[--[65.84.65.76]--]

CDSL

Central Depo Ser (I) Ltd
1526.5 +3.80 (0.25%)
L: 1518 H: 1537.4

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Historical option data for CDSL

12 Dec 2025 04:13 PM IST
CDSL 30-DEC-2025 1500 CE
Delta: 0.65
Vega: 1.25
Theta: -1.17
Gamma: 0.00
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
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
Delta: -0.35
Vega: 1.25
Theta: -0.76
Gamma: 0.00
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