CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
12 Dec 2025 04:13 PM IST
| CDSL 30-DEC-2025 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.71
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1526.50 | 96.75 | -2.5 | 25.21 | 5 | -1 | 36 | |||||||||
| 11 Dec | 1522.70 | 98.5 | 34.5 | 30.26 | 41 | -1 | 37 | |||||||||
| 10 Dec | 1479.30 | 63.75 | -24.25 | 27.07 | 32 | 6 | 16 | |||||||||
| 9 Dec | 1517.20 | 88 | -51.2 | - | 31 | 2 | 10 | |||||||||
| 8 Dec | 1520.90 | 139.2 | -24.15 | - | 0 | 0 | 8 | |||||||||
| 5 Dec | 1550.60 | 139.2 | -24.15 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1536.30 | 139.2 | -24.15 | - | 0 | 4 | 0 | |||||||||
| 3 Dec | 1550.50 | 139.2 | -24.15 | 34.18 | 7 | 3 | 7 | |||||||||
| 2 Dec | 1592.10 | 163.35 | 11.35 | 21.73 | 1 | 0 | 4 | |||||||||
| 1 Dec | 1604.50 | 152 | -28 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1617.20 | 152 | -28 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1624.60 | 152 | -28 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1619.90 | 152 | -28 | - | 0 | 2 | 0 | |||||||||
| 25 Nov | 1574.10 | 152 | -28 | 20.66 | 2 | 1 | 3 | |||||||||
| 24 Nov | 1587.60 | 180 | 24.35 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1610.20 | 180 | 24.35 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1640.10 | 180 | 24.35 | - | 0 | 2 | 0 | |||||||||
| 19 Nov | 1622.80 | 180 | 24.35 | - | 2 | 1 | 1 | |||||||||
| 18 Nov | 1605.70 | 155.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 23 Oct | 1600.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 1604.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 1620.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1622.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1606.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1619.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 1605.30 | 0 | 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 1440 expiring on 30DEC2025
Delta for 1440 CE is 0.87
Historical price for 1440 CE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 96.75, which was -2.5 lower than the previous day. The implied volatity was 25.21, the open interest changed by -1 which decreased total open position to 36
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 98.5, which was 34.5 higher than the previous day. The implied volatity was 30.26, the open interest changed by -1 which decreased total open position to 37
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 63.75, which was -24.25 lower than the previous day. The implied volatity was 27.07, the open interest changed by 6 which increased total open position to 16
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 88, which was -51.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 139.2, which was -24.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 139.2, which was -24.15 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 139.2, which was -24.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 139.2, which was -24.15 lower than the previous day. The implied volatity was 34.18, the open interest changed by 3 which increased total open position to 7
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 163.35, which was 11.35 higher than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 4
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 152, which was -28 lower 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 152, which was -28 lower 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 152, which was -28 lower 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 152, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 152, which was -28 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1 which increased total open position to 3
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 180, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 180, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 180, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 180, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 155.65, 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 23 Oct CDSL was trading at 1600.30. 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 21 Oct CDSL was trading at 1604.00. 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 16 Oct CDSL was trading at 1620.30. 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 15 Oct CDSL was trading at 1622.00. 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 14 Oct CDSL was trading at 1606.50. 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 13 Oct CDSL was trading at 1619.40. 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 10 Oct CDSL was trading at 1605.30. 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 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.79
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1526.50 | 7.4 | -1.8 | 27.52 | 239 | -25 | 500 |
| 11 Dec | 1522.70 | 9.3 | -14.85 | 28.35 | 552 | 29 | 523 |
| 10 Dec | 1479.30 | 25.3 | 13.15 | 33.12 | 460 | 40 | 486 |
| 9 Dec | 1517.20 | 12.4 | -0.35 | 30.33 | 1,824 | -90 | 447 |
| 8 Dec | 1520.90 | 13 | 6.3 | 30.07 | 321 | 102 | 536 |
| 5 Dec | 1550.60 | 6.25 | -3.75 | 27.05 | 329 | 116 | 434 |
| 4 Dec | 1536.30 | 10.15 | 0.35 | 28.18 | 186 | 16 | 318 |
| 3 Dec | 1550.50 | 8.7 | 3.35 | 29.09 | 253 | 102 | 298 |
| 2 Dec | 1592.10 | 5.25 | 0.25 | 29.23 | 72 | 12 | 195 |
| 1 Dec | 1604.50 | 5 | 1.05 | 29.70 | 44 | 9 | 183 |
| 28 Nov | 1617.20 | 3.9 | -0.25 | 28.31 | 25 | 2 | 175 |
| 27 Nov | 1624.60 | 3.95 | -0.6 | 28.95 | 105 | 5 | 173 |
| 26 Nov | 1619.90 | 4.4 | -5.2 | 28.71 | 226 | 21 | 170 |
