CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
30 Apr 2026 04:10 PM IST
| CDSL 26-May-2026 (24d) 1320 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.01
Theta: -0.94
Gamma: 0.0032
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 1272.00 | 30.35 | -12.049999999999997 | 34.92 | 1,074 | 47 | 706 | |||||||||
| 29 Apr | 1306.40 | 41.85 | -11.549999999999997 | 32.86 | 1,435 | 156 | 661 | |||||||||
| 28 Apr | 1324.60 | 55 | 4.649999999999999 | 33.76 | 500 | 49 | 504 | |||||||||
| 27 Apr | 1324.10 | 50.9 | 3.3500000000000014 | 30.17 | 370 | 99 | 460 | |||||||||
| 24 Apr | 1312.80 | 48.15 | -3.8000000000000043 | 31.21 | 434 | 170 | 360 | |||||||||
| 23 Apr | 1323.60 | 51.6 | -2.75 | 29.18 | 222 | 110 | 191 | |||||||||
| 22 Apr | 1321.20 | 54 | -30.349999999999994 | 31 | 155 | 75 | 77 | |||||||||
| 21 Apr | 1362.60 | 84.35 | -24.650000000000006 | 30.67 | 0 | 0 | 2 | |||||||||
| 20 Apr | 1370.30 | 84.35 | -43.5 | 30.67 | 2 | 1 | 1 | |||||||||
| 17 Apr | 1393.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1367.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1290.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1303.40 | 0 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1279.30 | 127.85 | 0 | 1.44 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1287.40 | 127.85 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
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| 7 Apr | 1203.50 | 127.85 | 0 | 5.95 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1205.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1186.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1182.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1119.40 | 127.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1171.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1212.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1185.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1133.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1190.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1194.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1233.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1199.30 | 127.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1184.50 | 127.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1176.50 | 127.85 | 0 | 5.86 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1210.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1219.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1249.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1210.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1224.10 | 127.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1239.60 | 127.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1209.40 | 127.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1228.30 | 127.85 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1272.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1320 expiring on 26MAY2026
Delta for 1320 CE is 0.38
Historical price for 1320 CE is as follows
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 30.35, which was -12.049999999999997 lower than the previous day. The implied volatity was 34.92, the open interest changed by 47 which increased total open position to 706
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 41.85, which was -11.549999999999997 lower than the previous day. The implied volatity was 32.86, the open interest changed by 156 which increased total open position to 661
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 55, which was 4.649999999999999 higher than the previous day. The implied volatity was 33.76, the open interest changed by 49 which increased total open position to 504
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 50.9, which was 3.3500000000000014 higher than the previous day. The implied volatity was 30.17, the open interest changed by 99 which increased total open position to 460
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 48.15, which was -3.8000000000000043 lower than the previous day. The implied volatity was 31.21, the open interest changed by 170 which increased total open position to 360
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 51.6, which was -2.75 lower than the previous day. The implied volatity was 29.18, the open interest changed by 110 which increased total open position to 191
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 54, which was -30.349999999999994 lower than the previous day. The implied volatity was 31, the open interest changed by 75 which increased total open position to 77
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 84.35, which was -24.650000000000006 lower than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 2
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 84.35, which was -43.5 lower than the previous day. The implied volatity was 30.67, the open interest changed by 1 which increased total open position to 1
On 17 Apr CDSL was trading at 1393.20. 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
On 16 Apr CDSL was trading at 1367.80. 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
On 15 Apr CDSL was trading at 1339.80. 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
On 13 Apr CDSL was trading at 1290.60. 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
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 127.85, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 8 Apr CDSL was trading at 1287.40. The strike last trading price was 127.85, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 7 Apr CDSL was trading at 1203.50. The strike last trading price was 127.85, which was 0 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
On 6 Apr CDSL was trading at 1205.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr CDSL was trading at 1186.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr CDSL was trading at 1182.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar CDSL was trading at 1119.40. The strike last trading price was 127.85, 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
On 27 Mar CDSL was trading at 1171.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar CDSL was trading at 1212.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar CDSL was trading at 1185.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar CDSL was trading at 1133.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar CDSL was trading at 1190.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar CDSL was trading at 1194.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar CDSL was trading at 1233.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar CDSL was trading at 1199.30. The strike last trading price was 127.85, 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
On 16 Mar CDSL was trading at 1184.50. The strike last trading price was 127.85, 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
On 13 Mar CDSL was trading at 1176.50. The strike last trading price was 127.85, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
On 12 Mar CDSL was trading at 1210.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar CDSL was trading at 1219.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar CDSL was trading at 1249.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar CDSL was trading at 1210.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar CDSL was trading at 1224.10. The strike last trading price was 127.85, 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
On 5 Mar CDSL was trading at 1239.60. The strike last trading price was 127.85, 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
On 4 Mar CDSL was trading at 1209.40. The strike last trading price was 127.85, 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
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 127.85, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 27 Feb CDSL was trading at 1272.20. 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 26-May-2026 (24d) 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.6
