CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
09 Jan 2026 04:13 PM IST
| CDSL 27-JAN-2026 1480 CE | ||||||||||||||||
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Delta: 0.27
Vega: 1.03
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 1409.70 | 14.3 | -7.05 | 29.23 | 2,109 | -15 | 1,683 | |||||||||
| 8 Jan | 1438.20 | 21 | -17.05 | 27.44 | 3,082 | 175 | 1,698 | |||||||||
| 7 Jan | 1475.60 | 37.15 | 5 | 26.25 | 2,106 | 7 | 1,529 | |||||||||
| 6 Jan | 1457.00 | 31 | -6.45 | 27.28 | 1,746 | 289 | 1,523 | |||||||||
| 5 Jan | 1468.60 | 36.35 | -0.6 | 26.39 | 3,102 | 161 | 1,234 | |||||||||
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| 2 Jan | 1466.60 | 36.75 | 6.1 | 25.04 | 1,853 | 278 | 1,073 | |||||||||
| 1 Jan | 1446.20 | 30.7 | 0.15 | 26.53 | 585 | 130 | 795 | |||||||||
| 31 Dec | 1443.60 | 30.3 | 2.3 | 25.89 | 822 | 44 | 665 | |||||||||
| 30 Dec | 1433.90 | 28.45 | -12 | 26.64 | 1,056 | 180 | 622 | |||||||||
| 29 Dec | 1463.50 | 39.5 | -12.75 | 25.60 | 757 | 303 | 440 | |||||||||
| 26 Dec | 1482.70 | 50.7 | -10 | 25.44 | 150 | 97 | 135 | |||||||||
| 24 Dec | 1498.90 | 60.2 | -9.8 | 23.54 | 29 | 13 | 36 | |||||||||
| 23 Dec | 1515.50 | 70 | -8.6 | 22.97 | 3 | 1 | 23 | |||||||||
| 22 Dec | 1518.70 | 78.6 | 9.75 | 26.35 | 10 | -1 | 22 | |||||||||
| 19 Dec | 1499.60 | 69.85 | 13.6 | 26.86 | 17 | -7 | 24 | |||||||||
| 18 Dec | 1489.60 | 56.25 | 0 | 21.81 | 1 | 0 | 31 | |||||||||
| 17 Dec | 1477.30 | 55.5 | -19.6 | 24.65 | 28 | 12 | 27 | |||||||||
| 16 Dec | 1501.20 | 75.1 | -6.05 | 28.55 | 2 | 0 | 14 | |||||||||
| 15 Dec | 1517.60 | 81.15 | -13.7 | 24.90 | 2 | 0 | 13 | |||||||||
| 12 Dec | 1526.50 | 94.85 | -0.15 | 27.60 | 2 | 0 | 13 | |||||||||
| 11 Dec | 1522.70 | 95 | 28 | 28.63 | 5 | 0 | 13 | |||||||||
| 10 Dec | 1479.30 | 67 | -16 | 27.42 | 11 | 1 | 3 | |||||||||
| 9 Dec | 1517.20 | 83 | -161.9 | 21.70 | 3 | 2 | 2 | |||||||||
| 8 Dec | 1520.90 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1550.60 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1536.30 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1550.50 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1592.10 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1604.50 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1622.80 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1578.80 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1532.90 | 244.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1539.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1593.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1587.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1614.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1480 expiring on 27JAN2026
Delta for 1480 CE is 0.27
Historical price for 1480 CE is as follows
On 9 Jan CDSL was trading at 1409.70. The strike last trading price was 14.3, which was -7.05 lower than the previous day. The implied volatity was 29.23, the open interest changed by -15 which decreased total open position to 1683
On 8 Jan CDSL was trading at 1438.20. The strike last trading price was 21, which was -17.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by 175 which increased total open position to 1698
On 7 Jan CDSL was trading at 1475.60. The strike last trading price was 37.15, which was 5 higher than the previous day. The implied volatity was 26.25, the open interest changed by 7 which increased total open position to 1529
On 6 Jan CDSL was trading at 1457.00. The strike last trading price was 31, which was -6.45 lower than the previous day. The implied volatity was 27.28, the open interest changed by 289 which increased total open position to 1523
On 5 Jan CDSL was trading at 1468.60. The strike last trading price was 36.35, which was -0.6 lower than the previous day. The implied volatity was 26.39, the open interest changed by 161 which increased total open position to 1234
On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 36.75, which was 6.1 higher than the previous day. The implied volatity was 25.04, the open interest changed by 278 which increased total open position to 1073
On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 30.7, which was 0.15 higher than the previous day. The implied volatity was 26.53, the open interest changed by 130 which increased total open position to 795
On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 30.3, which was 2.3 higher than the previous day. The implied volatity was 25.89, the open interest changed by 44 which increased total open position to 665
On 30 Dec CDSL was trading at 1433.90. The strike last trading price was 28.45, which was -12 lower than the previous day. The implied volatity was 26.64, the open interest changed by 180 which increased total open position to 622
On 29 Dec CDSL was trading at 1463.50. The strike last trading price was 39.5, which was -12.75 lower than the previous day. The implied volatity was 25.60, the open interest changed by 303 which increased total open position to 440
On 26 Dec CDSL was trading at 1482.70. The strike last trading price was 50.7, which was -10 lower than the previous day. The implied volatity was 25.44, the open interest changed by 97 which increased total open position to 135
On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 60.2, which was -9.8 lower than the previous day. The implied volatity was 23.54, the open interest changed by 13 which increased total open position to 36
On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 70, which was -8.6 lower than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 23
