CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
29 Jan 2026 04:13 PM IST
| CDSL 24-FEB-2026 1380 CE | ||||||||||||||||
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Delta: 0.39
Vega: 1.36
Theta: -1.15
Gamma: 0
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| 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 | |||||||||
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| 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
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| 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






























































































































































































