Vega: 0.01
Theta: -0.89
Gamma: 0.00281
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 1272.00 | 79.2 | 17.650000000000006 | 40.3 | 365 | 2 | 427 |
| 29 Apr | 1306.40 | 64.5 | 12.899999999999999 | 41.63 | 714 | 120 | 425 |
| 28 Apr | 1324.60 | 51.8 | -6.950000000000003 | 38.82 | 362 | 137 | 338 |
| 27 Apr | 1324.10 | 58.1 | -8.449999999999996 | 42.42 | 255 | 83 | 201 |
| 24 Apr | 1312.80 | 68 | 4.549999999999997 | 43.57 | 151 | 0 | 116 |
| 23 Apr | 1323.60 | 63.45 | 3.3500000000000014 | 43.11 | 118 | 48 | 118 |
| 22 Apr | 1321.20 | 60 | 14.549999999999997 | 40.39 | 88 | 35 | 71 |
| 21 Apr | 1362.60 | 45.45 | 2.1000000000000014 | 40.42 | 23 | -2 | 36 |
| 20 Apr | 1370.30 | 44 | 9.600000000000001 | 40.38 | 26 | 18 | 36 |
| 17 Apr | 1393.20 | 34.9 | -7.100000000000001 | 38.01 | 43 | 11 | 21 |
| 16 Apr | 1367.80 | 42 | -59.349999999999994 | 37.73 | 11 | 8 | 8 |
| 15 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1290.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1303.40 | 0 | 0 | 0.15 | 0 | 0 | 0 |
| 9 Apr | 1279.30 | 101.35 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1287.40 | 101.35 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1203.50 | 101.35 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1205.30 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 1186.30 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 1182.80 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 1119.40 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1171.30 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 1212.80 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 1185.50 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 1133.80 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 1190.80 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 1194.20 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 1233.60 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 1199.30 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1184.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1176.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1210.80 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 1219.40 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 1249.30 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 1210.50 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 1224.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1239.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1209.40 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1228.30 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1272.20 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1320 expiring on 26MAY2026
Delta for 1320 PE is -0.6
Historical price for 1320 PE is as follows
On 30 Apr CDSL was trading at 1272.00. The strike last trading price was 79.2, which was 17.650000000000006 higher than the previous day. The implied volatity was 40.3, the open interest changed by 2 which increased total open position to 427
On 29 Apr CDSL was trading at 1306.40. The strike last trading price was 64.5, which was 12.899999999999999 higher than the previous day. The implied volatity was 41.63, the open interest changed by 120 which increased total open position to 425
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 51.8, which was -6.950000000000003 lower than the previous day. The implied volatity was 38.82, the open interest changed by 137 which increased total open position to 338
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 58.1, which was -8.449999999999996 lower than the previous day. The implied volatity was 42.42, the open interest changed by 83 which increased total open position to 201
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 68, which was 4.549999999999997 higher than the previous day. The implied volatity was 43.57, the open interest changed by 0 which decreased total open position to 116
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 63.45, which was 3.3500000000000014 higher than the previous day. The implied volatity was 43.11, the open interest changed by 48 which increased total open position to 118
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 60, which was 14.549999999999997 higher than the previous day. The implied volatity was 40.39, the open interest changed by 35 which increased total open position to 71
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 45.45, which was 2.1000000000000014 higher than the previous day. The implied volatity was 40.42, the open interest changed by -2 which decreased total open position to 36
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 44, which was 9.600000000000001 higher than the previous day. The implied volatity was 40.38, the open interest changed by 18 which increased total open position to 36
On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 34.9, which was -7.100000000000001 lower than the previous day. The implied volatity was 38.01, the open interest changed by 11 which increased total open position to 21
On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 42, which was -59.349999999999994 lower than the previous day. The implied volatity was 37.73, the open interest changed by 8 which increased total open position to 8
On 15 Apr CDSL was trading at 1339.80. 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
On 13 Apr CDSL was trading at 1290.60. 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
On 10 Apr CDSL was trading at 1303.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 9 Apr CDSL was trading at 1279.30. The strike last trading price was 101.35, 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 8 Apr CDSL was trading at 1287.40. The strike last trading price was 101.35, 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 7 Apr CDSL was trading at 1203.50. The strike last trading price was 101.35, 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 Apr CDSL was trading at 1205.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr CDSL was trading at 1186.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr CDSL was trading at 1182.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar CDSL was trading at 1119.40. 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
On 27 Mar CDSL was trading at 1171.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar CDSL was trading at 1212.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar CDSL was trading at 1185.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar CDSL was trading at 1133.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar CDSL was trading at 1190.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar CDSL was trading at 1194.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar CDSL was trading at 1233.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar CDSL was trading at 1199.30. 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
On 16 Mar CDSL was trading at 1184.50. 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
On 13 Mar CDSL was trading at 1176.50. 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
On 12 Mar CDSL was trading at 1210.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar CDSL was trading at 1219.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar CDSL was trading at 1249.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar CDSL was trading at 1210.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar CDSL was trading at 1224.10. 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
On 5 Mar CDSL was trading at 1239.60. 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
On 4 Mar CDSL was trading at 1209.40. 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
On 2 Mar CDSL was trading at 1228.30. 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
On 27 Feb CDSL was trading at 1272.20. 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
