Historical option data for CDSL
29 Jun 2026 10:50 AM IST
| CDSL 28-Jul-2026 (27d) 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.01
Theta: -0.84
Gamma: 0.00356
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1311.10 | 43.1 | -3.6 (-7.71%) | 30.09 | 98 | 33 | 92 | |||||||||
| 25 Jun | 1317.00 | 47.5 | -12.5 (-20.83%) | 28.81 | 95 | 30 | 59 | |||||||||
| 24 Jun | 1331.70 | 60 | -12.25 (-16.96%) | 29.45 | 27 | 12 | 30 | |||||||||
| 23 Jun | 1351.10 | 72 | -14 (-16.28%) | 32.6 | 4 | 0 | 19 | |||||||||
| 22 Jun | 1371.80 | 86 | 4.7 (5.78%) | 30.76 | 3 | -1 | 19 | |||||||||
| 19 Jun | 1370.30 | 81.3 | 2.3 (2.91%) | 32 | 4 | 1 | 20 | |||||||||
| 18 Jun | 1350.40 | 79 | 37.15 (88.77%) | 32.69 | 12 | -5 | 19 | |||||||||
| 17 Jun | 1290.90 | 41.9 | 10.95 (35.38%) | 29.81 | 14 | 0 | 23 | |||||||||
| 16 Jun | 1264.00 | 31 | -1.65 (-5.05%) | 29.58 | 16 | 6 | 23 | |||||||||
| 15 Jun | 1265.70 | 33.25 | 8.6 (34.89%) | 30.21 | 28 | 10 | 17 | |||||||||
| 12 Jun | 1227.90 | 24.65 | 10.15 (70.00%) | 31.39 | 9 | 4 | 5 | |||||||||
| 11 Jun | 1190.20 | 14.5 | -115.2 (-88.82%) | 30.31 | 1 | 0 | 0 | |||||||||
| 5 May | 1254.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1238.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1320 expiring on 28JUL2026
Delta for 1320 CE is 0.5
Historical price for 1320 CE is as follows
On 29 Jun CDSL was trading at 1311.10. The strike last trading price was 43.1, which was -3.6 lower than the previous day. The implied volatity was 30.09, the open interest changed by 33 which increased total open position to 92
On 25 Jun CDSL was trading at 1317.00. The strike last trading price was 47.5, which was -12.5 lower than the previous day. The implied volatity was 28.81, the open interest changed by 30 which increased total open position to 59
On 24 Jun CDSL was trading at 1331.70. The strike last trading price was 60, which was -12.25 lower than the previous day. The implied volatity was 29.45, the open interest changed by 12 which increased total open position to 30
On 23 Jun CDSL was trading at 1351.10. The strike last trading price was 72, which was -14 lower than the previous day. The implied volatity was 32.6, the open interest changed by 0 which decreased total open position to 19
On 22 Jun CDSL was trading at 1371.80. The strike last trading price was 86, which was 4.7 higher than the previous day. The implied volatity was 30.76, the open interest changed by -1 which decreased total open position to 19
On 19 Jun CDSL was trading at 1370.30. The strike last trading price was 81.3, which was 2.3 higher than the previous day. The implied volatity was 32, the open interest changed by 1 which increased total open position to 20
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 79, which was 37.15 higher than the previous day. The implied volatity was 32.69, the open interest changed by -5 which decreased total open position to 19
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 41.9, which was 10.95 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 23
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 31, which was -1.65 lower than the previous day. The implied volatity was 29.58, the open interest changed by 6 which increased total open position to 23
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 33.25, which was 8.6 higher than the previous day. The implied volatity was 30.21, the open interest changed by 10 which increased total open position to 17
On 12 Jun CDSL was trading at 1227.90. The strike last trading price was 24.65, which was 10.15 higher than the previous day. The implied volatity was 31.39, the open interest changed by 4 which increased total open position to 5
On 11 Jun CDSL was trading at 1190.20. The strike last trading price was 14.5, which was -115.2 lower than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 0
On 5 May CDSL was trading at 1254.70. 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 May CDSL was trading at 1238.30. 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
