CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
29 Apr 2026 10:07 AM IST
| CDSL 26-May-2026 (27d) 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.01
Theta: -0.89
Gamma: 0.00355
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 1332.80 | 44.1 | 0.10000000000000142 | 30.67 | 392 | 79 | 672 | |||||||||
| 28 Apr | 1324.60 | 45.45 | 4.600000000000001 | 33.82 | 829 | 109 | 597 | |||||||||
| 27 Apr | 1324.10 | 41.95 | 2.6500000000000057 | 30.67 | 550 | 132 | 489 | |||||||||
| 24 Apr | 1312.80 | 38.2 | -4.949999999999996 | 30.51 | 245 | 57 | 355 | |||||||||
| 23 Apr | 1323.60 | 44.05 | -1.6500000000000057 | 30.38 | 167 | 46 | 289 | |||||||||
| 22 Apr | 1321.20 | 45.6 | -20.449999999999996 | 30.93 | 355 | 171 | 243 | |||||||||
| 21 Apr | 1362.60 | 65 | -6 | 29.2 | 19 | 5 | 71 | |||||||||
| 20 Apr | 1370.30 | 71 | -22 | 29.96 | 21 | 2 | 66 | |||||||||
| 17 Apr | 1393.20 | 93 | 20 | 29.35 | 82 | 5 | 77 | |||||||||
| 16 Apr | 1367.80 | 73 | 11.799999999999997 | 29.61 | 23 | 8 | 71 | |||||||||
| 15 Apr | 1339.80 | 61.2 | 42.2 | 31.77 | 91 | 63 | 63 | |||||||||
| 13 Apr | 1290.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1303.40 | 0 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1279.30 | 19 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 8 Apr | 1287.40 | 19 | 0 | 1.89 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1203.50 | 19 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 26MAY2026
Delta for 1340 CE is 0.51
Historical price for 1340 CE is as follows
On 29 Apr CDSL was trading at 1332.80. The strike last trading price was 44.1, which was 0.10000000000000142 higher than the previous day. The implied volatity was 30.67, the open interest changed by 79 which increased total open position to 672
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 45.45, which was 4.600000000000001 higher than the previous day. The implied volatity was 33.82, the open interest changed by 109 which increased total open position to 597
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 41.95, which was 2.6500000000000057 higher than the previous day. The implied volatity was 30.67, the open interest changed by 132 which increased total open position to 489
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 38.2, which was -4.949999999999996 lower than the previous day. The implied volatity was 30.51, the open interest changed by 57 which increased total open position to 355
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 44.05, which was -1.6500000000000057 lower than the previous day. The implied volatity was 30.38, the open interest changed by 46 which increased total open position to 289
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 45.6, which was -20.449999999999996 lower than the previous day. The implied volatity was 30.93, the open interest changed by 171 which increased total open position to 243
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 65, which was -6 lower than the previous day. The implied volatity was 29.2, the open interest changed by 5 which increased total open position to 71
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 71, which was -22 lower than the previous day. The implied volatity was 29.96, the open interest changed by 2 which increased total open position to 66
On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 93, which was 20 higher than the previous day. The implied volatity was 29.35, the open interest changed by 5 which increased total open position to 77
On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 73, which was 11.799999999999997 higher than the previous day. The implied volatity was 29.61, the open interest changed by 8 which increased total open position to 71
On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 61.2, which was 42.2 higher than the previous day. The implied volatity was 31.77, the open interest changed by 63 which increased total open position to 63
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 1.6, 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 19, which was 0 lower than the previous day. The implied volatity was 2.57, 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 19, which was 0 lower than the previous day. The implied volatity was 1.89, 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 19, 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 (27d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.01
Theta: -0.93
Gamma: 0.00275
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1332.80 | 59.15 | -4.350000000000001 | 39.65 | 62 | 25 | 249 |
| 28 Apr | 1324.60 | 65.75 | -4.299999999999997 | 41.16 | 158 | 22 | 223 |
| 27 Apr | 1324.10 | 67.8 | -10.25 | 42.19 | 153 | 64 | 201 |
| 24 Apr | 1312.80 | 79.1 | 6.599999999999994 | 43.71 | 48 | 15 | 122 |
| 23 Apr | 1323.60 | 72.5 | -1.25 | 43 | 49 | 22 | 107 |
| 22 Apr | 1321.20 | 73.75 | 19.799999999999997 | 41.08 | 129 | 60 | 84 |
| 21 Apr | 1362.60 | 54.1 | 2.6000000000000014 | 40.49 | 15 | 10 | 24 |
| 20 Apr | 1370.30 | 52 | 12 | 40.39 | 22 | 5 | 13 |
| 17 Apr | 1393.20 | 40 | -14.799999999999997 | 37.31 | 6 | 2 | 4 |
| 16 Apr | 1367.80 | 54.8 | -7.200000000000003 | 40.81 | 1 | 0 | 1 |
| 15 Apr | 1339.80 | 62 | -162.75 | 36.92 | 1 | 0 | 0 |
| 13 Apr | 1290.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1303.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1279.30 | 224.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1287.40 | 224.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1203.50 | 224.75 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 26MAY2026
Delta for 1340 PE is -0.48
Historical price for 1340 PE is as follows
On 29 Apr CDSL was trading at 1332.80. The strike last trading price was 59.15, which was -4.350000000000001 lower than the previous day. The implied volatity was 39.65, the open interest changed by 25 which increased total open position to 249
On 28 Apr CDSL was trading at 1324.60. The strike last trading price was 65.75, which was -4.299999999999997 lower than the previous day. The implied volatity was 41.16, the open interest changed by 22 which increased total open position to 223
On 27 Apr CDSL was trading at 1324.10. The strike last trading price was 67.8, which was -10.25 lower than the previous day. The implied volatity was 42.19, the open interest changed by 64 which increased total open position to 201
On 24 Apr CDSL was trading at 1312.80. The strike last trading price was 79.1, which was 6.599999999999994 higher than the previous day. The implied volatity was 43.71, the open interest changed by 15 which increased total open position to 122
On 23 Apr CDSL was trading at 1323.60. The strike last trading price was 72.5, which was -1.25 lower than the previous day. The implied volatity was 43, the open interest changed by 22 which increased total open position to 107
On 22 Apr CDSL was trading at 1321.20. The strike last trading price was 73.75, which was 19.799999999999997 higher than the previous day. The implied volatity was 41.08, the open interest changed by 60 which increased total open position to 84
On 21 Apr CDSL was trading at 1362.60. The strike last trading price was 54.1, which was 2.6000000000000014 higher than the previous day. The implied volatity was 40.49, the open interest changed by 10 which increased total open position to 24
On 20 Apr CDSL was trading at 1370.30. The strike last trading price was 52, which was 12 higher than the previous day. The implied volatity was 40.39, the open interest changed by 5 which increased total open position to 13
On 17 Apr CDSL was trading at 1393.20. The strike last trading price was 40, which was -14.799999999999997 lower than the previous day. The implied volatity was 37.31, the open interest changed by 2 which increased total open position to 4
On 16 Apr CDSL was trading at 1367.80. The strike last trading price was 54.8, which was -7.200000000000003 lower than the previous day. The implied volatity was 40.81, the open interest changed by 0 which decreased total open position to 1
On 15 Apr CDSL was trading at 1339.80. The strike last trading price was 62, which was -162.75 lower than the previous day. The implied volatity was 36.92, 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 -, 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 224.75, 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 224.75, 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 224.75, 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
