CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
12 Dec 2025 04:13 PM IST
| CDSL 30-DEC-2025 1500 CE | ||||||||||||||||
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Delta: 0.65
Vega: 1.25
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1526.50 | 53.1 | -1.2 | 26.35 | 565 | -12 | 545 | |||||||||
| 11 Dec | 1522.70 | 52.2 | 18.95 | 26.73 | 2,658 | -256 | 573 | |||||||||
| 10 Dec | 1479.30 | 32 | -21.5 | 27.97 | 1,775 | 261 | 831 | |||||||||
| 9 Dec | 1517.20 | 54.25 | -2.05 | 26.56 | 3,623 | 37 | 574 | |||||||||
| 8 Dec | 1520.90 | 55.4 | -23.35 | 26.81 | 562 | 74 | 533 | |||||||||
| 5 Dec | 1550.60 | 82 | 9.35 | 26.67 | 440 | 45 | 467 | |||||||||
| 4 Dec | 1536.30 | 72 | -10.05 | 27.87 | 161 | 8 | 423 | |||||||||
| 3 Dec | 1550.50 | 84 | -30.95 | 26.26 | 61 | 7 | 414 | |||||||||
| 2 Dec | 1592.10 | 114.25 | -12.55 | 27.02 | 24 | 3 | 408 | |||||||||
| 1 Dec | 1604.50 | 127.65 | -10.85 | 30.20 | 41 | 9 | 404 | |||||||||
| 28 Nov | 1617.20 | 137.75 | -9.75 | 25.29 | 6 | 2 | 396 | |||||||||
| 27 Nov | 1624.60 | 147.5 | 6.1 | 27.29 | 72 | 16 | 395 | |||||||||
| 26 Nov | 1619.90 | 141.35 | 35.25 | 25.24 | 200 | 31 | 380 | |||||||||
| 25 Nov | 1574.10 | 107 | -8.05 | 26.14 | 104 | 52 | 328 | |||||||||
| 24 Nov | 1587.60 | 112.85 | -22.85 | 24.15 | 964 | -513 | 276 | |||||||||
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| 21 Nov | 1610.20 | 134.9 | -22.8 | 23.64 | 938 | 526 | 789 | |||||||||
| 20 Nov | 1640.10 | 164.9 | 6.25 | 23.68 | 897 | -482 | 263 | |||||||||
| 19 Nov | 1622.80 | 163.45 | 4.45 | 36.57 | 779 | 731 | 745 | |||||||||
| 18 Nov | 1605.70 | 159 | 7.6 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1631.50 | 159 | 7.6 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1625.80 | 159 | 7.6 | 27.24 | 1 | 0 | 14 | |||||||||
| 13 Nov | 1626.30 | 152.5 | -26.5 | 23.20 | 3 | 0 | 15 | |||||||||
| 12 Nov | 1655.30 | 179 | 61.35 | 22.81 | 1 | 0 | 15 | |||||||||
| 11 Nov | 1600.90 | 117.65 | -17.35 | - | 1 | 0 | 16 | |||||||||
| 10 Nov | 1589.80 | 135 | 2 | 30.18 | 1 | 0 | 16 | |||||||||
| 7 Nov | 1578.80 | 133 | 43 | 31.34 | 12 | 1 | 16 | |||||||||
| 6 Nov | 1532.90 | 90 | 0.5 | 25.60 | 9 | -1 | 15 | |||||||||
| 4 Nov | 1539.10 | 89.5 | -45.5 | 23.15 | 22 | 15 | 16 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1500 expiring on 30DEC2025
Delta for 1500 CE is 0.65
Historical price for 1500 CE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 53.1, which was -1.2 lower than the previous day. The implied volatity was 26.35, the open interest changed by -12 which decreased total open position to 545
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 52.2, which was 18.95 higher than the previous day. The implied volatity was 26.73, the open interest changed by -256 which decreased total open position to 573
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 32, which was -21.5 lower than the previous day. The implied volatity was 27.97, the open interest changed by 261 which increased total open position to 831
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 54.25, which was -2.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 37 which increased total open position to 574
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 55.4, which was -23.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 74 which increased total open position to 533
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 82, which was 9.35 higher than the previous day. The implied volatity was 26.67, the open interest changed by 45 which increased total open position to 467
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 72, which was -10.05 lower than the previous day. The implied volatity was 27.87, the open interest changed by 8 which increased total open position to 423
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 84, which was -30.95 lower than the previous day. The implied volatity was 26.26, the open interest changed by 7 which increased total open position to 414
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 114.25, which was -12.55 lower than the previous day. The implied volatity was 27.02, the open interest changed by 3 which increased total open position to 408
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 127.65, which was -10.85 lower than the previous day. The implied volatity was 30.20, the open interest changed by 9 which increased total open position to 404
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 137.75, which was -9.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by 2 which increased total open position to 396
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 147.5, which was 6.1 higher than the previous day. The implied volatity was 27.29, the open interest changed by 16 which increased total open position to 395
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 141.35, which was 35.25 higher than the previous day. The implied volatity was 25.24, the open interest changed by 31 which increased total open position to 380
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 107, which was -8.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by 52 which increased total open position to 328
