CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
12 Dec 2025 04:13 PM IST
| CDSL 30-DEC-2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.62
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1526.50 | 136.8 | 5.6 | 33.37 | 18 | 5 | 50 | |||||||||
| 11 Dec | 1522.70 | 131.2 | 37.15 | 28.54 | 62 | 10 | 46 | |||||||||
| 10 Dec | 1479.30 | 92 | -37.75 | 25.16 | 29 | 5 | 36 | |||||||||
| 9 Dec | 1517.20 | 128 | 2.85 | - | 53 | 9 | 31 | |||||||||
| 8 Dec | 1520.90 | 125.15 | -34.95 | - | 20 | 19 | 22 | |||||||||
| 5 Dec | 1550.60 | 160.1 | -79.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1536.30 | 160.1 | -79.9 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1550.50 | 160.1 | -79.9 | - | 2 | -1 | 2 | |||||||||
| 2 Dec | 1592.10 | 240 | 21 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1604.50 | 240 | 21 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1617.20 | 240 | 21 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1624.60 | 240 | 21 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1619.90 | 240 | 21 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1574.10 | 240 | 21 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1587.60 | 240 | 21 | - | 0 | 2 | 0 | |||||||||
| 21 Nov | 1610.20 | 240 | 21 | 42.89 | 2 | 1 | 2 | |||||||||
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| 20 Nov | 1640.10 | 219 | 42.7 | - | 0 | 1 | 0 | |||||||||
| 19 Nov | 1622.80 | 219 | 42.7 | - | 1 | 0 | 0 | |||||||||
| 18 Nov | 1605.70 | 176.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 1558.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1539.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1562.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1524.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1490.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1400 expiring on 30DEC2025
Delta for 1400 CE is 0.89
Historical price for 1400 CE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 136.8, which was 5.6 higher than the previous day. The implied volatity was 33.37, the open interest changed by 5 which increased total open position to 50
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 131.2, which was 37.15 higher than the previous day. The implied volatity was 28.54, the open interest changed by 10 which increased total open position to 46
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 92, which was -37.75 lower than the previous day. The implied volatity was 25.16, the open interest changed by 5 which increased total open position to 36
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 128, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 31
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 125.15, which was -34.95 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 22
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 160.1, which was -79.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 160.1, which was -79.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 160.1, which was -79.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 240, which was 21 higher than the previous day. The implied volatity was 42.89, the open interest changed by 1 which increased total open position to 2
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 219, which was 42.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 219, which was 42.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 176.3, 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 Oct CDSL was trading at 1558.60. 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 8 Oct CDSL was trading at 1539.70. 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
On 7 Oct CDSL was trading at 1562.80. 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 6 Oct CDSL was trading at 1524.90. 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 3 Oct CDSL was trading at 1490.10. 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
| CDSL 30DEC2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.49
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1526.50 | 3.6 | -1.15 | 29.64 | 316 | -70 | 777 |
| 11 Dec | 1522.70 | 4.85 | -7.8 | 30.17 | 1,039 | -88 | 857 |
| 10 Dec | 1479.30 | 14 | 7.55 | 33.31 | 1,050 | 108 | 945 |
| 9 Dec | 1517.20 | 6.3 | -0.5 | 31.04 | 2,128 | 134 | 836 |
| 8 Dec | 1520.90 | 7 | 3.8 | 31.17 | 429 | 49 | 701 |
| 5 Dec | 1550.60 | 3.1 | -2.3 | 28.14 | 370 | 24 | 652 |
| 4 Dec | 1536.30 | 5.35 | 0.2 | 29.13 | 261 | 23 | 616 |
| 3 Dec | 1550.50 | 4.5 | 1.55 | 29.79 | 486 | 83 | 592 |
| 2 Dec | 1592.10 | 2.95 | 0.05 | 30.64 | 140 | 16 | 505 |
| 1 Dec | 1604.50 | 2.75 | 0.35 | 30.86 | 114 | 37 | 490 |
| 28 Nov | 1617.20 | 2 | -0.45 | 29.10 | 85 | 12 | 446 |
| 27 Nov | 1624.60 | 2.5 | -0.3 | 30.80 | 157 | 69 | 433 |
| 26 Nov | 1619.90 | 2.7 | -3.35 | 30.33 | 427 | 18 | 362 |
| 25 Nov | 1574.10 | 5.75 | 0.45 | 30.63 | 190 | 48 | 342 |
| 24 Nov | 1587.60 | 5.4 | -0.1 | 30.85 | 162 | 60 | 292 |
| 21 Nov | 1610.20 | 5.45 | 1.45 | 32.28 | 245 | 124 | 232 |
| 20 Nov | 1640.10 | 3.6 | -1.6 | 32.03 | 219 | 38 | 107 |
