CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
12 Dec 2025 04:13 PM IST
| CDSL 30-DEC-2025 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.13
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1526.50 | 67.15 | 0.1 | 26.99 | 78 | -13 | 130 | |||||||||
| 11 Dec | 1522.70 | 66.15 | 23.65 | 27.61 | 478 | -45 | 143 | |||||||||
| 10 Dec | 1479.30 | 40.65 | -24.55 | 27.49 | 415 | 79 | 186 | |||||||||
| 9 Dec | 1517.20 | 65.45 | -1.55 | 25.26 | 930 | 102 | 109 | |||||||||
| 8 Dec | 1520.90 | 67 | -69.85 | 26.34 | 10 | 8 | 8 | |||||||||
| 5 Dec | 1550.60 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1536.30 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1550.50 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1592.10 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1604.50 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1617.20 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1624.60 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1619.90 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1574.10 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1587.60 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1610.20 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1640.10 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1622.80 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1605.70 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 1600.30 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 1604.00 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 1620.30 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1622.00 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1606.50 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1619.40 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 1605.30 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Oct | 1558.60 | 136.85 | 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 1480 expiring on 30DEC2025
Delta for 1480 CE is 0.73
Historical price for 1480 CE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 67.15, which was 0.1 higher than the previous day. The implied volatity was 26.99, the open interest changed by -13 which decreased total open position to 130
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 66.15, which was 23.65 higher than the previous day. The implied volatity was 27.61, the open interest changed by -45 which decreased total open position to 143
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 40.65, which was -24.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 79 which increased total open position to 186
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 65.45, which was -1.55 lower than the previous day. The implied volatity was 25.26, the open interest changed by 102 which increased total open position to 109
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 67, which was -69.85 lower than the previous day. The implied volatity was 26.34, the open interest changed by 8 which increased total open position to 8
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 136.85, 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 136.85, 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 136.85, 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 136.85, 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 136.85, 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 28 Nov CDSL was trading at 1617.20. The strike last trading price was 136.85, 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 27 Nov CDSL was trading at 1624.60. The strike last trading price was 136.85, 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 26 Nov CDSL was trading at 1619.90. The strike last trading price was 136.85, 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 25 Nov CDSL was trading at 1574.10. The strike last trading price was 136.85, 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 24 Nov CDSL was trading at 1587.60. The strike last trading price was 136.85, 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 21 Nov CDSL was trading at 1610.20. The strike last trading price was 136.85, 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 20 Nov CDSL was trading at 1640.10. The strike last trading price was 136.85, 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 19 Nov CDSL was trading at 1622.80. The strike last trading price was 136.85, 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 Nov CDSL was trading at 1605.70. The strike last trading price was 136.85, 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 23 Oct CDSL was trading at 1600.30. The strike last trading price was 136.85, 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 21 Oct CDSL was trading at 1604.00. The strike last trading price was 136.85, 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 Oct CDSL was trading at 1620.30. The strike last trading price was 136.85, 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 Oct CDSL was trading at 1622.00. The strike last trading price was 136.85, 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 14 Oct CDSL was trading at 1606.50. The strike last trading price was 136.85, 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 13 Oct CDSL was trading at 1619.40. The strike last trading price was 136.85, 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 Oct CDSL was trading at 1605.30. The strike last trading price was 136.85, 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 Oct CDSL was trading at 1558.60. The strike last trading price was 136.85, 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 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 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 1.12
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1526.50 | 15 | -2.9 | 26.22 | 515 | -2 | 507 |
| 11 Dec | 1522.70 | 18.15 | -21.2 | 27.35 | 1,262 | 147 | 521 |
| 10 Dec | 1479.30 | 42 | 18.95 | 32.46 | 1,007 | 0 | 374 |
| 9 Dec | 1517.20 | 22.9 | -0.8 | 29.95 | 2,964 | 164 | 376 |
