CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
02 Jan 2026 04:12 PM IST
| CDSL 27-JAN-2026 1540 CE | ||||||||||||||||
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Delta: 0.27
Vega: 1.28
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 1466.60 | 15.8 | 2.4 | 25.29 | 551 | 42 | 529 | |||||||||
| 1 Jan | 1446.20 | 13.35 | -0.05 | 26.82 | 255 | 39 | 487 | |||||||||
| 31 Dec | 1443.60 | 13.2 | 0.85 | 26.27 | 402 | 94 | 450 | |||||||||
| 30 Dec | 1433.90 | 12.75 | -6 | 27.12 | 749 | 104 | 354 | |||||||||
| 29 Dec | 1463.50 | 18.75 | -7.7 | 26.05 | 302 | 144 | 250 | |||||||||
| 26 Dec | 1482.70 | 26.05 | -7.15 | 25.82 | 125 | 22 | 102 | |||||||||
| 24 Dec | 1498.90 | 32 | -8.4 | 24.41 | 124 | 67 | 79 | |||||||||
| 23 Dec | 1515.50 | 40 | -101.25 | 24.43 | 34 | 12 | 12 | |||||||||
| 22 Dec | 1518.70 | 141.25 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 19 Dec | 1499.60 | 141.25 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 18 Dec | 1489.60 | 141.25 | 0 | 1.95 | 0 | 0 | 0 | |||||||||
| 17 Dec | 1477.30 | 141.25 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
| 16 Dec | 1501.20 | 141.25 | 0 | 1.50 | 0 | 0 | 0 | |||||||||
| 15 Dec | 1517.60 | 141.25 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 12 Dec | 1526.50 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Dec | 1522.70 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1479.30 | 141.25 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
| 9 Dec | 1517.20 | 141.25 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 8 Dec | 1520.90 | 141.25 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 5 Dec | 1550.60 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1536.30 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1550.50 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1592.10 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1604.50 | 141.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1540 expiring on 27JAN2026
Delta for 1540 CE is 0.27
Historical price for 1540 CE is as follows
On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 15.8, which was 2.4 higher than the previous day. The implied volatity was 25.29, the open interest changed by 42 which increased total open position to 529
On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 13.35, which was -0.05 lower than the previous day. The implied volatity was 26.82, the open interest changed by 39 which increased total open position to 487
On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 13.2, which was 0.85 higher than the previous day. The implied volatity was 26.27, the open interest changed by 94 which increased total open position to 450
On 30 Dec CDSL was trading at 1433.90. The strike last trading price was 12.75, which was -6 lower than the previous day. The implied volatity was 27.12, the open interest changed by 104 which increased total open position to 354
On 29 Dec CDSL was trading at 1463.50. The strike last trading price was 18.75, which was -7.7 lower than the previous day. The implied volatity was 26.05, the open interest changed by 144 which increased total open position to 250
On 26 Dec CDSL was trading at 1482.70. The strike last trading price was 26.05, which was -7.15 lower than the previous day. The implied volatity was 25.82, the open interest changed by 22 which increased total open position to 102
On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 32, which was -8.4 lower than the previous day. The implied volatity was 24.41, the open interest changed by 67 which increased total open position to 79
On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 40, which was -101.25 lower than the previous day. The implied volatity was 24.43, the open interest changed by 12 which increased total open position to 12
On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 141.25, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 141.25, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 141.25, which was 0 lower than the previous day. The implied volatity was 1.95, 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 141.25, which was 0 lower than the previous day. The implied volatity was 2.69, 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 141.25, which was 0 lower than the previous day. The implied volatity was 1.50, 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 141.25, which was 0 lower than the previous day. The implied volatity was 0.44, 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 141.25, 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 141.25, 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 141.25, which was 0 lower than the previous day. The implied volatity was 2.34, 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 141.25, which was 0 lower than the previous day. The implied volatity was 0.17, 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 141.25, which was 0 lower than the previous day. The implied volatity was 0.02, 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 141.25, 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 141.25, 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 141.25, 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 141.25, 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 141.25, 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 1540 PE | |||||||
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Delta: -0.70
Vega: 1.33
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 1466.60 | 82.6 | -21.05 | 28.29 | 11 | -5 | 129 |
| 1 Jan | 1446.20 | 103.65 | 5.05 | 33.05 | 16 | -1 | 133 |
| 31 Dec | 1443.60 | 98.2 | -9.55 | 27.96 | 24 | -4 | 134 |
