[--[65.84.65.76]--]

CDSL

Central Depo Ser (I) Ltd
1323 -33.90 (-2.50%)
L: 1313.3 H: 1359.6

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Historical option data for CDSL

29 Jan 2026 04:13 PM IST
CDSL 24-FEB-2026 1380 CE
Delta: 0.39
Vega: 1.36
Theta: -1.15
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1323.00 36 -14.65 39.13 610 38 1,207
28 Jan 1356.90 50.05 13.9 37.76 2,386 949 1,168
27 Jan 1322.10 38 1.5 39.47 336 -4 219
23 Jan 1326.30 36.05 -14.65 34.1 258 55 220
22 Jan 1356.60 51.6 8.1 34.22 160 41 165
21 Jan 1333.80 45 -86.15 35.81 144 123 123
20 Jan 1341.00 131.15 0 1.65 0 0 0
19 Jan 1414.90 131.15 0 - 0 0 0
16 Jan 1434.30 131.15 0 - 0 0 0
14 Jan 1415.60 131.15 0 - 0 0 0
13 Jan 1419.90 131.15 0 - 0 0 0
12 Jan 1417.50 131.15 0 - 0 0 0
9 Jan 1409.70 131.15 0 - 0 0 0
8 Jan 1438.20 131.15 0 - 0 0 0
7 Jan 1475.60 131.15 0 - 0 0 0
6 Jan 1457.00 131.15 0 - 0 0 0
5 Jan 1468.60 131.15 0 - 0 0 0
2 Jan 1466.60 131.15 0 - 0 0 0
1 Jan 1446.20 131.15 0 - 0 0 0
31 Dec 1443.60 131.15 - - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1380 expiring on 24FEB2026

Delta for 1380 CE is 0.39

Historical price for 1380 CE is as follows

On 29 Jan CDSL was trading at 1323.00. The strike last trading price was 36, which was -14.65 lower than the previous day. The implied volatity was 39.13, the open interest changed by 38 which increased total open position to 1207


On 28 Jan CDSL was trading at 1356.90. The strike last trading price was 50.05, which was 13.9 higher than the previous day. The implied volatity was 37.76, the open interest changed by 949 which increased total open position to 1168


On 27 Jan CDSL was trading at 1322.10. The strike last trading price was 38, which was 1.5 higher than the previous day. The implied volatity was 39.47, the open interest changed by -4 which decreased total open position to 219


On 23 Jan CDSL was trading at 1326.30. The strike last trading price was 36.05, which was -14.65 lower than the previous day. The implied volatity was 34.1, the open interest changed by 55 which increased total open position to 220


On 22 Jan CDSL was trading at 1356.60. The strike last trading price was 51.6, which was 8.1 higher than the previous day. The implied volatity was 34.22, the open interest changed by 41 which increased total open position to 165


On 21 Jan CDSL was trading at 1333.80. The strike last trading price was 45, which was -86.15 lower than the previous day. The implied volatity was 35.81, the open interest changed by 123 which increased total open position to 123


