CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
24 Dec 2025 04:12 PM IST
| CDSL 27-JAN-2026 1520 CE | ||||||||||||||||
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Delta: 0.49
Vega: 1.82
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1498.90 | 39.9 | -10.7 | 23.92 | 616 | 257 | 580 | |||||||||
| 23 Dec | 1515.50 | 49.35 | -5.75 | 24.38 | 535 | 213 | 320 | |||||||||
| 22 Dec | 1518.70 | 53.6 | 6.45 | 25.31 | 159 | 71 | 106 | |||||||||
| 19 Dec | 1499.60 | 47 | 6.7 | 25.74 | 54 | 16 | 35 | |||||||||
| 18 Dec | 1489.60 | 40.3 | 0.8 | 23.88 | 16 | 10 | 17 | |||||||||
| 17 Dec | 1477.30 | 39.5 | -12.05 | 25.84 | 11 | 3 | 7 | |||||||||
| 16 Dec | 1501.20 | 51.55 | -168.65 | 27.01 | 6 | 3 | 3 | |||||||||
| 15 Dec | 1517.60 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1526.50 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1522.70 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1479.30 | 220.2 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
| 9 Dec | 1517.20 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1520.90 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1550.60 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1536.30 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1550.50 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1592.10 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1604.50 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1622.80 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1605.70 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1631.50 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1625.80 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1626.30 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1655.30 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Nov | 1600.90 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1589.80 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1578.80 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1532.90 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1539.10 | 220.2 | 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 1520 expiring on 27JAN2026
Delta for 1520 CE is 0.49
Historical price for 1520 CE is as follows
On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 39.9, which was -10.7 lower than the previous day. The implied volatity was 23.92, the open interest changed by 257 which increased total open position to 580
On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 49.35, which was -5.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by 213 which increased total open position to 320
On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 53.6, which was 6.45 higher than the previous day. The implied volatity was 25.31, the open interest changed by 71 which increased total open position to 106
On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 47, which was 6.7 higher than the previous day. The implied volatity was 25.74, the open interest changed by 16 which increased total open position to 35
On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 40.3, which was 0.8 higher than the previous day. The implied volatity was 23.88, the open interest changed by 10 which increased total open position to 17
On 17 Dec CDSL was trading at 1477.30. The strike last trading price was 39.5, which was -12.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by 3 which increased total open position to 7
On 16 Dec CDSL was trading at 1501.20. The strike last trading price was 51.55, which was -168.65 lower than the previous day. The implied volatity was 27.01, the open interest changed by 3 which increased total open position to 3
On 15 Dec CDSL was trading at 1517.60. The strike last trading price was 220.2, 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 220.2, 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 220.2, 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 220.2, which was 0 lower than the previous day. The implied volatity was 1.32, 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 220.2, 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 220.2, 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 220.2, 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 220.2, 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 220.2, 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 220.2, 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 220.2, 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 220.2, 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 220.2, 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 Nov CDSL was trading at 1631.50. The strike last trading price was 220.2, 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 Nov CDSL was trading at 1625.80. The strike last trading price was 220.2, 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 Nov CDSL was trading at 1626.30. The strike last trading price was 220.2, 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 Nov CDSL was trading at 1655.30. The strike last trading price was 220.2, 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 Nov CDSL was trading at 1600.90. The strike last trading price was 220.2, 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 Nov CDSL was trading at 1589.80. The strike last trading price was 220.2, 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 220.2, 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 220.2, 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 220.2, 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 1520 PE | |||||||
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Delta: -0.51
Vega: 1.82
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1498.90 | 57.9 | 11.85 | 29.46 | 287 | 122 | 396 |
| 23 Dec | 1515.50 | 47.25 | 4.4 | 27.34 | 211 | 159 | 272 |
| 22 Dec | 1518.70 | 44.25 | -7.95 | 26.20 | 135 | 72 | 111 |
| 19 Dec | 1499.60 | 52.75 | -13.25 | 25.18 | 22 | 11 | 37 |
| 18 Dec | 1489.60 | 66 | 1.15 | - | 0 | 0 | 26 |
| 17 Dec | 1477.30 | 66 | 1.15 | 25.48 | 5 | 2 | 25 |
| 16 Dec | 1501.20 | 64.85 | 14.35 | 30.32 | 6 | 0 | 22 |
| 15 Dec | 1517.60 | 50.5 | -3.45 | 27.44 | 5 | 1 | 22 |
| 12 Dec | 1526.50 | 53.95 | -3.05 | 30.27 | 1 | 0 | 21 |
| 11 Dec | 1522.70 | 57 | 0 | - | 0 | 0 | 21 |
| 10 Dec | 1479.30 | 57 | 0 | - | 1 | 0 | 20 |