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 112.85, which was -22.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by -513 which decreased total open position to 276
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 134.9, which was -22.8 lower than the previous day. The implied volatity was 23.64, the open interest changed by 526 which increased total open position to 789
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 164.9, which was 6.25 higher than the previous day. The implied volatity was 23.68, the open interest changed by -482 which decreased total open position to 263
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 163.45, which was 4.45 higher than the previous day. The implied volatity was 36.57, the open interest changed by 731 which increased total open position to 745
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 159, which was 7.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 159, which was 7.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 159, which was 7.6 higher than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 14
On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 152.5, which was -26.5 lower than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 15
On 12 Nov CDSL was trading at 1655.30. The strike last trading price was 179, which was 61.35 higher than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 15
On 11 Nov CDSL was trading at 1600.90. The strike last trading price was 117.65, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 135, which was 2 higher than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 16
On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 133, which was 43 higher than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 16
On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 90, which was 0.5 higher than the previous day. The implied volatity was 25.60, the open interest changed by -1 which decreased total open position to 15
On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 89.5, which was -45.5 lower than the previous day. The implied volatity was 23.15, the open interest changed by 15 which increased total open position to 16
| CDSL 30DEC2025 1500 PE | |||||||
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Delta: -0.35
Vega: 1.25
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1526.50 | 21.6 | -2.75 | 26.26 | 893 | 52 | 1,305 |
| 11 Dec | 1522.70 | 25.1 | -25.4 | 27.26 | 1,861 | 100 | 1,539 |
| 10 Dec | 1479.30 | 53 | 22.55 | 32.78 | 1,230 | -38 | 1,443 |
| 9 Dec | 1517.20 | 30.5 | -0.55 | 30.07 | 4,592 | 20 | 1,481 |
| 8 Dec | 1520.90 | 32.25 | 14.2 | 30.59 | 1,480 | 37 | 1,467 |
| 5 Dec | 1550.60 | 17.45 | -7.4 | 26.43 | 759 | 54 | 1,428 |
| 4 Dec | 1536.30 | 25 | 2 | 27.63 | 786 | 58 | 1,375 |
| 3 Dec | 1550.50 | 20.95 | 7.75 | 28.28 | 1,231 | 123 | 1,321 |
| 2 Dec | 1592.10 | 13 | 1.45 | 28.07 | 330 | 49 | 1,200 |
| 1 Dec | 1604.50 | 11.6 | 2.2 | 28.06 | 227 | 18 | 1,151 |
| 28 Nov | 1617.20 | 9.1 | 0 | 26.72 | 258 | 67 | 1,133 |
| 27 Nov | 1624.60 | 8.95 | -1.05 | 27.24 | 496 | 79 | 1,067 |
| 26 Nov | 1619.90 | 9.8 | -11 | 27.00 | 1,003 | -50 | 989 |
| 25 Nov | 1574.10 | 20 | 0.75 | 28.25 | 776 | 140 | 1,038 |
| 24 Nov | 1587.60 | 19.3 | 0.9 | 28.95 | 428 | 37 | 895 |
| 21 Nov | 1610.20 | 18.45 | 5.8 | 30.84 | 544 | 125 | 850 |
| 20 Nov | 1640.10 | 12 | -4.4 | 29.79 | 712 | 79 | 723 |
| 19 Nov | 1622.80 | 16.25 | -0.55 | 30.03 | 669 | 192 | 645 |
| 18 Nov | 1605.70 | 17.55 | 4.5 | 28.39 | 382 | 244 | 453 |
| 17 Nov | 1631.50 | 13 | -3.6 | 28.41 | 73 | 43 | 208 |
| 14 Nov | 1625.80 | 15.55 | -0.9 | 28.90 | 116 | 43 | 164 |
| 13 Nov | 1626.30 | 16.3 | 4.75 | 28.89 | 64 | 11 | 121 |
| 12 Nov | 1655.30 | 11.5 | -10.75 | 28.35 | 145 | 31 | 111 |
| 11 Nov | 1600.90 | 22.4 | -3.75 | 29.32 | 47 | 19 | 79 |
| 10 Nov | 1589.80 | 26.45 | -3.65 | 29.57 | 52 | 18 | 58 |
| 7 Nov | 1578.80 | 30.35 | -14.9 | 29.71 | 137 | -27 | 41 |
| 6 Nov | 1532.90 | 45.25 | 0.85 | 29.86 | 27 | 23 | 68 |
| 4 Nov | 1539.10 | 44 | -14.15 | 29.68 | 46 | 35 | 35 |
For Central Depo Ser (I) Ltd - strike price 1500 expiring on 30DEC2025
Delta for 1500 PE is -0.35
Historical price for 1500 PE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 21.6, which was -2.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by 52 which increased total open position to 1305
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 25.1, which was -25.4 lower than the previous day. The implied volatity was 27.26, the open interest changed by 100 which increased total open position to 1539
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 53, which was 22.55 higher than the previous day. The implied volatity was 32.78, the open interest changed by -38 which decreased total open position to 1443
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 30.5, which was -0.55 lower than the previous day. The implied volatity was 30.07, the open interest changed by 20 which increased total open position to 1481
