[--[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 1520 CE
Delta: 0.56
Vega: 1.33
Theta: -1.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1526.50 41.5 -1.5 26.37 1,081 10 474
11 Dec 1522.70 41.9 15.6 27.41 2,658 -251 467
10 Dec 1479.30 25.2 -17.35 28.69 1,949 308 716
9 Dec 1517.20 42.75 -3.65 26.37 2,202 182 403
8 Dec 1520.90 45.5 -18.75 27.92 773 135 226
5 Dec 1550.60 67 8.1 25.68 159 23 91
4 Dec 1536.30 59.5 -8 27.66 189 31 68
3 Dec 1550.50 69.5 -27.85 25.64 28 11 36
2 Dec 1592.10 97.7 -11.8 26.17 7 3 25
1 Dec 1604.50 109.5 -11.5 28.06 5 2 21
28 Nov 1617.20 121 0.25 - 0 0 0
27 Nov 1624.60 121 0.25 16.82 4 1 20
26 Nov 1619.90 120.75 31.5 21.73 23 -2 16
25 Nov 1574.10 90.5 -14.7 24.84 14 8 17
24 Nov 1587.60 105.2 -17.3 28.83 1 0 8
21 Nov 1610.20 122.5 -6 - 0 0 0
20 Nov 1640.10 122.5 -6 - 0 0 0
19 Nov 1622.80 122.5 -6 18.15 2 1 9
18 Nov 1605.70 128.5 10.5 - 0 0 0
17 Nov 1631.50 128.5 10.5 - 0 0 0
14 Nov 1625.80 128.5 10.5 15.15 1 0 8
13 Nov 1626.30 118 9.9 - 0 0 0
12 Nov 1655.30 118 9.9 - 0 0 0
11 Nov 1600.90 118 9.9 - 0 -1 0
10 Nov 1589.80 118 9.9 28.16 3 -1 8
7 Nov 1578.80 108.1 29.9 25.68 3 1 9
6 Nov 1532.90 78.2 -7.25 25.60 8 6 7
4 Nov 1539.10 85.45 -38.9 26.75 1 0 0
3 Nov 1593.40 124.35 -13.75 - 0 -2 0
31 Oct 1587.20 124.35 -13.75 - 2 0 2
30 Oct 1614.70 138.1 18.3 24.13 2 0 0
29 Oct 1616.40 119.8 0 - 0 0 0
23 Oct 1600.30 119.8 0 - 0 0 0
21 Oct 1604.00 119.8 0 - 0 0 0
16 Oct 1620.30 119.8 0 - 0 0 0
15 Oct 1622.00 119.8 0 - 0 0 0
14 Oct 1606.50 119.8 0 - 0 0 0
13 Oct 1619.40 119.8 0 - 0 0 0
10 Oct 1605.30 119.8 0 - 0 0 0
9 Oct 1558.60 119.8 0 - 0 0 0
8 Oct 1539.70 119.8 0 - 0 0 0
7 Oct 1562.80 119.8 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 1520 expiring on 30DEC2025

Delta for 1520 CE is 0.56

Historical price for 1520 CE is as follows

On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 41.5, which was -1.5 lower than the previous day. The implied volatity was 26.37, the open interest changed by 10 which increased total open position to 474


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 41.9, which was 15.6 higher than the previous day. The implied volatity was 27.41, the open interest changed by -251 which decreased total open position to 467


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 25.2, which was -17.35 lower than the previous day. The implied volatity was 28.69, the open interest changed by 308 which increased total open position to 716


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 42.75, which was -3.65 lower than the previous day. The implied volatity was 26.37, the open interest changed by 182 which increased total open position to 403


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 45.5, which was -18.75 lower than the previous day. The implied volatity was 27.92, the open interest changed by 135 which increased total open position to 226


On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 67, which was 8.1 higher than the previous day. The implied volatity was 25.68, the open interest changed by 23 which increased total open position to 91


On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 59.5, which was -8 lower than the previous day. The implied volatity was 27.66, the open interest changed by 31 which increased total open position to 68


On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 69.5, which was -27.85 lower than the previous day. The implied volatity was 25.64, the open interest changed by 11 which increased total open position to 36


On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 97.7, which was -11.8 lower than the previous day. The implied volatity was 26.17, the open interest changed by 3 which increased total open position to 25


On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 109.5, which was -11.5 lower than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 21


On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 121, which was 0.25 higher 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 121, which was 0.25 higher than the previous day. The implied volatity was 16.82, the open interest changed by 1 which increased total open position to 20


On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 120.75, which was 31.5 higher than the previous day. The implied volatity was 21.73, the open interest changed by -2 which decreased total open position to 16


On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 90.5, which was -14.7 lower than the previous day. The implied volatity was 24.84, the open interest changed by 8 which increased total open position to 17


On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 105.2, which was -17.3 lower than the previous day. The implied volatity was 28.83, the open interest changed by 0 which decreased total open position to 8