| CDSL 28-Jul-2026 (27d) 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.78
Gamma: 0.00301
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1311.10 | 55.55 | 2 (3.73%) | 35.59 | 44 | 11 | 114 |
| 25 Jun | 1317.00 | 53.15 | 12.15 (29.63%) | 34.93 | 121 | 25 | 102 |
| 24 Jun | 1331.70 | 41.8 | 7.8 (22.94%) | 30.78 | 55 | 24 | 77 |
| 23 Jun | 1351.10 | 34.15 | 5.15 (17.76%) | 31.05 | 32 | 8 | 53 |
| 22 Jun | 1371.80 | 29.5 | -1.75 (-5.60%) | 31.5 | 33 | 13 | 45 |
| 19 Jun | 1370.30 | 30 | -8.55 (-22.18%) | 30.8 | 5 | 1 | 32 |
| 18 Jun | 1350.40 | 38.55 | -22.95 (-37.32%) | 31.61 | 48 | 18 | 31 |
| 17 Jun | 1290.90 | 61.5 | -20.5 (-25.00%) | 28.44 | 4 | 2 | 14 |
| 16 Jun | 1264.00 | 81.75 | 8.75 (11.99%) | 29.66 | 5 | 4 | 12 |
| 15 Jun | 1265.70 | 72.8 | -40.7 (-35.86%) | 28.86 | 7 | 5 | 6 |
| 12 Jun | 1227.90 | 113.5 | 7.35 (6.92%) | 35.35 | 1 | 0 | 0 |
| 11 Jun | 1190.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1254.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1238.30 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1320 expiring on 28JUL2026
Delta for 1320 PE is -0.5
Historical price for 1320 PE is as follows
On 29 Jun CDSL was trading at 1311.10. The strike last trading price was 55.55, which was 2 higher than the previous day. The implied volatity was 35.59, the open interest changed by 11 which increased total open position to 114
On 25 Jun CDSL was trading at 1317.00. The strike last trading price was 53.15, which was 12.15 higher than the previous day. The implied volatity was 34.93, the open interest changed by 25 which increased total open position to 102
On 24 Jun CDSL was trading at 1331.70. The strike last trading price was 41.8, which was 7.8 higher than the previous day. The implied volatity was 30.78, the open interest changed by 24 which increased total open position to 77
On 23 Jun CDSL was trading at 1351.10. The strike last trading price was 34.15, which was 5.15 higher than the previous day. The implied volatity was 31.05, the open interest changed by 8 which increased total open position to 53
On 22 Jun CDSL was trading at 1371.80. The strike last trading price was 29.5, which was -1.75 lower than the previous day. The implied volatity was 31.5, the open interest changed by 13 which increased total open position to 45
On 19 Jun CDSL was trading at 1370.30. The strike last trading price was 30, which was -8.55 lower than the previous day. The implied volatity was 30.8, the open interest changed by 1 which increased total open position to 32
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 38.55, which was -22.95 lower than the previous day. The implied volatity was 31.61, the open interest changed by 18 which increased total open position to 31
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 61.5, which was -20.5 lower than the previous day. The implied volatity was 28.44, the open interest changed by 2 which increased total open position to 14
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 81.75, which was 8.75 higher than the previous day. The implied volatity was 29.66, the open interest changed by 4 which increased total open position to 12
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 72.8, which was -40.7 lower than the previous day. The implied volatity was 28.86, the open interest changed by 5 which increased total open position to 6
On 12 Jun CDSL was trading at 1227.90. The strike last trading price was 113.5, which was 7.35 higher than the previous day. The implied volatity was 35.35, the open interest changed by 0 which decreased total open position to 0
On 11 Jun CDSL was trading at 1190.20. 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 5 May CDSL was trading at 1254.70. 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 May CDSL was trading at 1238.30. 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