| 25 Nov | 1574.10 | 7.4 | -1.7 | 27.29 | 174 | 61 | 148 |
| 24 Nov | 1587.60 | 9.2 | 0.4 | 30.02 | 78 | 33 | 86 |
| 21 Nov | 1610.20 | 8.8 | -106.45 | 31.33 | 74 | 52 | 52 |
| 20 Nov | 1640.10 | 115.25 | 0 | 10.76 | 0 | 0 | 0 |
| 19 Nov | 1622.80 | 115.25 | 0 | 9.88 | 0 | 0 | 0 |
| 18 Nov | 1605.70 | 115.25 | 0 | 9.09 | 0 | 0 | 0 |
| 23 Oct | 1600.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 1604.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1620.30 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 1622.00 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1606.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1619.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1605.30 | 0 | 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 | 3.13 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1440 expiring on 30DEC2025
Delta for 1440 PE is -0.15
Historical price for 1440 PE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 7.4, which was -1.8 lower than the previous day. The implied volatity was 27.52, the open interest changed by -25 which decreased total open position to 500
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 9.3, which was -14.85 lower than the previous day. The implied volatity was 28.35, the open interest changed by 29 which increased total open position to 523
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 25.3, which was 13.15 higher than the previous day. The implied volatity was 33.12, the open interest changed by 40 which increased total open position to 486
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 12.4, which was -0.35 lower than the previous day. The implied volatity was 30.33, the open interest changed by -90 which decreased total open position to 447
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 13, which was 6.3 higher than the previous day. The implied volatity was 30.07, the open interest changed by 102 which increased total open position to 536
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 6.25, which was -3.75 lower than the previous day. The implied volatity was 27.05, the open interest changed by 116 which increased total open position to 434
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 10.15, which was 0.35 higher than the previous day. The implied volatity was 28.18, the open interest changed by 16 which increased total open position to 318
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 8.7, which was 3.35 higher than the previous day. The implied volatity was 29.09, the open interest changed by 102 which increased total open position to 298
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 5.25, which was 0.25 higher than the previous day. The implied volatity was 29.23, the open interest changed by 12 which increased total open position to 195
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 5, which was 1.05 higher than the previous day. The implied volatity was 29.70, the open interest changed by 9 which increased total open position to 183
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 28.31, the open interest changed by 2 which increased total open position to 175
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 3.95, which was -0.6 lower than the previous day. The implied volatity was 28.95, the open interest changed by 5 which increased total open position to 173
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 4.4, which was -5.2 lower than the previous day. The implied volatity was 28.71, the open interest changed by 21 which increased total open position to 170
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 7.4, which was -1.7 lower than the previous day. The implied volatity was 27.29, the open interest changed by 61 which increased total open position to 148
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 9.2, which was 0.4 higher than the previous day. The implied volatity was 30.02, the open interest changed by 33 which increased total open position to 86
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 8.8, which was -106.45 lower than the previous day. The implied volatity was 31.33, the open interest changed by 52 which increased total open position to 52
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 115.25, which was 0 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 0
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 115.25, which was 0 lower than the previous day. The implied volatity was 9.88, 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 115.25, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
On 23 Oct CDSL was trading at 1600.30. 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 21 Oct CDSL was trading at 1604.00. 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 16 Oct CDSL was trading at 1620.30. 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 15 Oct CDSL was trading at 1622.00. 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 14 Oct CDSL was trading at 1606.50. 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 13 Oct CDSL was trading at 1619.40. 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 10 Oct CDSL was trading at 1605.30. 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 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 3.13, the open interest changed by 0 which decreased total open position to 0































































































































































































