On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 122.5, which was -6 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 122.5, which was -6 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 122.5, which was -6 lower than the previous day. The implied volatity was 18.15, the open interest changed by 1 which increased total open position to 9


On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 128.5, which was 10.5 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 128.5, which was 10.5 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 128.5, which was 10.5 higher than the previous day. The implied volatity was 15.15, the open interest changed by 0 which decreased total open position to 8


On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 118, which was 9.9 higher 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 118, which was 9.9 higher 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 118, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 118, which was 9.9 higher than the previous day. The implied volatity was 28.16, the open interest changed by -1 which decreased total open position to 8


On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 108.1, which was 29.9 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 9


On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 78.2, which was -7.25 lower than the previous day. The implied volatity was 25.60, the open interest changed by 6 which increased total open position to 7


On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 85.45, which was -38.9 lower than the previous day. The implied volatity was 26.75, 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 124.35, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 31 Oct CDSL was trading at 1587.20. The strike last trading price was 124.35, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Oct CDSL was trading at 1614.70. The strike last trading price was 138.1, which was 18.3 higher than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 0


On 29 Oct CDSL was trading at 1616.40. The strike last trading price was 119.8, 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 23 Oct CDSL was trading at 1600.30. The strike last trading price was 119.8, 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 119.8, 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 119.8, 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 119.8, 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 119.8, 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 119.8, 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 119.8, 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 119.8, 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 119.8, 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 7 Oct CDSL was trading at 1562.80. The strike last trading price was 119.8, 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 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 1520 PE
Delta: -0.44
Vega: 1.33
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1526.50 29.8 -3.1 26.20 554 18 540
11 Dec 1522.70 33.6 -30.25 27.12 389 53 523
10 Dec 1479.30 66.2 26.2 33.74 266 10 471
9 Dec 1517.20 40.15 -0.1 30.60 556 -1 462
8 Dec 1520.90 40.85 16.25 30.14 848 23 463
5 Dec 1550.60 23.15 -9.2 26.04 381 9 441
4 Dec 1536.30 32.75 1.95 27.69 494 106 434
3 Dec 1550.50 27.9 9.8 28.52 322 63 326
2 Dec 1592.10 17.15 1.65 27.72 173 34 262
1 Dec 1604.50 15.75 3.3 28.04 121 -14 226
28 Nov 1617.20 12.25 0.4 26.33 101 15 240
27 Nov 1624.60 11.6 -1.4 26.69 214 5 229
26 Nov 1619.90 12.75 -13.85 26.54 284 -16 225
25 Nov 1574.10 25.95 1.25 28.37 207 89 230
24 Nov 1587.60 25 2.05 29.15 129 51 140
21 Nov 1610.20 23 6.6 30.66 71 -8 89
20 Nov 1640.10 15.45 -4.8 29.72 169 14 97
19 Nov 1622.80 20.5 -1.3 29.94 80 -4 83
18 Nov 1605.70 22 5.35 28.16 19 7 87
17 Nov 1631.50 16.65 -2.65 28.30 32 20 80
14 Nov 1625.80 19.3 -1.55 28.63 21 -3 60
13 Nov 1626.30 20.65 6.1 28.92 26 -2 44
12 Nov 1655.30 14.75 -13.05 28.30 33 2 47
11 Nov 1600.90 27.8 -2.6 29.37 14 1 44
10 Nov 1589.80 30.4 -4.15 28.71 10 -3 43
7 Nov 1578.80 34.55 -21.05 28.68 26 -7 45
6 Nov 1532.90 55.6 0 30.76 25 9 52
4 Nov 1539.10 55.6 19.6 31.20 38 18 42
3 Nov 1593.40 36 -5.2 30.50 40 -8 23
31 Oct 1587.20 41.9 7.15 - 22 2 30
30 Oct 1614.70 34.65 0.35 31.80 9 0 27
29 Oct 1616.40 34.3 -123.9 31.71 28 27 27
23 Oct 1600.30 158.2 0 - 0 0 0
21 Oct 1604.00 158.2 0 - 0 0 0
16 Oct 1620.30 158.2 0 - 0 0 0
15 Oct 1622.00 158.2 0 - 0 0 0
14 Oct 1606.50 158.2 0 4.21 0 0 0
13 Oct 1619.40 158.2 0 - 0 0 0
10 Oct 1605.30 158.2 0 4.32 0 0 0
9 Oct 1558.60 158.2 0 - 0 0 0
8 Oct 1539.70 158.2 0 2.05 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 0.28 0 0 0


For Central Depo Ser (I) Ltd - strike price 1520 expiring on 30DEC2025

Delta for 1520 PE is -0.44

Historical price for 1520 PE is as follows

On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 29.8, which was -3.1 lower than the previous day. The implied volatity was 26.20, the open interest changed by 18 which increased total open position to 540


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 33.6, which was -30.25 lower than the previous day. The implied volatity was 27.12, the open interest changed by 53 which increased total open position to 523


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 66.2, which was 26.2 higher than the previous day. The implied volatity was 33.74, the open interest changed by 10 which increased total open position to 471