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 32.25, which was 14.2 higher than the previous day. The implied volatity was 30.59, the open interest changed by 37 which increased total open position to 1467
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 17.45, which was -7.4 lower than the previous day. The implied volatity was 26.43, the open interest changed by 54 which increased total open position to 1428
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 27.63, the open interest changed by 58 which increased total open position to 1375
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 20.95, which was 7.75 higher than the previous day. The implied volatity was 28.28, the open interest changed by 123 which increased total open position to 1321
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 13, which was 1.45 higher than the previous day. The implied volatity was 28.07, the open interest changed by 49 which increased total open position to 1200
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 11.6, which was 2.2 higher than the previous day. The implied volatity was 28.06, the open interest changed by 18 which increased total open position to 1151
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by 67 which increased total open position to 1133
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 8.95, which was -1.05 lower than the previous day. The implied volatity was 27.24, the open interest changed by 79 which increased total open position to 1067
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 9.8, which was -11 lower than the previous day. The implied volatity was 27.00, the open interest changed by -50 which decreased total open position to 989
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 20, which was 0.75 higher than the previous day. The implied volatity was 28.25, the open interest changed by 140 which increased total open position to 1038
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 19.3, which was 0.9 higher than the previous day. The implied volatity was 28.95, the open interest changed by 37 which increased total open position to 895
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 18.45, which was 5.8 higher than the previous day. The implied volatity was 30.84, the open interest changed by 125 which increased total open position to 850
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 12, which was -4.4 lower than the previous day. The implied volatity was 29.79, the open interest changed by 79 which increased total open position to 723
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 16.25, which was -0.55 lower than the previous day. The implied volatity was 30.03, the open interest changed by 192 which increased total open position to 645
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 17.55, which was 4.5 higher than the previous day. The implied volatity was 28.39, the open interest changed by 244 which increased total open position to 453
On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 13, which was -3.6 lower than the previous day. The implied volatity was 28.41, the open interest changed by 43 which increased total open position to 208
On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 15.55, which was -0.9 lower than the previous day. The implied volatity was 28.90, the open interest changed by 43 which increased total open position to 164
On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 16.3, which was 4.75 higher than the previous day. The implied volatity was 28.89, the open interest changed by 11 which increased total open position to 121
On 12 Nov CDSL was trading at 1655.30. The strike last trading price was 11.5, which was -10.75 lower than the previous day. The implied volatity was 28.35, the open interest changed by 31 which increased total open position to 111
On 11 Nov CDSL was trading at 1600.90. The strike last trading price was 22.4, which was -3.75 lower than the previous day. The implied volatity was 29.32, the open interest changed by 19 which increased total open position to 79
On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 26.45, which was -3.65 lower than the previous day. The implied volatity was 29.57, the open interest changed by 18 which increased total open position to 58
On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 30.35, which was -14.9 lower than the previous day. The implied volatity was 29.71, the open interest changed by -27 which decreased total open position to 41
On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 45.25, which was 0.85 higher than the previous day. The implied volatity was 29.86, the open interest changed by 23 which increased total open position to 68
On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 44, which was -14.15 lower than the previous day. The implied volatity was 29.68, the open interest changed by 35 which increased total open position to 35































































































































































































































