[--[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 1540 CE
Delta: 0.47
Vega: 1.35
Theta: -1.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1526.50 31.3 -2 26.12 1,948 160 794
11 Dec 1522.70 31.9 11.95 27.07 2,167 -103 641
10 Dec 1479.30 19.1 -14.45 28.88 1,239 128 743
9 Dec 1517.20 34.4 -2.85 27.22 2,108 13 626
8 Dec 1520.90 36.9 -16.15 28.31 2,205 221 606
5 Dec 1550.60 55.05 6 25.88 1,692 54 385
4 Dec 1536.30 48.1 -8.55 27.31 1,108 254 331
3 Dec 1550.50 59.4 -46.45 26.98 162 50 77
2 Dec 1592.10 105.85 28.35 - 0 0 0
1 Dec 1604.50 105.85 28.35 - 0 0 0
28 Nov 1617.20 105.85 28.35 - 0 0 0
27 Nov 1624.60 105.85 28.35 - 0 3 0
26 Nov 1619.90 105.85 28.35 22.95 30 3 27
25 Nov 1574.10 77.65 -10.05 25.20 39 8 25
24 Nov 1587.60 86.25 -29.75 25.75 12 2 17
21 Nov 1610.20 116 -25 31.25 1 0 15
20 Nov 1640.10 141 19.4 30.67 3 0 15
19 Nov 1622.80 121.6 5.6 28.88 1 0 14
18 Nov 1605.70 116 0 32.30 1 0 15
17 Nov 1631.50 116 9.05 - 0 1 0
14 Nov 1625.80 116 9.05 19.66 4 2 16
13 Nov 1626.30 106.95 -5.05 - 0 0 0
12 Nov 1655.30 106.95 -5.05 - 0 0 0
11 Nov 1600.90 106.95 -5.05 - 0 1 0
10 Nov 1589.80 106.95 -5.05 29.50 1 0 13
7 Nov 1578.80 112 44.6 33.33 13 5 14
6 Nov 1532.90 67.4 -18.9 25.57 12 6 7
4 Nov 1539.10 86.3 -95.35 31.84 1 0 0
3 Nov 1593.40 181.65 0 - 0 0 0
31 Oct 1587.20 181.65 0 - 0 0 0
30 Oct 1614.70 181.65 0 - 0 0 0
29 Oct 1616.40 181.65 0 - 0 0 0


For Central Depo Ser (I) Ltd - strike price 1540 expiring on 30DEC2025

Delta for 1540 CE is 0.47

Historical price for 1540 CE is as follows

On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 31.3, which was -2 lower than the previous day. The implied volatity was 26.12, the open interest changed by 160 which increased total open position to 794


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 31.9, which was 11.95 higher than the previous day. The implied volatity was 27.07, the open interest changed by -103 which decreased total open position to 641


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 19.1, which was -14.45 lower than the previous day. The implied volatity was 28.88, the open interest changed by 128 which increased total open position to 743


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 34.4, which was -2.85 lower than the previous day. The implied volatity was 27.22, the open interest changed by 13 which increased total open position to 626


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 36.9, which was -16.15 lower than the previous day. The implied volatity was 28.31, the open interest changed by 221 which increased total open position to 606


On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 55.05, which was 6 higher than the previous day. The implied volatity was 25.88, the open interest changed by 54 which increased total open position to 385


On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 48.1, which was -8.55 lower than the previous day. The implied volatity was 27.31, the open interest changed by 254 which increased total open position to 331


On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 59.4, which was -46.45 lower than the previous day. The implied volatity was 26.98, the open interest changed by 50 which increased total open position to 77


On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 105.85, which was 28.35 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 105.85, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 105.85, which was 28.35 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 105.85, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 105.85, which was 28.35 higher than the previous day. The implied volatity was 22.95, the open interest changed by 3 which increased total open position to 27


