CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
04 Mar 2026 10:47 AM IST
| CDSL 30-MAR-2026 1340 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.77
Theta: -0.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 1204.00 | 8.7 | -2.6 | 34.97 | 363 | -24 | 1,350 | |||||||||
| 2 Mar | 1228.30 | 11.75 | -6 | 31.73 | 1,889 | 40 | 1,371 | |||||||||
| 27 Feb | 1272.20 | 17.55 | -8.1 | 26.2 | 2,089 | 73 | 1,334 | |||||||||
| 26 Feb | 1295.80 | 25.35 | -15.15 | 26.48 | 3,798 | 375 | 1,250 | |||||||||
| 25 Feb | 1326.80 | 40.4 | -1.55 | 25.99 | 1,707 | 141 | 875 | |||||||||
| 24 Feb | 1324.80 | 43 | -0.85 | 26.41 | 1,735 | 314 | 739 | |||||||||
| 23 Feb | 1334.30 | 43.9 | 4.95 | 24.13 | 527 | 79 | 428 | |||||||||
| 20 Feb | 1320.40 | 38.8 | -3.1 | 24.4 | 346 | 73 | 348 | |||||||||
| 19 Feb | 1320.30 | 40.5 | -20.2 | 25.4 | 360 | 123 | 273 | |||||||||
| 18 Feb | 1355.70 | 60.4 | 4.9 | 24.51 | 315 | 72 | 150 | |||||||||
| 17 Feb | 1339.40 | 56 | -8.4 | 27.1 | 57 | 34 | 77 | |||||||||
| 16 Feb | 1353.70 | 63 | 9.65 | 25.95 | 85 | 15 | 44 | |||||||||
| 13 Feb | 1335.30 | 53 | -19 | 25.11 | 66 | 14 | 28 | |||||||||
| 12 Feb | 1370.20 | 72 | -21 | 23.68 | 2 | 1 | 14 | |||||||||
| 11 Feb | 1397.20 | 93 | 11.5 | - | 0 | 0 | 13 | |||||||||
| 10 Feb | 1400.90 | 93 | 11.5 | 22.23 | 7 | 2 | 12 | |||||||||
| 9 Feb | 1374.30 | 81.65 | 6.95 | 26.21 | 3 | 0 | 10 | |||||||||
| 6 Feb | 1331.40 | 74.7 | 14.4 | - | 0 | 0 | 10 | |||||||||
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| 5 Feb | 1363.30 | 74.7 | 14.4 | - | 0 | 0 | 10 | |||||||||
| 4 Feb | 1366.30 | 74.7 | 14.4 | 23.77 | 4 | 2 | 10 | |||||||||
| 3 Feb | 1343.00 | 60.3 | 29.3 | 23.73 | 2 | 0 | 8 | |||||||||
| 2 Feb | 1237.20 | 31 | -36.4 | - | 0 | 0 | 8 | |||||||||
| 1 Feb | 1230.30 | 31 | -36.4 | 32.84 | 3 | 2 | 7 | |||||||||
| 30 Jan | 1320.20 | 68.5 | 2.7 | 32.54 | 4 | 2 | 4 | |||||||||
| 29 Jan | 1323.00 | 65.8 | -6.2 | 29.42 | 1 | 0 | 0 | |||||||||
| 28 Jan | 1356.90 | 72 | -18.15 | 22.55 | 1 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 30MAR2026
Delta for 1340 CE is 0.15
Historical price for 1340 CE is as follows
On 4 Mar CDSL was trading at 1204.00. The strike last trading price was 8.7, which was -2.6 lower than the previous day. The implied volatity was 34.97, the open interest changed by -24 which decreased total open position to 1350
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 11.75, which was -6 lower than the previous day. The implied volatity was 31.73, the open interest changed by 40 which increased total open position to 1371
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 17.55, which was -8.1 lower than the previous day. The implied volatity was 26.2, the open interest changed by 73 which increased total open position to 1334
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 25.35, which was -15.15 lower than the previous day. The implied volatity was 26.48, the open interest changed by 375 which increased total open position to 1250
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 40.4, which was -1.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by 141 which increased total open position to 875
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 43, which was -0.85 lower than the previous day. The implied volatity was 26.41, the open interest changed by 314 which increased total open position to 739
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 43.9, which was 4.95 higher than the previous day. The implied volatity was 24.13, the open interest changed by 79 which increased total open position to 428
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 38.8, which was -3.1 lower than the previous day. The implied volatity was 24.4, the open interest changed by 73 which increased total open position to 348
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 40.5, which was -20.2 lower than the previous day. The implied volatity was 25.4, the open interest changed by 123 which increased total open position to 273
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 60.4, which was 4.9 higher than the previous day. The implied volatity was 24.51, the open interest changed by 72 which increased total open position to 150
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 56, which was -8.4 lower than the previous day. The implied volatity was 27.1, the open interest changed by 34 which increased total open position to 77
