[--[65.84.65.76]--]

CDSL

Central Depo Ser (I) Ltd
1415.6 -4.30 (-0.30%)
L: 1410 H: 1432.3

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Historical option data for CDSL

14 Jan 2026 04:13 PM IST
CDSL 27-JAN-2026 1460 CE
Delta: 0.33
Vega: 0.96
Theta: -1.26
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 1415.60 17 -2.4 30.71 1,885 50 1,517
13 Jan 1419.90 19.35 -0.75 30.45 2,509 109 1,470
12 Jan 1417.50 20.8 1.95 30.52 2,632 115 1,375
9 Jan 1409.70 18.75 -9.7 28.26 3,071 34 1,263
8 Jan 1438.20 27.9 -21.15 27.02 2,733 311 1,228
7 Jan 1475.60 48 7.1 26.32 1,410 -181 922
6 Jan 1457.00 40.7 -7.2 27.62 1,366 241 1,103
5 Jan 1468.60 47 0 26.69 2,476 -17 875
2 Jan 1466.60 46.8 7.65 24.92 2,134 10 894
1 Jan 1446.20 39.3 0.35 26.5 765 67 887
31 Dec 1443.60 38.8 2.85 25.82 1,587 125 818
30 Dec 1433.90 36.7 -13.2 26.81 1,762 480 694
29 Dec 1463.50 49.7 -12.25 25.75 326 192 211
26 Dec 1482.70 62 -12 25.51 16 9 18
24 Dec 1498.90 74 -18.95 24.68 8 4 7
23 Dec 1515.50 92.95 -94.9 - 0 3 0
22 Dec 1518.70 92.95 -94.9 25.86 3 2 2
19 Dec 1499.60 187.85 0 - 0 0 0
18 Dec 1489.60 187.85 0 - 0 0 0
17 Dec 1477.30 187.85 0 - 0 0 0
16 Dec 1501.20 187.85 0 - 0 0 0
15 Dec 1517.60 187.85 0 - 0 0 0
12 Dec 1526.50 187.85 0 - 0 0 0
11 Dec 1522.70 187.85 0 - 0 0 0
10 Dec 1479.30 187.85 0 - 0 0 0
9 Dec 1517.20 187.85 0 - 0 0 0
8 Dec 1520.90 187.85 0 - 0 0 0
5 Dec 1550.60 187.85 0 - 0 0 0
4 Dec 1536.30 187.85 0 - 0 0 0
3 Dec 1550.50 187.85 0 - 0 0 0
2 Dec 1592.10 187.85 0 - 0 0 0
1 Dec 1604.50 187.85 0 - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1460 expiring on 27JAN2026

Delta for 1460 CE is 0.33

Historical price for 1460 CE is as follows

On 14 Jan CDSL was trading at 1415.60. The strike last trading price was 17, which was -2.4 lower than the previous day. The implied volatity was 30.71, the open interest changed by 50 which increased total open position to 1517


On 13 Jan CDSL was trading at 1419.90. The strike last trading price was 19.35, which was -0.75 lower than the previous day. The implied volatity was 30.45, the open interest changed by 109 which increased total open position to 1470


On 12 Jan CDSL was trading at 1417.50. The strike last trading price was 20.8, which was 1.95 higher than the previous day. The implied volatity was 30.52, the open interest changed by 115 which increased total open position to 1375


On 9 Jan CDSL was trading at 1409.70. The strike last trading price was 18.75, which was -9.7 lower than the previous day. The implied volatity was 28.26, the open interest changed by 34 which increased total open position to 1263


On 8 Jan CDSL was trading at 1438.20. The strike last trading price was 27.9, which was -21.15 lower than the previous day. The implied volatity was 27.02, the open interest changed by 311 which increased total open position to 1228


On 7 Jan CDSL was trading at 1475.60. The strike last trading price was 48, which was 7.1 higher than the previous day. The implied volatity was 26.32, the open interest changed by -181 which decreased total open position to 922


On 6 Jan CDSL was trading at 1457.00. The strike last trading price was 40.7, which was -7.2 lower than the previous day. The implied volatity was 27.62, the open interest changed by 241 which increased total open position to 1103


On 5 Jan CDSL was trading at 1468.60. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 26.69, the open interest changed by -17 which decreased total open position to 875


