[--[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 1460 CE
Delta: 0.80
Vega: 0.96
Theta: -1.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1526.50 82 0.1 27.06 29 -10 38
11 Dec 1522.70 81.5 28.45 28.60 96 -6 48
10 Dec 1479.30 51.45 -27.7 27.35 96 3 55
9 Dec 1517.20 80 -20.9 25.28 452 49 53
8 Dec 1520.90 100.9 -11.1 - 0 0 4
5 Dec 1550.60 100.9 -11.1 - 3 2 5
4 Dec 1536.30 112 -25.1 - 0 2 0
3 Dec 1550.50 112 -25.1 23.34 2 0 1
2 Dec 1592.10 137.1 -96.7 - 0 0 0
1 Dec 1604.50 137.1 -96.7 - 0 0 0
28 Nov 1617.20 137.1 -96.7 - 0 0 0
27 Nov 1624.60 137.1 -96.7 - 0 0 0
26 Nov 1619.90 137.1 -96.7 - 0 1 0
25 Nov 1574.10 137.1 -96.7 24.32 1 0 0
24 Nov 1587.60 233.8 0 - 0 0 0
21 Nov 1610.20 233.8 0 - 0 0 0
20 Nov 1640.10 233.8 0 - 0 0 0
19 Nov 1622.80 233.8 0 - 0 0 0
18 Nov 1605.70 233.8 0 - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1460 expiring on 30DEC2025

Delta for 1460 CE is 0.80

Historical price for 1460 CE is as follows

On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 82, which was 0.1 higher than the previous day. The implied volatity was 27.06, the open interest changed by -10 which decreased total open position to 38


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 81.5, which was 28.45 higher than the previous day. The implied volatity was 28.60, the open interest changed by -6 which decreased total open position to 48


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 51.45, which was -27.7 lower than the previous day. The implied volatity was 27.35, the open interest changed by 3 which increased total open position to 55


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 80, which was -20.9 lower than the previous day. The implied volatity was 25.28, the open interest changed by 49 which increased total open position to 53


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 100.9, which was -11.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 100.9, which was -11.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5


On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 112, which was -25.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 112, which was -25.1 lower than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 1


On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 137.1, which was -96.7 lower 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 137.1, which was -96.7 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 137.1, which was -96.7 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 137.1, which was -96.7 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 137.1, which was -96.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 137.1, which was -96.7 lower than the previous day. The implied volatity was 24.32, 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 233.8, 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 21 Nov CDSL was trading at 1610.20. The strike last trading price was 233.8, 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 20 Nov CDSL was trading at 1640.10. The strike last trading price was 233.8, 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 19 Nov CDSL was trading at 1622.80. The strike last trading price was 233.8, 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 18 Nov CDSL was trading at 1605.70. The strike last trading price was 233.8, 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


CDSL 30DEC2025 1460 PE
Delta: -0.20
Vega: 0.95
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1526.50 10.3 -2.6 26.51 212 1 529
11 Dec 1522.70 13.2 -17.4 27.92 580 -42 524
10 Dec 1479.30 32.5 15.4 32.20 616 13 566
9 Dec 1517.20 16.9 -0.35 30.01 3,963 124 552
8 Dec 1520.90 17.95 8.7 30.19 454 27 428
5 Dec 1550.60 8.6 -5.55 26.40 261 2 405
4 Dec 1536.30 13.75 1 27.77 223 24 403
3 Dec 1550.50 11.8 4.75 28.75 334 85 378
2 Dec 1592.10 7.05 0.55 28.66 147 78 292
1 Dec 1604.50 6.6 1.5 29.05 63 2 215
28 Nov 1617.20 5.1 -0.05 27.70 67 8 212
27 Nov 1624.60 5.1 -0.65 28.21 126 46 206
26 Nov 1619.90 5.75 -6.45 28.10 190 14 160
25 Nov 1574.10 12 0.05 28.79 111 71 145
24 Nov 1587.60 11.85 0.2 29.50 127 10 74
21 Nov 1610.20 11.55 3.55 31.28 83 54 65
20 Nov 1640.10 7.4 -38.3 - 20 10 10
19 Nov 1622.80 45.7 0 8.97 0 0 0
18 Nov 1605.70 45.7 0 8.13 0 0 0


For Central Depo Ser (I) Ltd - strike price 1460 expiring on 30DEC2025

Delta for 1460 PE is -0.20

Historical price for 1460 PE is as follows

On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 10.3, which was -2.6 lower than the previous day. The implied volatity was 26.51, the open interest changed by 1 which increased total open position to 529


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 13.2, which was -17.4 lower than the previous day. The implied volatity was 27.92, the open interest changed by -42 which decreased total open position to 524


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 32.5, which was 15.4 higher than the previous day. The implied volatity was 32.20, the open interest changed by 13 which increased total open position to 566


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 16.9, which was -0.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by 124 which increased total open position to 552


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 17.95, which was 8.7 higher than the previous day. The implied volatity was 30.19, the open interest changed by 27 which increased total open position to 428


On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 8.6, which was -5.55 lower than the previous day. The implied volatity was 26.40, the open interest changed by 2 which increased total open position to 405


On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 13.75, which was 1 higher than the previous day. The implied volatity was 27.77, the open interest changed by 24 which increased total open position to 403


On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 11.8, which was 4.75 higher than the previous day. The implied volatity was 28.75, the open interest changed by 85 which increased total open position to 378


On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 7.05, which was 0.55 higher than the previous day. The implied volatity was 28.66, the open interest changed by 78 which increased total open position to 292


On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 6.6, which was 1.5 higher than the previous day. The implied volatity was 29.05, the open interest changed by 2 which increased total open position to 215


On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 5.1, which was -0.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by 8 which increased total open position to 212


On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 28.21, the open interest changed by 46 which increased total open position to 206


On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 5.75, which was -6.45 lower than the previous day. The implied volatity was 28.10, the open interest changed by 14 which increased total open position to 160


On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 12, which was 0.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by 71 which increased total open position to 145


On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 11.85, which was 0.2 higher than the previous day. The implied volatity was 29.50, the open interest changed by 10 which increased total open position to 74


On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 11.55, which was 3.55 higher than the previous day. The implied volatity was 31.28, the open interest changed by 54 which increased total open position to 65


On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 7.4, which was -38.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 45.7, which was 0 lower than the previous day. The implied volatity was 8.97, 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 45.7, which was 0 lower than the previous day. The implied volatity was 8.13, the open interest changed by 0 which decreased total open position to 0