| 9 Dec | 1517.20 | 57 | -0.05 | 29.58 | 5 | -2 | 21 |
| 8 Dec | 1520.90 | 57 | 4.5 | 29.90 | 8 | 3 | 24 |
| 5 Dec | 1550.60 | 52.5 | 3 | 33.33 | 2 | 0 | 19 |
| 4 Dec | 1536.30 | 49.5 | 1.5 | 28.80 | 11 | 9 | 18 |
| 3 Dec | 1550.50 | 48 | 12.7 | 31.00 | 1 | 0 | 8 |
| 2 Dec | 1592.10 | 35.3 | 3.8 | - | 0 | 0 | 0 |
| 1 Dec | 1604.50 | 35.3 | 3.8 | - | 0 | 0 | 0 |
| 19 Nov | 1622.80 | 35.3 | 3.8 | - | 0 | 1 | 0 |
| 18 Nov | 1605.70 | 35.3 | 3.8 | 29.32 | 1 | 0 | 7 |
| 17 Nov | 1631.50 | 31.5 | -0.95 | 30.56 | 1 | 0 | 7 |
| 14 Nov | 1625.80 | 32.45 | 0.45 | 30.01 | 2 | 0 | 7 |
| 13 Nov | 1626.30 | 32 | -3.75 | 29.42 | 4 | 1 | 6 |
| 12 Nov | 1655.30 | 35.75 | -8.35 | 33.98 | 5 | -1 | 9 |
| 11 Nov | 1600.90 | 44.1 | -1.9 | 31.57 | 2 | 0 | 8 |
| 10 Nov | 1589.80 | 46 | -26 | 30.71 | 7 | 5 | 6 |
| 7 Nov | 1578.80 | 72 | -12.4 | 38.69 | 1 | 0 | 0 |
| 6 Nov | 1532.90 | 84.4 | 0 | 1.84 | 0 | 0 | 0 |
| 4 Nov | 1539.10 | 84.4 | 0 | 2.13 | 0 | 0 | 0 |
| 3 Nov | 1593.40 | 84.4 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1587.20 | 84.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1614.70 | 84.4 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1520 expiring on 27JAN2026
Delta for 1520 PE is -0.51
Historical price for 1520 PE is as follows
On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 57.9, which was 11.85 higher than the previous day. The implied volatity was 29.46, the open interest changed by 122 which increased total open position to 396
On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 47.25, which was 4.4 higher than the previous day. The implied volatity was 27.34, the open interest changed by 159 which increased total open position to 272
On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 44.25, which was -7.95 lower than the previous day. The implied volatity was 26.20, the open interest changed by 72 which increased total open position to 111
On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 52.75, which was -13.25 lower than the previous day. The implied volatity was 25.18, the open interest changed by 11 which increased total open position to 37
On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 66, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 17 Dec CDSL was trading at 1477.30. The strike last trading price was 66, which was 1.15 higher than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 25
On 16 Dec CDSL was trading at 1501.20. The strike last trading price was 64.85, which was 14.35 higher than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 22
On 15 Dec CDSL was trading at 1517.60. The strike last trading price was 50.5, which was -3.45 lower than the previous day. The implied volatity was 27.44, the open interest changed by 1 which increased total open position to 22
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 53.95, which was -3.05 lower than the previous day. The implied volatity was 30.27, the open interest changed by 0 which decreased total open position to 21
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 57, which was -0.05 lower than the previous day. The implied volatity was 29.58, the open interest changed by -2 which decreased total open position to 21
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 57, which was 4.5 higher than the previous day. The implied volatity was 29.90, the open interest changed by 3 which increased total open position to 24
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 52.5, which was 3 higher than the previous day. The implied volatity was 33.33, the open interest changed by 0 which decreased total open position to 19
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 49.5, which was 1.5 higher than the previous day. The implied volatity was 28.80, the open interest changed by 9 which increased total open position to 18
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 48, which was 12.7 higher than the previous day. The implied volatity was 31.00, the open interest changed by 0 which decreased total open position to 8
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 35.3, which was 3.8 higher 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 35.3, which was 3.8 higher 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 35.3, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 35.3, which was 3.8 higher than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 7
On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 31.5, which was -0.95 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 7
On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 32.45, which was 0.45 higher than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 7
On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 32, which was -3.75 lower than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 6
On 12 Nov CDSL was trading at 1655.30. The strike last trading price was 35.75, which was -8.35 lower than the previous day. The implied volatity was 33.98, the open interest changed by -1 which decreased total open position to 9
On 11 Nov CDSL was trading at 1600.90. The strike last trading price was 44.1, which was -1.9 lower than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 8
On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 46, which was -26 lower than the previous day. The implied volatity was 30.71, the open interest changed by 5 which increased total open position to 6
On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 72, which was -12.4 lower than the previous day. The implied volatity was 38.69, 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 84.4, 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 4 Nov CDSL was trading at 1539.10. The strike last trading price was 84.4, which was 0 lower than the previous day. The implied volatity was 2.13, 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 84.4, 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 84.4, 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 84.4, 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































































































































































































