| 30 Dec | 1433.90 | 106.9 | 13.9 | 28.91 | 62 | 14 | 138 |
| 29 Dec | 1463.50 | 94 | 14.75 | 33.05 | 33 | 19 | 124 |
| 26 Dec | 1482.70 | 79.25 | 14.25 | 29.49 | 28 | 21 | 104 |
| 24 Dec | 1498.90 | 65 | 9 | 26.81 | 50 | 44 | 81 |
| 23 Dec | 1515.50 | 56 | 4.75 | 26.47 | 15 | 7 | 37 |
| 22 Dec | 1518.70 | 51.25 | -5.75 | 25.18 | 35 | -2 | 29 |
| 19 Dec | 1499.60 | 57 | -15 | - | 0 | 0 | 31 |
| 18 Dec | 1489.60 | 57 | -15 | - | 0 | 0 | 31 |
| 17 Dec | 1477.30 | 57 | -15 | - | 0 | 0 | 31 |
| 16 Dec | 1501.20 | 57 | -15 | - | 0 | 0 | 31 |
| 15 Dec | 1517.60 | 57 | -15 | - | 0 | 0 | 0 |
| 12 Dec | 1526.50 | 57 | -15 | 27.40 | 1 | 0 | 30 |
| 11 Dec | 1522.70 | 72 | 3 | 33.41 | 1 | 0 | 31 |
| 10 Dec | 1479.30 | 69 | 1.4 | - | 0 | 0 | 31 |
| 9 Dec | 1517.20 | 69 | 1.4 | 30.55 | 4 | 2 | 30 |
| 8 Dec | 1520.90 | 67.6 | 14.55 | 30.10 | 27 | 17 | 28 |
| 5 Dec | 1550.60 | 52.5 | -5.5 | 29.61 | 13 | 7 | 13 |
| 4 Dec | 1536.30 | 58 | -33.05 | 28.38 | 6 | 5 | 5 |
| 3 Dec | 1550.50 | 91.05 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1592.10 | 91.05 | 0 | 3.51 | 0 | 0 | 0 |
| 1 Dec | 1604.50 | 91.05 | 0 | 3.70 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1540 expiring on 27JAN2026
Delta for 1540 PE is -0.70
Historical price for 1540 PE is as follows
On 2 Jan CDSL was trading at 1466.60. The strike last trading price was 82.6, which was -21.05 lower than the previous day. The implied volatity was 28.29, the open interest changed by -5 which decreased total open position to 129
On 1 Jan CDSL was trading at 1446.20. The strike last trading price was 103.65, which was 5.05 higher than the previous day. The implied volatity was 33.05, the open interest changed by -1 which decreased total open position to 133
On 31 Dec CDSL was trading at 1443.60. The strike last trading price was 98.2, which was -9.55 lower than the previous day. The implied volatity was 27.96, the open interest changed by -4 which decreased total open position to 134
On 30 Dec CDSL was trading at 1433.90. The strike last trading price was 106.9, which was 13.9 higher than the previous day. The implied volatity was 28.91, the open interest changed by 14 which increased total open position to 138
On 29 Dec CDSL was trading at 1463.50. The strike last trading price was 94, which was 14.75 higher than the previous day. The implied volatity was 33.05, the open interest changed by 19 which increased total open position to 124
On 26 Dec CDSL was trading at 1482.70. The strike last trading price was 79.25, which was 14.25 higher than the previous day. The implied volatity was 29.49, the open interest changed by 21 which increased total open position to 104
On 24 Dec CDSL was trading at 1498.90. The strike last trading price was 65, which was 9 higher than the previous day. The implied volatity was 26.81, the open interest changed by 44 which increased total open position to 81
On 23 Dec CDSL was trading at 1515.50. The strike last trading price was 56, which was 4.75 higher than the previous day. The implied volatity was 26.47, the open interest changed by 7 which increased total open position to 37
On 22 Dec CDSL was trading at 1518.70. The strike last trading price was 51.25, which was -5.75 lower than the previous day. The implied volatity was 25.18, the open interest changed by -2 which decreased total open position to 29
On 19 Dec CDSL was trading at 1499.60. The strike last trading price was 57, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 18 Dec CDSL was trading at 1489.60. The strike last trading price was 57, which was -15 lower than the previous day. The implied volatity was -, 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 57, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 16 Dec CDSL was trading at 1501.20. The strike last trading price was 57, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 15 Dec CDSL was trading at 1517.60. The strike last trading price was 57, which was -15 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 57, which was -15 lower than the previous day. The implied volatity was 27.40, the open interest changed by 0 which decreased total open position to 30
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 72, which was 3 higher than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 31
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 69, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 69, which was 1.4 higher than the previous day. The implied volatity was 30.55, the open interest changed by 2 which increased total open position to 30
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 67.6, which was 14.55 higher than the previous day. The implied volatity was 30.10, the open interest changed by 17 which increased total open position to 28
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 52.5, which was -5.5 lower than the previous day. The implied volatity was 29.61, the open interest changed by 7 which increased total open position to 13
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 58, which was -33.05 lower than the previous day. The implied volatity was 28.38, the open interest changed by 5 which increased total open position to 5
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 91.05, 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 91.05, which was 0 lower than the previous day. The implied volatity was 3.51, 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 91.05, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0































































































































































































