| 19 Nov | 1622.80 | 5.2 | 0 | 32.23 | 114 | 29 | 67 |
| 18 Nov | 1605.70 | 5.35 | -91.15 | 30.43 | 60 | 38 | 38 |
| 9 Oct | 1558.60 | 96.5 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 1539.70 | 96.5 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1562.80 | 96.5 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1524.90 | 96.5 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1490.10 | 96.5 | 0 | 4.48 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1400 expiring on 30DEC2025
Delta for 1400 PE is -0.08
Historical price for 1400 PE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 3.6, which was -1.15 lower than the previous day. The implied volatity was 29.64, the open interest changed by -70 which decreased total open position to 777
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 4.85, which was -7.8 lower than the previous day. The implied volatity was 30.17, the open interest changed by -88 which decreased total open position to 857
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 14, which was 7.55 higher than the previous day. The implied volatity was 33.31, the open interest changed by 108 which increased total open position to 945
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 6.3, which was -0.5 lower than the previous day. The implied volatity was 31.04, the open interest changed by 134 which increased total open position to 836
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 7, which was 3.8 higher than the previous day. The implied volatity was 31.17, the open interest changed by 49 which increased total open position to 701
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 3.1, which was -2.3 lower than the previous day. The implied volatity was 28.14, the open interest changed by 24 which increased total open position to 652
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 5.35, which was 0.2 higher than the previous day. The implied volatity was 29.13, the open interest changed by 23 which increased total open position to 616
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 4.5, which was 1.55 higher than the previous day. The implied volatity was 29.79, the open interest changed by 83 which increased total open position to 592
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 2.95, which was 0.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by 16 which increased total open position to 505
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 30.86, the open interest changed by 37 which increased total open position to 490
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 29.10, the open interest changed by 12 which increased total open position to 446
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 30.80, the open interest changed by 69 which increased total open position to 433
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 2.7, which was -3.35 lower than the previous day. The implied volatity was 30.33, the open interest changed by 18 which increased total open position to 362
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 5.75, which was 0.45 higher than the previous day. The implied volatity was 30.63, the open interest changed by 48 which increased total open position to 342
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 5.4, which was -0.1 lower than the previous day. The implied volatity was 30.85, the open interest changed by 60 which increased total open position to 292
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 5.45, which was 1.45 higher than the previous day. The implied volatity was 32.28, the open interest changed by 124 which increased total open position to 232
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 3.6, which was -1.6 lower than the previous day. The implied volatity was 32.03, the open interest changed by 38 which increased total open position to 107
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 32.23, the open interest changed by 29 which increased total open position to 67
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 5.35, which was -91.15 lower than the previous day. The implied volatity was 30.43, the open interest changed by 38 which increased total open position to 38
On 9 Oct CDSL was trading at 1558.60. The strike last trading price was 96.5, 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 Oct CDSL was trading at 1539.70. The strike last trading price was 96.5, 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 Oct CDSL was trading at 1562.80. The strike last trading price was 96.5, 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 Oct CDSL was trading at 1524.90. The strike last trading price was 96.5, 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 3 Oct CDSL was trading at 1490.10. The strike last trading price was 96.5, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0































































































































































































