| 8 Dec | 1520.90 | 23.55 | 10.3 | 29.57 | 481 | 41 | 214 |
| 5 Dec | 1550.60 | 12.45 | -6.15 | 26.42 | 215 | 10 | 173 |
| 4 Dec | 1536.30 | 18.45 | 1.4 | 27.46 | 307 | 97 | 162 |
| 3 Dec | 1550.50 | 16.05 | -119.75 | 28.65 | 167 | 65 | 65 |
| 2 Dec | 1592.10 | 135.8 | 0 | 7.85 | 0 | 0 | 0 |
| 1 Dec | 1604.50 | 135.8 | 0 | 8.13 | 0 | 0 | 0 |
| 28 Nov | 1617.20 | 135.8 | 0 | 8.54 | 0 | 0 | 0 |
| 27 Nov | 1624.60 | 135.8 | 0 | 8.88 | 0 | 0 | 0 |
| 26 Nov | 1619.90 | 135.8 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 1574.10 | 135.8 | 0 | 6.33 | 0 | 0 | 0 |
| 24 Nov | 1587.60 | 135.8 | 0 | 6.77 | 0 | 0 | 0 |
| 21 Nov | 1610.20 | 135.8 | 0 | 7.67 | 0 | 0 | 0 |
| 20 Nov | 1640.10 | 135.8 | 0 | 8.95 | 0 | 0 | 0 |
| 19 Nov | 1622.80 | 135.8 | 0 | 8.03 | 0 | 0 | 0 |
| 18 Nov | 1605.70 | 135.8 | 0 | 7.20 | 0 | 0 | 0 |
| 23 Oct | 1600.30 | 135.8 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 1604.00 | 135.8 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1620.30 | 135.8 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 1622.00 | 135.8 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1606.50 | 135.8 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1619.40 | 135.8 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1605.30 | 135.8 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1558.60 | 135.8 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 1539.70 | 135.8 | 0 | 3.35 | 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 | 1.81 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1480 expiring on 30DEC2025
Delta for 1480 PE is -0.27
Historical price for 1480 PE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 15, which was -2.9 lower than the previous day. The implied volatity was 26.22, the open interest changed by -2 which decreased total open position to 507
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 18.15, which was -21.2 lower than the previous day. The implied volatity was 27.35, the open interest changed by 147 which increased total open position to 521
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 42, which was 18.95 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 374
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 22.9, which was -0.8 lower than the previous day. The implied volatity was 29.95, the open interest changed by 164 which increased total open position to 376
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 23.55, which was 10.3 higher than the previous day. The implied volatity was 29.57, the open interest changed by 41 which increased total open position to 214
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 12.45, which was -6.15 lower than the previous day. The implied volatity was 26.42, the open interest changed by 10 which increased total open position to 173
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 18.45, which was 1.4 higher than the previous day. The implied volatity was 27.46, the open interest changed by 97 which increased total open position to 162
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 16.05, which was -119.75 lower than the previous day. The implied volatity was 28.65, the open interest changed by 65 which increased total open position to 65
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 135.8, which was 0 lower than the previous day. The implied volatity was 7.85, 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 135.8, 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
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 135.8, which was 0 lower than the previous day. The implied volatity was 8.54, 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 135.8, which was 0 lower than the previous day. The implied volatity was 8.88, 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 135.8, 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 25 Nov CDSL was trading at 1574.10. The strike last trading price was 135.8, which was 0 lower than the previous day. The implied volatity was 6.33, 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 135.8, which was 0 lower than the previous day. The implied volatity was 6.77, 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 135.8, which was 0 lower than the previous day. The implied volatity was 7.67, 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 135.8, which was 0 lower than the previous day. The implied volatity was 8.95, 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 135.8, which was 0 lower than the previous day. The implied volatity was 8.03, 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 135.8, which was 0 lower than the previous day. The implied volatity was 7.20, 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 135.8, 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 Oct CDSL was trading at 1604.00. The strike last trading price was 135.8, 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 16 Oct CDSL was trading at 1620.30. The strike last trading price was 135.8, 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 15 Oct CDSL was trading at 1622.00. The strike last trading price was 135.8, 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 14 Oct CDSL was trading at 1606.50. The strike last trading price was 135.8, 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 13 Oct CDSL was trading at 1619.40. The strike last trading price was 135.8, 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 10 Oct CDSL was trading at 1605.30. The strike last trading price was 135.8, 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 9 Oct CDSL was trading at 1558.60. The strike last trading price was 135.8, 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 8 Oct CDSL was trading at 1539.70. The strike last trading price was 135.8, which was 0 lower than the previous day. The implied volatity was 3.35, 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 1.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































