CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
24 Feb 2026 04:13 PM IST
| CDSL 30-MAR-2026 1380 CE | ||||||||||||||||
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Delta: 0.38
Vega: 1.54
Theta: -0.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 1324.80 | 26.65 | -0.8 | 26.45 | 697 | 39 | 154 | |||||||||
| 23 Feb | 1334.30 | 27.6 | 2.4 | 24.83 | 136 | 27 | 116 | |||||||||
| 20 Feb | 1320.40 | 24.8 | -2.85 | 25.31 | 85 | 28 | 88 | |||||||||
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| 19 Feb | 1320.30 | 27.6 | -14.85 | 26.97 | 55 | 24 | 61 | |||||||||
| 18 Feb | 1355.70 | 42.4 | 4.25 | 26.02 | 21 | 7 | 32 | |||||||||
| 17 Feb | 1339.40 | 38.15 | -6.85 | 27.42 | 6 | 3 | 23 | |||||||||
| 16 Feb | 1353.70 | 45 | 6.75 | 27.22 | 14 | 0 | 21 | |||||||||
| 13 Feb | 1335.30 | 38.25 | -15.25 | 26.9 | 27 | 6 | 22 | |||||||||
| 12 Feb | 1370.20 | 53.5 | -7.2 | 25.87 | 8 | 5 | 15 | |||||||||
| 11 Feb | 1397.20 | 60.7 | -9.3 | 21.48 | 6 | 5 | 10 | |||||||||
| 10 Feb | 1400.90 | 70 | 13.85 | 24.69 | 4 | 2 | 6 | |||||||||
| 9 Feb | 1374.30 | 56.15 | -3.45 | 24.87 | 2 | 1 | 3 | |||||||||
| 6 Feb | 1331.40 | 59.6 | -13.75 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 1363.30 | 59.6 | -13.75 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 1366.30 | 59.6 | -13.75 | 26.86 | 2 | 0 | 0 | |||||||||
| 3 Feb | 1343.00 | 73.35 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1237.20 | 73.35 | 0 | 6.25 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1230.30 | 73.35 | 0 | 6.77 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1320.20 | 73.35 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1323.00 | 73.35 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1356.90 | 73.35 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1380 expiring on 30MAR2026
Delta for 1380 CE is 0.38
Historical price for 1380 CE is as follows
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 26.65, which was -0.8 lower than the previous day. The implied volatity was 26.45, the open interest changed by 39 which increased total open position to 154
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 27.6, which was 2.4 higher than the previous day. The implied volatity was 24.83, the open interest changed by 27 which increased total open position to 116
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 24.8, which was -2.85 lower than the previous day. The implied volatity was 25.31, the open interest changed by 28 which increased total open position to 88
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 27.6, which was -14.85 lower than the previous day. The implied volatity was 26.97, the open interest changed by 24 which increased total open position to 61
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 42.4, which was 4.25 higher than the previous day. The implied volatity was 26.02, the open interest changed by 7 which increased total open position to 32
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 38.15, which was -6.85 lower than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 23
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 45, which was 6.75 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 21
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 38.25, which was -15.25 lower than the previous day. The implied volatity was 26.9, the open interest changed by 6 which increased total open position to 22
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 53.5, which was -7.2 lower than the previous day. The implied volatity was 25.87, the open interest changed by 5 which increased total open position to 15
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 60.7, which was -9.3 lower than the previous day. The implied volatity was 21.48, the open interest changed by 5 which increased total open position to 10
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 70, which was 13.85 higher than the previous day. The implied volatity was 24.69, the open interest changed by 2 which increased total open position to 6
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 56.15, which was -3.45 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1 which increased total open position to 3
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 59.6, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 59.6, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 59.6, which was -13.75 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CDSL was trading at 1237.20. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CDSL was trading at 1230.30. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CDSL was trading at 1320.20. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 29 Jan CDSL was trading at 1323.00. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 1.76, 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 73.35, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
| CDSL 30MAR2026 1380 PE | |||||||
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Delta: -0.61
Vega: 1.55