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 63, which was 9.65 higher than the previous day. The implied volatity was 25.95, the open interest changed by 15 which increased total open position to 44
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 53, which was -19 lower than the previous day. The implied volatity was 25.11, the open interest changed by 14 which increased total open position to 28
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 72, which was -21 lower than the previous day. The implied volatity was 23.68, the open interest changed by 1 which increased total open position to 14
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 93, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 93, which was 11.5 higher than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 12
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 81.65, which was 6.95 higher than the previous day. The implied volatity was 26.21, the open interest changed by 0 which decreased total open position to 10
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 74.7, which was 14.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 74.7, which was 14.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 74.7, which was 14.4 higher than the previous day. The implied volatity was 23.77, the open interest changed by 2 which increased total open position to 10
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 60.3, which was 29.3 higher than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 8
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 31, which was -36.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 31, which was -36.4 lower than the previous day. The implied volatity was 32.84, the open interest changed by 2 which increased total open position to 7
On 30 Jan CDSL was trading at 1320.20. The strike last trading price was 68.5, which was 2.7 higher than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 4
On 29 Jan CDSL was trading at 1323.00. The strike last trading price was 65.8, which was -6.2 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CDSL was trading at 1356.90. The strike last trading price was 72, which was -18.15 lower than the previous day. The implied volatity was 22.55, the open interest changed by 0 which decreased total open position to 0
| CDSL 30MAR2026 1340 PE | |||||||
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Delta: -0.8
Vega: 0.91
Theta: -0.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 1204.00 | 141 | 24.9 | 41.96 | 24 | -3 | 770 |
| 2 Mar | 1228.30 | 116 | 26.45 | 37.14 | 96 | -10 | 773 |
| 27 Feb | 1272.20 | 91.2 | 19.95 | 38.76 | 188 | 22 | 783 |
| 26 Feb | 1295.80 | 73.55 | 26.15 | 34.55 | 565 | -12 | 761 |
| 25 Feb | 1326.80 | 46.5 | -2.75 | 28.61 | 576 | 91 | 775 |
| 24 Feb | 1324.80 | 48.9 | -2.2 | 30.45 | 662 | 224 | 687 |
| 23 Feb | 1334.30 | 49.15 | -15.3 | 32.33 | 319 | 55 | 463 |
| 20 Feb | 1320.40 | 65.4 | 1.45 | 36.74 | 167 | 69 | 408 |
| 19 Feb | 1320.30 | 65.65 | 24.9 | 36.1 | 249 | 145 | 340 |
| 18 Feb | 1355.70 | 41.05 | -11.1 | 31.08 | 134 | 95 | 195 |
| 17 Feb | 1339.40 | 52.8 | 5.8 | 33.64 | 64 | 36 | 96 |
| 16 Feb | 1353.70 | 49.25 | -9.6 | 34.64 | 42 | 3 | 59 |
| 13 Feb | 1335.30 | 59 | 17.15 | 34.83 | 42 | 11 | 56 |
| 12 Feb | 1370.20 | 41.85 | 9.95 | 32.68 | 10 | 7 | 45 |
| 11 Feb | 1397.20 | 31.7 | -0.1 | 31.44 | 20 | 5 | 38 |
| 10 Feb | 1400.90 | 31.75 | -8.05 | 32.05 | 24 | -6 | 36 |
| 9 Feb | 1374.30 | 40 | -30 | 31.76 | 11 | 4 | 41 |
| 6 Feb | 1331.40 | 70 | 20 | 37.05 | 6 | 2 | 37 |
| 5 Feb | 1363.30 | 50 | 2.95 | 33.58 | 13 | 10 | 36 |
| 4 Feb | 1366.30 | 46.95 | -18.05 | 32.79 | 48 | 23 | 26 |
| 3 Feb | 1343.00 | 65 | 10 | - | 0 | 0 | 3 |
| 2 Feb | 1237.20 | 65 | 10 | - | 0 | 0 | 3 |
| 1 Feb | 1230.30 | 65 | 10 | - | 0 | 0 | 3 |
| 30 Jan | 1320.20 | 65 | 10 | - | 0 | 0 | 3 |
| 29 Jan | 1323.00 | 65 | 10 | 31.79 | 1 | 0 | 0 |
| 28 Jan | 1356.90 | 55 | -39.05 | 33.61 | 2 | 1 | 1 |
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 30MAR2026
Delta for 1340 PE is -0.8
Historical price for 1340 PE is as follows
On 4 Mar CDSL was trading at 1204.00. The strike last trading price was 141, which was 24.9 higher than the previous day. The implied volatity was 41.96, the open interest changed by -3 which decreased total open position to 770
On 2 Mar CDSL was trading at 1228.30. The strike last trading price was 116, which was 26.45 higher than the previous day. The implied volatity was 37.14, the open interest changed by -10 which decreased total open position to 773
