Historical option data for CDSL
23 Jun 2026 01:24 PM IST
| CDSL 28-Jul-2026 (35d) 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.02
Theta: -0.82
Gamma: 0.00291
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1351.50 | 63 | -12.3 (-16.33%) | 31.95 | 14 | 9 | 57 | |||||||||
| 22 Jun | 1371.80 | 76 | -1.35 (-1.75%) | 32.25 | 27 | -1 | 49 | |||||||||
| 19 Jun | 1370.30 | 76 | 6.75 (9.75%) | 31.08 | 23 | 6 | 50 | |||||||||
| 18 Jun | 1350.40 | 69.25 | 34.65 (100.14%) | 33.51 | 51 | 8 | 33 | |||||||||
| 17 Jun | 1290.90 | 34.25 | 10.65 (45.13%) | 29.69 | 32 | 21 | 24 | |||||||||
| 16 Jun | 1264.00 | 23.6 | -10.9 (-31.59%) | 28.46 | 2 | 1 | 2 | |||||||||
| 15 Jun | 1265.70 | 34.5 | -17.05 (-33.07%) | 34.74 | 1 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 28JUL2026
Delta for 1340 CE is 0.57
Historical price for 1340 CE is as follows
On 23 Jun CDSL was trading at 1351.50. The strike last trading price was 63, which was -12.3 lower than the previous day. The implied volatity was 31.95, the open interest changed by 9 which increased total open position to 57
On 22 Jun CDSL was trading at 1371.80. The strike last trading price was 76, which was -1.35 lower than the previous day. The implied volatity was 32.25, the open interest changed by -1 which decreased total open position to 49
On 19 Jun CDSL was trading at 1370.30. The strike last trading price was 76, which was 6.75 higher than the previous day. The implied volatity was 31.08, the open interest changed by 6 which increased total open position to 50
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 69.25, which was 34.65 higher than the previous day. The implied volatity was 33.51, the open interest changed by 8 which increased total open position to 33
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 34.25, which was 10.65 higher than the previous day. The implied volatity was 29.69, the open interest changed by 21 which increased total open position to 24
On 16 Jun CDSL was trading at 1264.00. The strike last trading price was 23.6, which was -10.9 lower than the previous day. The implied volatity was 28.46, the open interest changed by 1 which increased total open position to 2
On 15 Jun CDSL was trading at 1265.70. The strike last trading price was 34.5, which was -17.05 lower than the previous day. The implied volatity was 34.74, the open interest changed by 0 which decreased total open position to 0
| CDSL 28-Jul-2026 (35d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.02
Theta: -0.6
Gamma: 0.00299
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1351.50 | 43 | 6 (16.22%) | 31.13 | 39 | 11 | 129 |
| 22 Jun | 1371.80 | 36.5 | -2.2 (-5.68%) | 31.63 | 56 | 35 | 117 |
| 19 Jun | 1370.30 | 38 | -9.2 (-19.49%) | 31.02 | 79 | 65 | 81 |
| 18 Jun | 1350.40 | 46.5 | -23.5 (-33.57%) | 30.99 | 32 | 15 | 16 |
| 17 Jun | 1290.90 | 70 | -82 (-53.95%) | 26.3 | 1 | 0 | 0 |
| 16 Jun | 1264.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1265.70 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 28JUL2026
Delta for 1340 PE is -0.42
Historical price for 1340 PE is as follows
On 23 Jun CDSL was trading at 1351.50. The strike last trading price was 43, which was 6 higher than the previous day. The implied volatity was 31.13, the open interest changed by 11 which increased total open position to 129
On 22 Jun CDSL was trading at 1371.80. The strike last trading price was 36.5, which was -2.2 lower than the previous day. The implied volatity was 31.63, the open interest changed by 35 which increased total open position to 117
On 19 Jun CDSL was trading at 1370.30. The strike last trading price was 38, which was -9.2 lower than the previous day. The implied volatity was 31.02, the open interest changed by 65 which increased total open position to 81
On 18 Jun CDSL was trading at 1350.40. The strike last trading price was 46.5, which was -23.5 lower than the previous day. The implied volatity was 30.99, the open interest changed by 15 which increased total open position to 16
On 17 Jun CDSL was trading at 1290.90. The strike last trading price was 70, which was -82 lower than the previous day. The implied volatity was 26.3, the open interest changed by 0 which decreased total open position to 0
On 16 Jun CDSL was trading at 1264.00. 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 Jun CDSL was trading at 1265.70. 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