On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 46.8, which was 7.65 higher than the previous day. The implied volatity was 24.92, the open interest changed by 10 which increased total open position to 894


On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 39.3, which was 0.35 higher than the previous day. The implied volatity was 26.5, the open interest changed by 67 which increased total open position to 887


On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 38.8, which was 2.85 higher than the previous day. The implied volatity was 25.82, the open interest changed by 125 which increased total open position to 818


On 30 Dec CDSL was trading at 1433.90. The strike last trading price was 36.7, which was -13.2 lower than the previous day. The implied volatity was 26.81, the open interest changed by 480 which increased total open position to 694


On 29 Dec CDSL was trading at 1463.50. The strike last trading price was 49.7, which was -12.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 192 which increased total open position to 211


On 26 Dec CDSL was trading at 1482.70. The strike last trading price was 62, which was -12 lower than the previous day. The implied volatity was 25.51, the open interest changed by 9 which increased total open position to 18


On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 74, which was -18.95 lower than the previous day. The implied volatity was 24.68, the open interest changed by 4 which increased total open position to 7


On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 92.95, which was -94.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 92.95, which was -94.9 lower than the previous day. The implied volatity was 25.86, the open interest changed by 2 which increased total open position to 2


On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1489.60. The strike last trading price was 187.85, 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 17 Dec CDSL was trading at 1477.30. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1501.20. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1517.60. The strike last trading price was 187.85, 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 12 Dec CDSL was trading at 1526.50. The strike last trading price was 187.85, 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 11 Dec CDSL was trading at 1522.70. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1479.30. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1517.20. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1520.90. The strike last trading price was 187.85, 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 5 Dec CDSL was trading at 1550.60. The strike last trading price was 187.85, 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 4 Dec CDSL was trading at 1536.30. The strike last trading price was 187.85, 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 Dec CDSL was trading at 1550.50. The strike last trading price was 187.85, 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 2 Dec CDSL was trading at 1592.10. The strike last trading price was 187.85, 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 1 Dec CDSL was trading at 1604.50. The strike last trading price was 187.85, 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 27JAN2026 1460 PE
Delta: -0.67
Vega: 0.97
Theta: -0.89
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 1415.60 57.4 3.6 31.33 76 -24 859
13 Jan 1419.90 54.5 -3 30.2 85 -21 887
12 Jan 1417.50 56.1 -11.8 31.15 222 -76 910
9 Jan 1409.70 65.75 17.4 32.75 650 -81 989
8 Jan 1438.20 49.7 24.2 31.17 1,129 -136 1,075
7 Jan 1475.60 26.5 -12.1 26.68 858 -128 1,210
6 Jan 1457.00 39 7.7 29.62 1,242 453 1,345
5 Jan 1468.60 31.6 -1.85 27.52 1,176 56 887
2 Jan 1466.60 33.3 -9.75 26.97 620 76 829
1 Jan 1446.20 43.05 -2.05 26.9 154 11 754
31 Dec 1443.60 45 -7.75 27.52 559 -4 744
30 Dec 1433.90 52.95 9.45 29.09 1,604 100 745
29 Dec 1463.50 43.5 9.9 30.77 1,436 333 671
26 Dec 1482.70 34.35 5.45 28.21 203 89 337
24 Dec 1498.90 29 6.55 28.07 165 112 246
23 Dec 1515.50 23.1 2.95 27.13 136 14 133
22 Dec 1518.70 21.45 -5.95 26.72 137 108 118
19 Dec 1499.60 27.35 -21.65 25.67 12 8 9
18 Dec 1489.60 49 -9.45 - 0 0 1
17 Dec 1477.30 49 -9.45 32.94 1 0 0
16 Dec 1501.20 58.45 0 2.95 0 0 0
15 Dec 1517.60 58.45 0 3.97 0 0 0
12 Dec 1526.50 58.45 0 4.38 0 0 0
11 Dec 1522.70 58.45 0 4.17 0 0 0
10 Dec 1479.30 58.45 0 1.84 0 0 0
9 Dec 1517.20 58.45 0 3.92 0 0 0
8 Dec 1520.90 58.45 0 - 0 0 0
5 Dec 1550.60 58.45 0 5.5 0 0 0
4 Dec 1536.30 58.45 0 4.66 0 0 0
3 Dec 1550.50 58.45 0 - 0 0 0
2 Dec 1592.10 58.45 0 7.01 0 0 0
1 Dec 1604.50 58.45 0 7.4 0 0 0


