | 43 | 312 | |||||||||
| 17 Jun | 1290.90 | 49.55 | 10.95 (28.37%) | 29.33 | 314 | 44 | 268 | |||||||||
| 16 Jun | 1264.00 | 38.6 | -3 (-7.21%) | 29.68 | 105 | 19 | 224 | |||||||||
| 15 Jun | 1265.70 | 41.5 | 12.75 (44.35%) | 30.54 | 249 | 30 | 206 | |||||||||
| 12 Jun | 1227.90 | 28 | 9.35 (50.13%) | 30.02 | 222 | -10 | 174 | |||||||||
| 11 Jun | 1190.20 | 18.65 | -2.45 (-11.61%) | 30.32 | 115 | 37 | 182 | |||||||||
| 10 Jun | 1200.90 | 21.85 | -5.3 (-19.52%) | 30.82 | 78 | 40 | 143 | |||||||||
| 9 Jun | 1212.30 | 27 | 5.15 (23.57%) | 31.27 | 73 | -2 | 103 | |||||||||
| 8 Jun | 1193.40 | 20.5 | -7.65 (-27.18%) | 31.31 | 109 | -4 | 104 | |||||||||
| 5 Jun | 1217.50 | 28.05 | -1.75 (-5.87%) | 29.97 | 42 | -2 | 109 | |||||||||
| 4 Jun | 1216.90 | 29.5 | -1.5 (-4.84%) | 30.36 | 35 | 5 | 111 | |||||||||
| 3 Jun | 1218.20 | 31 | -3 (-8.82%) | 30.88 | 111 | 71 | 106 | |||||||||
| 2 Jun | 1226.80 | 34.2 | 1.2 (3.64%) | 30.16 | 20 | 5 | 35 | |||||||||
| 1 Jun | 1215.10 | 32.9 | -10.1 (-23.49%) | 30.12 | 30 | 16 | 30 | |||||||||
| 29 May | 1244.60 | 42.6 | -10.4 (-19.62%) | 30.18 | 21 | 14 | 15 | |||||||||
| 27 May | 1243.80 | 52.85 | -12.15 (-18.69%) | 35 | 1 | 1 | 1 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 28JUL2026
Delta for 1300 CE is 0.76
Historical price for 1300 CE is as follows
On 22 Jun CDSL was trading at 1382.00. The strike last trading price was 114.2, which was 11.7 higher than the previous day. The implied volatity was 32.94, the open interest changed by 5 which increased total open position to 308
On 19 Jun CDSL was trading at 1370.30. The strike last trading price was 103, which was 12.3 higher than the previous day. The implied volatity was 31.71, the open interest changed by -7 which decreased total open position to 305
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 90.2, which was 39.7 higher than the previous day. The implied volatity was 31.53, the open interest changed by 43 which increased total open position to 312
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 49.55, which was 10.95 higher than the previous day. The implied volatity was 29.33, the open interest changed by 44 which increased total open position to 268
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 38.6, which was -3 lower than the previous day. The implied volatity was 29.68, the open interest changed by 19 which increased total open position to 224
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 41.5, which was 12.75 higher than the previous day. The implied volatity was 30.54, the open interest changed by 30 which increased total open position to 206
On 12 Jun CDSL was trading at 1227.90. The strike last trading price was 28, which was 9.35 higher than the previous day. The implied volatity was 30.02, the open interest changed by -10 which decreased total open position to 174
On 11 Jun CDSL was trading at 1190.20. The strike last trading price was 18.65, which was -2.45 lower than the previous day. The implied volatity was 30.32, the open interest changed by 37 which increased total open position to 182
On 10 Jun CDSL was trading at 1200.90. The strike last trading price was 21.85, which was -5.3 lower than the previous day. The implied volatity was 30.82, the open interest changed by 40 which increased total open position to 143
On 9 Jun CDSL was trading at 1212.30. The strike last trading price was 27, which was 5.15 higher than the previous day. The implied volatity was 31.27, the open interest changed by -2 which decreased total open position to 103
On 8 Jun CDSL was trading at 1193.40. The strike last trading price was 20.5, which was -7.65 lower than the previous day. The implied volatity was 31.31, the open interest changed by -4 which decreased total open position to 104
On 5 Jun CDSL was trading at 1217.50. The strike last trading price was 28.05, which was -1.75 lower than the previous day. The implied volatity was 29.97, the open interest changed by -2 which decreased total open position to 109
On 4 Jun CDSL was trading at 1216.90. The strike last trading price was 29.5, which was -1.5 lower than the previous day. The implied volatity was 30.36, the open interest changed by 5 which increased total open position to 111
On 3 Jun CDSL was trading at 1218.20. The strike last trading price was 31, which was -3 lower than the previous day. The implied volatity was 30.88, the open interest changed by 71 which increased total open position to 106
On 2 Jun CDSL was trading at 1226.80. The strike last trading price was 34.2, which was 1.2 higher than the previous day. The implied volatity was 30.16, the open interest changed by 5 which increased total open position to 35
On 1 Jun CDSL was trading at 1215.10. The strike last trading price was 32.9, which was -10.1 lower than the previous day. The implied volatity was 30.12, the open interest changed by 16 which increased total open position to 30
On 29 May CDSL was trading at 1244.60. The strike last trading price was 42.6, which was -10.4 lower than the previous day. The implied volatity was 30.18, the open interest changed by 14 which increased total open position to 15