Theta: -0.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 1324.80 | 69.35 | -4.65 | 28.84 | 171 | 39 | 107 |
| 23 Feb | 1334.30 | 74 | -18 | 34.11 | 63 | 46 | 67 |
| 20 Feb | 1320.40 | 92 | 13.4 | 38.77 | 4 | 2 | 21 |
| 19 Feb | 1320.30 | 78.6 | 5.75 | 29.84 | 11 | 1 | 20 |
| 18 Feb | 1355.70 | 72.85 | 1.05 | 38.03 | 3 | 1 | 18 |
| 17 Feb | 1339.40 | 71.8 | -7.2 | - | 0 | 0 | 17 |
| 16 Feb | 1353.70 | 71.8 | -7.2 | 36.16 | 12 | -3 | 16 |
| 13 Feb | 1335.30 | 79 | 20.3 | 34.05 | 1 | 0 | 18 |
| 12 Feb | 1370.20 | 58.7 | 4.95 | 32.08 | 10 | 8 | 18 |
| 11 Feb | 1397.20 | 53.75 | 7.75 | 34.91 | 2 | 0 | 10 |
| 10 Feb | 1400.90 | 46 | -14.8 | 31.65 | 13 | 4 | 10 |
| 9 Feb | 1374.30 | 60.8 | -56 | 33.44 | 6 | 5 | 5 |
| 6 Feb | 1331.40 | 116.8 | 0 | 0.19 | 0 | 0 | 0 |
| 5 Feb | 1363.30 | 116.8 | 0 | 0.09 | 0 | 0 | 0 |
| 4 Feb | 1366.30 | 116.8 | 0 | 0.4 | 0 | 0 | 0 |
| 3 Feb | 1343.00 | 116.8 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1237.20 | 116.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1230.30 | 116.8 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1320.20 | 116.8 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1323.00 | 116.8 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1356.90 | 116.8 | 0 | 0.05 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1380 expiring on 30MAR2026
Delta for 1380 PE is -0.61
Historical price for 1380 PE is as follows
On 24 Feb CDSL was trading at 1324.80. The strike last trading price was 69.35, which was -4.65 lower than the previous day. The implied volatity was 28.84, the open interest changed by 39 which increased total open position to 107
On 23 Feb CDSL was trading at 1334.30. The strike last trading price was 74, which was -18 lower than the previous day. The implied volatity was 34.11, the open interest changed by 46 which increased total open position to 67
On 20 Feb CDSL was trading at 1320.40. The strike last trading price was 92, which was 13.4 higher than the previous day. The implied volatity was 38.77, the open interest changed by 2 which increased total open position to 21
On 19 Feb CDSL was trading at 1320.30. The strike last trading price was 78.6, which was 5.75 higher than the previous day. The implied volatity was 29.84, the open interest changed by 1 which increased total open position to 20
On 18 Feb CDSL was trading at 1355.70. The strike last trading price was 72.85, which was 1.05 higher than the previous day. The implied volatity was 38.03, the open interest changed by 1 which increased total open position to 18
On 17 Feb CDSL was trading at 1339.40. The strike last trading price was 71.8, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 16 Feb CDSL was trading at 1353.70. The strike last trading price was 71.8, which was -7.2 lower than the previous day. The implied volatity was 36.16, the open interest changed by -3 which decreased total open position to 16
On 13 Feb CDSL was trading at 1335.30. The strike last trading price was 79, which was 20.3 higher than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 18
On 12 Feb CDSL was trading at 1370.20. The strike last trading price was 58.7, which was 4.95 higher than the previous day. The implied volatity was 32.08, the open interest changed by 8 which increased total open position to 18
On 11 Feb CDSL was trading at 1397.20. The strike last trading price was 53.75, which was 7.75 higher than the previous day. The implied volatity was 34.91, the open interest changed by 0 which decreased total open position to 10
On 10 Feb CDSL was trading at 1400.90. The strike last trading price was 46, which was -14.8 lower than the previous day. The implied volatity was 31.65, the open interest changed by 4 which increased total open position to 10
On 9 Feb CDSL was trading at 1374.30. The strike last trading price was 60.8, which was -56 lower than the previous day. The implied volatity was 33.44, the open interest changed by 5 which increased total open position to 5
On 6 Feb CDSL was trading at 1331.40. The strike last trading price was 116.8, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CDSL was trading at 1363.30. The strike last trading price was 116.8, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CDSL was trading at 1366.30. The strike last trading price was 116.8, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CDSL was trading at 1343.00. The strike last trading price was 116.8, 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 Feb CDSL was trading at 1237.20. The strike last trading price was 116.8, 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 Feb CDSL was trading at 1230.30. The strike last trading price was 116.8, 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 30 Jan CDSL was trading at 1320.20. The strike last trading price was 116.8, 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 29 Jan CDSL was trading at 1323.00. The strike last trading price was 116.8, 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 28 Jan CDSL was trading at 1356.90. The strike last trading price was 116.8, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