On 20 Jan CDSL was trading at 1341.00. The strike last trading price was 131.15, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 19 Jan CDSL was trading at 1414.90. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1434.30. The strike last trading price was 131.15, 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 14 Jan CDSL was trading at 1415.60. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1419.90. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1417.50. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1409.70. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1438.20. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1475.60. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1457.00. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1468.60. The strike last trading price was 131.15, 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 Jan CDSL was trading at 1466.60. The strike last trading price was 131.15, 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 1 Jan CDSL was trading at 1446.20. The strike last trading price was 131.15, 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 31 Dec CDSL was trading at 1443.60. The strike last trading price was 131.15, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CDSL 24FEB2026 1380 PE
Delta: -0.61
Vega: 1.36
Theta: -0.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1323.00 83 19.05 39.72 64 24 360
28 Jan 1356.90 63.2 -22.3 38.53 259 166 335
27 Jan 1322.10 84.15 -2.2 42.69 42 12 170
23 Jan 1326.30 90 22.85 42.33 135 40 157
22 Jan 1356.60 66.15 -17.05 37.7 94 47 117
21 Jan 1333.80 83 9.85 40.58 106 37 67
20 Jan 1341.00 73 35 35.94 70 17 28
19 Jan 1414.90 38 7 33.95 6 3 8
16 Jan 1434.30 31 -10.8 32.58 1 0 5
14 Jan 1415.60 41.8 1.8 - 0 0 5
13 Jan 1419.90 41.8 1.8 34.85 3 0 0
12 Jan 1417.50 40 -2 33.6 5 4 5
9 Jan 1409.70 42 -22.5 32.21 1 0 0
8 Jan 1438.20 64.5 0 4.16 0 0 0
7 Jan 1475.60 64.5 0 5.91 0 0 0
6 Jan 1457.00 64.5 0 5.04 0 0 0
5 Jan 1468.60 64.5 0 5.56 0 0 0
2 Jan 1466.60 64.5 0 5.43 0 0 0
1 Jan 1446.20 64.5 0 4.39 0 0 0
31 Dec 1443.60 64.5 - - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1380 expiring on 24FEB2026

Delta for 1380 PE is -0.61

Historical price for 1380 PE is as follows

On 29 Jan CDSL was trading at 1323.00. The strike last trading price was 83, which was 19.05 higher than the previous day. The implied volatity was 39.72, the open interest changed by 24 which increased total open position to 360


On 28 Jan CDSL was trading at 1356.90. The strike last trading price was 63.2, which was -22.3 lower than the previous day. The implied volatity was 38.53, the open interest changed by 166 which increased total open position to 335


On 27 Jan CDSL was trading at 1322.10. The strike last trading price was 84.15, which was -2.2 lower than the previous day. The implied volatity was 42.69, the open interest changed by 12 which increased total open position to 170


On 23 Jan CDSL was trading at 1326.30. The strike last trading price was 90, which was 22.85 higher than the previous day. The implied volatity was 42.33, the open interest changed by 40 which increased total open position to 157


On 22 Jan CDSL was trading at 1356.60. The strike last trading price was 66.15, which was -17.05 lower than the previous day. The implied volatity was 37.7, the open interest changed by 47 which increased total open position to 117


On 21 Jan CDSL was trading at 1333.80. The strike last trading price was 83, which was 9.85 higher than the previous day. The implied volatity was 40.58, the open interest changed by 37 which increased total open position to 67


On 20 Jan CDSL was trading at 1341.00. The strike last trading price was 73, which was 35 higher than the previous day. The implied volatity was 35.94, the open interest changed by 17 which increased total open position to 28


On 19 Jan CDSL was trading at 1414.90. The strike last trading price was 38, which was 7 higher than the previous day. The implied volatity was 33.95, the open interest changed by 3 which increased total open position to 8


On 16 Jan CDSL was trading at 1434.30. The strike last trading price was 31, which was -10.8 lower than the previous day. The implied volatity was 32.58, the open interest changed by 0 which decreased total open position to 5


On 14 Jan CDSL was trading at 1415.60. The strike last trading price was 41.8, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 13 Jan CDSL was trading at 1419.90. The strike last trading price was 41.8, which was 1.8 higher than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 0


On 12 Jan CDSL was trading at 1417.50. The strike last trading price was 40, which was -2 lower than the previous day. The implied volatity was 33.6, the open interest changed by 4 which increased total open position to 5


On 9 Jan CDSL was trading at 1409.70. The strike last trading price was 42, which was -22.5 lower than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 0


On 8 Jan CDSL was trading at 1438.20. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0


On 7 Jan CDSL was trading at 1475.60. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0


On 6 Jan CDSL was trading at 1457.00. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0


On 5 Jan CDSL was trading at 1468.60. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0


On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0


On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 64.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0