[--[65.84.65.76]--]

CDSL

Central Depo Ser (I) Ltd
1526.5 +3.80 (0.25%)
L: 1518 H: 1537.4

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Historical option data for CDSL

12 Dec 2025 04:13 PM IST
CDSL 30-DEC-2025 1400 CE
Delta: 0.89
Vega: 0.62
Theta: -0.91
Gamma: 0.00
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
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
Delta: -0.08
Vega: 0.49
Theta: -0.37
Gamma: 0.00
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