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 40.15, which was -0.1 lower than the previous day. The implied volatity was 30.60, the open interest changed by -1 which decreased total open position to 462


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 40.85, which was 16.25 higher than the previous day. The implied volatity was 30.14, the open interest changed by 23 which increased total open position to 463


On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 23.15, which was -9.2 lower than the previous day. The implied volatity was 26.04, the open interest changed by 9 which increased total open position to 441


On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 32.75, which was 1.95 higher than the previous day. The implied volatity was 27.69, the open interest changed by 106 which increased total open position to 434


On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 27.9, which was 9.8 higher than the previous day. The implied volatity was 28.52, the open interest changed by 63 which increased total open position to 326


On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 17.15, which was 1.65 higher than the previous day. The implied volatity was 27.72, the open interest changed by 34 which increased total open position to 262


On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 15.75, which was 3.3 higher than the previous day. The implied volatity was 28.04, the open interest changed by -14 which decreased total open position to 226


On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 12.25, which was 0.4 higher than the previous day. The implied volatity was 26.33, the open interest changed by 15 which increased total open position to 240


On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 11.6, which was -1.4 lower than the previous day. The implied volatity was 26.69, the open interest changed by 5 which increased total open position to 229


On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 12.75, which was -13.85 lower than the previous day. The implied volatity was 26.54, the open interest changed by -16 which decreased total open position to 225


On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 25.95, which was 1.25 higher than the previous day. The implied volatity was 28.37, the open interest changed by 89 which increased total open position to 230


On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 25, which was 2.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by 51 which increased total open position to 140


On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 23, which was 6.6 higher than the previous day. The implied volatity was 30.66, the open interest changed by -8 which decreased total open position to 89


On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 15.45, which was -4.8 lower than the previous day. The implied volatity was 29.72, the open interest changed by 14 which increased total open position to 97


On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 20.5, which was -1.3 lower than the previous day. The implied volatity was 29.94, the open interest changed by -4 which decreased total open position to 83


On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 22, which was 5.35 higher than the previous day. The implied volatity was 28.16, the open interest changed by 7 which increased total open position to 87


On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 16.65, which was -2.65 lower than the previous day. The implied volatity was 28.30, the open interest changed by 20 which increased total open position to 80


On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 19.3, which was -1.55 lower than the previous day. The implied volatity was 28.63, the open interest changed by -3 which decreased total open position to 60


On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 20.65, which was 6.1 higher than the previous day. The implied volatity was 28.92, the open interest changed by -2 which decreased total open position to 44


On 12 Nov CDSL was trading at 1655.30. The strike last trading price was 14.75, which was -13.05 lower than the previous day. The implied volatity was 28.30, the open interest changed by 2 which increased total open position to 47


On 11 Nov CDSL was trading at 1600.90. The strike last trading price was 27.8, which was -2.6 lower than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 44


On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 30.4, which was -4.15 lower than the previous day. The implied volatity was 28.71, the open interest changed by -3 which decreased total open position to 43


On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 34.55, which was -21.05 lower than the previous day. The implied volatity was 28.68, the open interest changed by -7 which decreased total open position to 45


On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 55.6, which was 0 lower than the previous day. The implied volatity was 30.76, the open interest changed by 9 which increased total open position to 52


On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 55.6, which was 19.6 higher than the previous day. The implied volatity was 31.20, the open interest changed by 18 which increased total open position to 42


On 3 Nov CDSL was trading at 1593.40. The strike last trading price was 36, which was -5.2 lower than the previous day. The implied volatity was 30.50, the open interest changed by -8 which decreased total open position to 23


On 31 Oct CDSL was trading at 1587.20. The strike last trading price was 41.9, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 30


On 30 Oct CDSL was trading at 1614.70. The strike last trading price was 34.65, which was 0.35 higher than the previous day. The implied volatity was 31.80, the open interest changed by 0 which decreased total open position to 27


On 29 Oct CDSL was trading at 1616.40. The strike last trading price was 34.3, which was -123.9 lower than the previous day. The implied volatity was 31.71, the open interest changed by 27 which increased total open position to 27


On 23 Oct CDSL was trading at 1600.30. The strike last trading price was 158.2, 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 21 Oct CDSL was trading at 1604.00. The strike last trading price was 158.2, 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 16 Oct CDSL was trading at 1620.30. The strike last trading price was 158.2, 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 15 Oct CDSL was trading at 1622.00. The strike last trading price was 158.2, 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 Oct CDSL was trading at 1606.50. The strike last trading price was 158.2, which was 0 lower than the previous day. The implied volatity was 4.21, 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 158.2, 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 Oct CDSL was trading at 1605.30. The strike last trading price was 158.2, which was 0 lower than the previous day. The implied volatity was 4.32, 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 158.2, 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 Oct CDSL was trading at 1539.70. The strike last trading price was 158.2, which was 0 lower than the previous day. The implied volatity was 2.05, 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 0.28, the open interest changed by 0 which decreased total open position to 0