On 27 May CDSL was trading at 1243.80. The strike last trading price was 52.85, which was -12.15 lower than the previous day. The implied volatity was 35, the open interest changed by 1 which increased total open position to 1
| CDSL 28-Jul-2026 (36d) 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.01
Theta: -0.47
Gamma: 0.00222
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1382.00 | 21 | -2.85 (-11.95%) | 32.16 | 244 | 28 | 476 |
| 19 Jun | 1370.30 | 25 | -5.2 (-17.22%) | 31.8 | 380 | 98 | 442 |
| 18 Jun | 1350.40 | 30.25 | -19.3 (-38.95%) | 31.32 | 506 | 88 | 343 |
| 17 Jun | 1290.90 | 49 | -17 (-25.76%) | 27.75 | 234 | 139 | 255 |
| 16 Jun | 1264.00 | 65.5 | 0.5 (0.77%) | 28.72 | 32 | 6 | 116 |
| 15 Jun | 1265.70 | 65.45 | -24.8 (-27.48%) | 29.16 | 99 | 59 | 110 |
| 12 Jun | 1227.90 | 90 | -35.25 (-28.14%) | 29.47 | 50 | 31 | 48 |
| 11 Jun | 1190.20 | 125.25 | 18.25 (17.06%) | 35.5 | 3 | 1 | 17 |
| 10 Jun | 1200.90 | 107 | -16 (-13.01%) | 31.52 | 1 | 1 | 16 |
| 9 Jun | 1212.30 | 123 | 123 (18.27%) | 36.43 | 1 | 0 | 15 |
| 8 Jun | 1193.40 | 123 | 19 (18.27%) | 36.43 | 1 | 0 | 14 |
| 5 Jun | 1217.50 | 104 | -1 (-0.95%) | 31.72 | 3 | 2 | 13 |
| 4 Jun | 1216.90 | 105 | -15 (-12.50%) | 32.67 | 1 | 1 | 11 |
| 3 Jun | 1218.20 | 120 | 33 (37.93%) | 35.87 | 4 | 3 | 10 |
| 2 Jun | 1226.80 | 87 | 87 (9.43%) | 29.64 | 2 | 0 | 7 |
| 1 Jun | 1215.10 | 87 | 7.5 (9.43%) | 29.64 | 2 | 0 | 5 |
| 29 May | 1244.60 | 79.5 | -45.55 (-36.43%) | 26.58 | 5 | 2 | 2 |
| 27 May | 1243.80 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1300 expiring on 28JUL2026
Delta for 1300 PE is -0.24
Historical price for 1300 PE is as follows
On 22 Jun CDSL was trading at 1382.00. The strike last trading price was 21, which was -2.85 lower than the previous day. The implied volatity was 32.16, the open interest changed by 28 which increased total open position to 476
On 19 Jun CDSL was trading at 1370.30. The strike last trading price was 25, which was -5.2 lower than the previous day. The implied volatity was 31.8, the open interest changed by 98 which increased total open position to 442
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 30.25, which was -19.3 lower than the previous day. The implied volatity was 31.32, the open interest changed by 88 which increased total open position to 343
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 49, which was -17 lower than the previous day. The implied volatity was 27.75, the open interest changed by 139 which increased total open position to 255
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 65.5, which was 0.5 higher than the previous day. The implied volatity was 28.72, the open interest changed by 6 which increased total open position to 116
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 65.45, which was -24.8 lower than the previous day. The implied volatity was 29.16, the open interest changed by 59 which increased total open position to 110
On 12 Jun CDSL was trading at 1227.90. The strike last trading price was 90, which was -35.25 lower than the previous day. The implied volatity was 29.47, the open interest changed by 31 which increased total open position to 48
On 11 Jun CDSL was trading at 1190.20. The strike last trading price was 125.25, which was 18.25 higher than the previous day. The implied volatity was 35.5, the open interest changed by 1 which increased total open position to 17
On 10 Jun CDSL was trading at 1200.90. The strike last trading price was 107, which was -16 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 16
On 9 Jun CDSL was trading at 1212.30. The strike last trading price was 123, which was 123 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 15
On 8 Jun CDSL was trading at 1193.40. The strike last trading price was 123, which was 19 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 14
On 5 Jun CDSL was trading at 1217.50. The strike last trading price was 104, which was -1 lower than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 13
On 4 Jun CDSL was trading at 1216.90. The strike last trading price was 105, which was -15 lower than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 11
On 3 Jun CDSL was trading at 1218.20. The strike last trading price was 120, which was 33 higher than the previous day. The implied volatity was 35.87, the open interest changed by 3 which increased total open position to 10
On 2 Jun CDSL was trading at 1226.80. The strike last trading price was 87, which was 87 higher than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 7
On 1 Jun CDSL was trading at 1215.10. The strike last trading price was 87, which was 7.5 higher than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 5
On 29 May CDSL was trading at 1244.60. The strike last trading price was 79.5, which was -45.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 2 which increased total open position to 2
On 27 May CDSL was trading at 1243.80. 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