On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 78.6, which was 9.75 higher than the previous day. The implied volatity was 26.35, the open interest changed by -1 which decreased total open position to 22
On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 69.85, which was 13.6 higher than the previous day. The implied volatity was 26.86, the open interest changed by -7 which decreased total open position to 24
On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 56.25, which was 0 lower than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 31
On 17 Dec CDSL was trading at 1477.30. The strike last trading price was 55.5, which was -19.6 lower than the previous day. The implied volatity was 24.65, the open interest changed by 12 which increased total open position to 27
On 16 Dec CDSL was trading at 1501.20. The strike last trading price was 75.1, which was -6.05 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 14
On 15 Dec CDSL was trading at 1517.60. The strike last trading price was 81.15, which was -13.7 lower than the previous day. The implied volatity was 24.90, the open interest changed by 0 which decreased total open position to 13
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 94.85, which was -0.15 lower than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 13
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 95, which was 28 higher than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 13
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 67, which was -16 lower than the previous day. The implied volatity was 27.42, the open interest changed by 1 which increased total open position to 3
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 83, which was -161.9 lower than the previous day. The implied volatity was 21.70, the open interest changed by 2 which increased total open position to 2
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 244.9, 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 244.9, 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 244.9, 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 244.9, 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 244.9, 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 244.9, 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 244.9, 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 Nov CDSL was trading at 1578.80. The strike last trading price was 244.9, 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 Nov CDSL was trading at 1532.90. The strike last trading price was 244.9, 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 Nov CDSL was trading at 1539.10. 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
On 3 Nov CDSL was trading at 1593.40. 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 31 Oct CDSL was trading at 1587.20. 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 30 Oct CDSL was trading at 1614.70. 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
| CDSL 27JAN2026 1480 PE | |||||||
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Delta: -0.70
Vega: 1.09
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 1409.70 | 81.95 | 20.05 | 34.80 | 128 | -46 | 599 |
| 8 Jan | 1438.20 | 64.2 | 29.6 | 33.00 | 504 | -50 | 647 |
| 7 Jan | 1475.60 | 35.45 | -13.45 | 26.53 | 612 | 129 | 695 |
| 6 Jan | 1457.00 | 49.35 | 9.2 | 29.41 | 484 | -2 | 567 |
| 5 Jan | 1468.60 | 41.25 | -2 | 27.50 | 986 | 124 | 569 |
| 2 Jan | 1466.60 | 43.65 | -10.2 | 27.39 | 198 | 50 | 441 |
| 1 Jan | 1446.20 | 53.9 | -2.15 | 26.67 | 37 | 6 | 391 |
| 31 Dec | 1443.60 | 55.75 | -8.25 | 27.23 | 83 | -3 | 386 |
| 30 Dec | 1433.90 | 65.5 | 11.85 | 29.61 | 194 | 15 | 389 |
| 29 Dec | 1463.50 | 54.4 | 11.45 | 31.33 | 546 | 247 | 372 |
| 26 Dec | 1482.70 | 44 | 7.15 | 28.69 | 201 | 75 | 124 |
| 24 Dec | 1498.90 | 36.6 | 8.55 | 28.21 | 35 | 13 | 50 |
| 23 Dec | 1515.50 | 28.05 | 1.3 | 26.10 | 37 | 16 | 38 |
| 22 Dec | 1518.70 | 26.75 | -12.8 | 26.09 | 32 | 15 | 20 |
| 19 Dec | 1499.60 | 34.75 | -34.95 | 25.59 | 9 | 5 | 5 |
| 18 Dec | 1489.60 | 69.7 | 0 | 1.45 | 0 | 0 | 0 |
| 17 Dec | 1477.30 | 69.7 | 0 | 0.73 | 0 | 0 | 0 |
| 16 Dec | 1501.20 | 69.7 | 0 | 1.87 | 0 | 0 | 0 |
| 15 Dec | 1517.60 | 69.7 | 0 | 2.89 | 0 | 0 | 0 |
| 12 Dec | 1526.50 | 69.7 | 0 | 3.36 | 0 | 0 | 0 |
| 11 Dec | 1522.70 | 69.7 | 0 | 3.10 | 0 | 0 | 0 |
| 10 Dec | 1479.30 | 69.7 | 0 | 0.86 | 0 | 0 | 0 |
| 9 Dec | 1517.20 | 69.7 | 0 | 2.92 | 0 | 0 | 0 |
| 8 Dec | 1520.90 | 69.7 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1550.60 | 69.7 | 0 | 4.57 | 0 | 0 | 0 |
| 4 Dec | 1536.30 | 69.7 | 0 | 3.75 | 0 | 0 | 0 |
| 3 Dec | 1550.50 | 69.7 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1592.10 | 69.7 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1604.50 | 69.7 | 0 | 6.55 | 0 | 0 | 0 |
| 19 Nov | 1622.80 | 69.7 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1578.80 | 69.7 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1532.90 | 69.7 | 0 | 3.14 | 0 | 0 | 0 |
| 4 Nov | 1539.10 | 69.7 | 0 | 3.42 | 0 | 0 | 0 |
| 3 Nov | 1593.40 | 69.7 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1587.20 | 69.7 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1614.70 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1480 expiring on 27JAN2026
Delta for 1480 PE is -0.70
Historical price for 1480 PE is as follows
On 9 Jan CDSL was trading at 1409.70. The strike last trading price was 81.95, which was 20.05 higher than the previous day. The implied volatity was 34.80, the open interest changed by -46 which decreased total open position to 599
