CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
14 Jan 2026 04:13 PM IST
| CDSL 27-JAN-2026 1460 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.96
Theta: -1.26
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.97
Theta: -0.89
Gamma: 0
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| 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































































































































































































































