CDSL
Central Depo Ser (I) Ltd
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































































































































































































