On 27 Feb CDSL was trading at 1272.20. The strike last trading price was 91.2, which was 19.95 higher than the previous day. The implied volatity was 38.76, the open interest changed by 22 which increased total open position to 783
On 26 Feb CDSL was trading at 1295.80. The strike last trading price was 73.55, which was 26.15 higher than the previous day. The implied volatity was 34.55, the open interest changed by -12 which decreased total open position to 761
On 25 Feb CDSL was trading at 1326.80. The strike last trading price was 46.5, which was -2.75 lower than the previous day. The implied volatity was 28.61, the open interest changed by 91 which increased total open position to 775
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 48.9, which was -2.2 lower than the previous day. The implied volatity was 30.45, the open interest changed by 224 which increased total open position to 687
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 49.15, which was -15.3 lower than the previous day. The implied volatity was 32.33, the open interest changed by 55 which increased total open position to 463
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 65.4, which was 1.45 higher than the previous day. The implied volatity was 36.74, the open interest changed by 69 which increased total open position to 408
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 65.65, which was 24.9 higher than the previous day. The implied volatity was 36.1, the open interest changed by 145 which increased total open position to 340
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 41.05, which was -11.1 lower than the previous day. The implied volatity was 31.08, the open interest changed by 95 which increased total open position to 195
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 52.8, which was 5.8 higher than the previous day. The implied volatity was 33.64, the open interest changed by 36 which increased total open position to 96
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 49.25, which was -9.6 lower than the previous day. The implied volatity was 34.64, the open interest changed by 3 which increased total open position to 59
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 59, which was 17.15 higher than the previous day. The implied volatity was 34.83, the open interest changed by 11 which increased total open position to 56
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 41.85, which was 9.95 higher than the previous day. The implied volatity was 32.68, the open interest changed by 7 which increased total open position to 45
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 31.7, which was -0.1 lower than the previous day. The implied volatity was 31.44, the open interest changed by 5 which increased total open position to 38
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 31.75, which was -8.05 lower than the previous day. The implied volatity was 32.05, the open interest changed by -6 which decreased total open position to 36
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 40, which was -30 lower than the previous day. The implied volatity was 31.76, the open interest changed by 4 which increased total open position to 41
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 70, which was 20 higher than the previous day. The implied volatity was 37.05, the open interest changed by 2 which increased total open position to 37
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 50, which was 2.95 higher than the previous day. The implied volatity was 33.58, the open interest changed by 10 which increased total open position to 36
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 46.95, which was -18.05 lower than the previous day. The implied volatity was 32.79, the open interest changed by 23 which increased total open position to 26
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 65, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 65, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 65, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan CDSL was trading at 1320.20. The strike last trading price was 65, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Jan CDSL was trading at 1323.00. The strike last trading price was 65, which was 10 higher than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CDSL was trading at 1356.90. The strike last trading price was 55, which was -39.05 lower than the previous day. The implied volatity was 33.61, the open interest changed by 1 which increased total open position to 1