For Central Depo Ser (I) Ltd - strike price 1460 expiring on 27JAN2026

Delta for 1460 PE is -0.67

Historical price for 1460 PE is as follows

On 14 Jan CDSL was trading at 1415.60. The strike last trading price was 57.4, which was 3.6 higher than the previous day. The implied volatity was 31.33, the open interest changed by -24 which decreased total open position to 859


On 13 Jan CDSL was trading at 1419.90. The strike last trading price was 54.5, which was -3 lower than the previous day. The implied volatity was 30.2, the open interest changed by -21 which decreased total open position to 887


On 12 Jan CDSL was trading at 1417.50. The strike last trading price was 56.1, which was -11.8 lower than the previous day. The implied volatity was 31.15, the open interest changed by -76 which decreased total open position to 910


On 9 Jan CDSL was trading at 1409.70. The strike last trading price was 65.75, which was 17.4 higher than the previous day. The implied volatity was 32.75, the open interest changed by -81 which decreased total open position to 989


On 8 Jan CDSL was trading at 1438.20. The strike last trading price was 49.7, which was 24.2 higher than the previous day. The implied volatity was 31.17, the open interest changed by -136 which decreased total open position to 1075


On 7 Jan CDSL was trading at 1475.60. The strike last trading price was 26.5, which was -12.1 lower than the previous day. The implied volatity was 26.68, the open interest changed by -128 which decreased total open position to 1210


On 6 Jan CDSL was trading at 1457.00. The strike last trading price was 39, which was 7.7 higher than the previous day. The implied volatity was 29.62, the open interest changed by 453 which increased total open position to 1345


On 5 Jan CDSL was trading at 1468.60. The strike last trading price was 31.6, which was -1.85 lower than the previous day. The implied volatity was 27.52, the open interest changed by 56 which increased total open position to 887


On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 33.3, which was -9.75 lower than the previous day. The implied volatity was 26.97, the open interest changed by 76 which increased total open position to 829


On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 43.05, which was -2.05 lower than the previous day. The implied volatity was 26.9, the open interest changed by 11 which increased total open position to 754


On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 45, which was -7.75 lower than the previous day. The implied volatity was 27.52, the open interest changed by -4 which decreased total open position to 744


On 30 Dec CDSL was trading at 1433.90. The strike last trading price was 52.95, which was 9.45 higher than the previous day. The implied volatity was 29.09, the open interest changed by 100 which increased total open position to 745


On 29 Dec CDSL was trading at 1463.50. The strike last trading price was 43.5, which was 9.9 higher than the previous day. The implied volatity was 30.77, the open interest changed by 333 which increased total open position to 671


On 26 Dec CDSL was trading at 1482.70. The strike last trading price was 34.35, which was 5.45 higher than the previous day. The implied volatity was 28.21, the open interest changed by 89 which increased total open position to 337


On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 29, which was 6.55 higher than the previous day. The implied volatity was 28.07, the open interest changed by 112 which increased total open position to 246


On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 23.1, which was 2.95 higher than the previous day. The implied volatity was 27.13, the open interest changed by 14 which increased total open position to 133


On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 21.45, which was -5.95 lower than the previous day. The implied volatity was 26.72, the open interest changed by 108 which increased total open position to 118


On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 27.35, which was -21.65 lower than the previous day. The implied volatity was 25.67, the open interest changed by 8 which increased total open position to 9


On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 49, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec CDSL was trading at 1477.30. The strike last trading price was 49, which was -9.45 lower than the previous day. The implied volatity was 32.94, the open interest changed by 0 which decreased total open position to 0


On 16 Dec CDSL was trading at 1501.20. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 15 Dec CDSL was trading at 1517.60. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0


On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 58.45, 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 5 Dec CDSL was trading at 1550.60. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.5, 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 58.45, which was 0 lower than the previous day. The implied volatity was 4.66, 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 58.45, 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 2 Dec CDSL was trading at 1592.10. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 7.01, 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 58.45, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0