On 8 Jan CDSL was trading at 1438.20. The strike last trading price was 64.2, which was 29.6 higher than the previous day. The implied volatity was 33.00, the open interest changed by -50 which decreased total open position to 647
On 7 Jan CDSL was trading at 1475.60. The strike last trading price was 35.45, which was -13.45 lower than the previous day. The implied volatity was 26.53, the open interest changed by 129 which increased total open position to 695
On 6 Jan CDSL was trading at 1457.00. The strike last trading price was 49.35, which was 9.2 higher than the previous day. The implied volatity was 29.41, the open interest changed by -2 which decreased total open position to 567
On 5 Jan CDSL was trading at 1468.60. The strike last trading price was 41.25, which was -2 lower than the previous day. The implied volatity was 27.50, the open interest changed by 124 which increased total open position to 569
On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 43.65, which was -10.2 lower than the previous day. The implied volatity was 27.39, the open interest changed by 50 which increased total open position to 441
On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 53.9, which was -2.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by 6 which increased total open position to 391
On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 55.75, which was -8.25 lower than the previous day. The implied volatity was 27.23, the open interest changed by -3 which decreased total open position to 386
On 30 Dec CDSL was trading at 1433.90. The strike last trading price was 65.5, which was 11.85 higher than the previous day. The implied volatity was 29.61, the open interest changed by 15 which increased total open position to 389
On 29 Dec CDSL was trading at 1463.50. The strike last trading price was 54.4, which was 11.45 higher than the previous day. The implied volatity was 31.33, the open interest changed by 247 which increased total open position to 372
On 26 Dec CDSL was trading at 1482.70. The strike last trading price was 44, which was 7.15 higher than the previous day. The implied volatity was 28.69, the open interest changed by 75 which increased total open position to 124
On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 36.6, which was 8.55 higher than the previous day. The implied volatity was 28.21, the open interest changed by 13 which increased total open position to 50
On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 28.05, which was 1.3 higher than the previous day. The implied volatity was 26.10, the open interest changed by 16 which increased total open position to 38
On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 26.75, which was -12.8 lower than the previous day. The implied volatity was 26.09, the open interest changed by 15 which increased total open position to 20
On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 34.75, which was -34.95 lower than the previous day. The implied volatity was 25.59, the open interest changed by 5 which increased total open position to 5
On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 69.7, which was 0 lower than the previous day. The implied volatity was 1.45, 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 69.7, which was 0 lower than the previous day. The implied volatity was 0.73, 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 69.7, which was 0 lower than the previous day. The implied volatity was 1.87, 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 69.7, which was 0 lower than the previous day. The implied volatity was 2.89, 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 69.7, which was 0 lower than the previous day. The implied volatity was 3.36, 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 69.7, which was 0 lower than the previous day. The implied volatity was 3.10, 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 69.7, which was 0 lower than the previous day. The implied volatity was 0.86, 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 69.7, which was 0 lower than the previous day. The implied volatity was 2.92, 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 69.7, 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 69.7, which was 0 lower than the previous day. The implied volatity was 4.57, 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 69.7, which was 0 lower than the previous day. The implied volatity was 3.75, 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 69.7, 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 69.7, 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 69.7, which was 0 lower than the previous day. The implied volatity was 6.55, 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 69.7, 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 Nov CDSL was trading at 1578.80. The strike last trading price was 69.7, 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 Nov CDSL was trading at 1532.90. The strike last trading price was 69.7, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 69.7, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 3 Nov CDSL was trading at 1593.40. The strike last trading price was 69.7, 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 31 Oct CDSL was trading at 1587.20. The strike last trading price was 69.7, 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 30 Oct CDSL was trading at 1614.70. 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































































































































































































































