[--[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 1440 CE
Delta: 0.87
Vega: 0.71
Theta: -0.84
Gamma: 0.00
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
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
Delta: -0.15
Vega: 0.79
Theta: -0.54
Gamma: 0.00
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