On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 77.65, which was -10.05 lower than the previous day. The implied volatity was 25.20, the open interest changed by 8 which increased total open position to 25


On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 86.25, which was -29.75 lower than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 17


On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 116, which was -25 lower than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 15


On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 141, which was 19.4 higher than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 15


On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 121.6, which was 5.6 higher than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 14


On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 116, which was 0 lower than the previous day. The implied volatity was 32.30, the open interest changed by 0 which decreased total open position to 15


On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 116, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 116, which was 9.05 higher than the previous day. The implied volatity was 19.66, the open interest changed by 2 which increased total open position to 16


On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 106.95, which was -5.05 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 106.95, which was -5.05 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 106.95, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 106.95, which was -5.05 lower than the previous day. The implied volatity was 29.50, the open interest changed by 0 which decreased total open position to 13


On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 112, which was 44.6 higher than the previous day. The implied volatity was 33.33, the open interest changed by 5 which increased total open position to 14


On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 67.4, which was -18.9 lower than the previous day. The implied volatity was 25.57, 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 86.3, which was -95.35 lower than the previous day. The implied volatity was 31.84, 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 181.65, 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 181.65, 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 181.65, 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 29 Oct CDSL was trading at 1616.40. The strike last trading price was 181.65, 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 1540 PE
Delta: -0.53
Vega: 1.35
Theta: -0.75
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1526.50 39.9 -2.95 26.25 442 38 459
11 Dec 1522.70 43.05 -32.95 26.45 312 -13 420
10 Dec 1479.30 79.75 28.85 34.08 294 -63 431
9 Dec 1517.20 51.15 0.5 31.07 367 -30 494
8 Dec 1520.90 50.85 18.6 30.14 820 -20 523
5 Dec 1550.60 31 -10.9 26.18 1,155 23 546
4 Dec 1536.30 41.75 3.55 27.66 1,141 -1 522
3 Dec 1550.50 35.65 12.7 28.45 717 65 523
2 Dec 1592.10 22.7 2.4 27.66 109 17 458
1 Dec 1604.50 20.6 3.95 27.82 253 14 442
28 Nov 1617.20 16.5 0.95 26.41 395 51 416
27 Nov 1624.60 15.15 -1.7 26.32 319 -5 364
26 Nov 1619.90 16.65 -16.55 26.24 431 -12 367
25 Nov 1574.10 32.75 1.7 28.36 180 39 374
24 Nov 1587.60 31.5 2.9 29.15 206 76 333
21 Nov 1610.20 28.4 7.55 30.51 201 91 257
20 Nov 1640.10 19.7 -3.3 29.70 140 41 166
19 Nov 1622.80 23 -2.9 28.36 49 26 125
18 Nov 1605.70 25.95 6.45 27.20 50 17 98
17 Nov 1631.50 19.5 -4.6 27.26 15 7 80
14 Nov 1625.80 23.55 -1.55 28.25 74 27 74
13 Nov 1626.30 24.85 4.2 28.43 60 35 49
12 Nov 1655.30 20.65 -11.85 29.46 17 7 15
11 Nov 1600.90 32.5 -7.65 28.65 2 1 7
10 Nov 1589.80 40.15 0 30.17 1 0 5
7 Nov 1578.80 40.15 -26.35 28.00 1 0 5
6 Nov 1532.90 66.5 -6.2 31.47 5 4 4
4 Nov 1539.10 72.7 0 0.96 0 0 0
3 Nov 1593.40 72.7 0 3.44 0 0 0
31 Oct 1587.20 72.7 0 - 0 0 0
30 Oct 1614.70 72.7 0 - 0 0 0
29 Oct 1616.40 72.7 0 4.11 0 0 0


For Central Depo Ser (I) Ltd - strike price 1540 expiring on 30DEC2025

Delta for 1540 PE is -0.53

Historical price for 1540 PE is as follows

On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 39.9, which was -2.95 lower than the previous day. The implied volatity was 26.25, the open interest changed by 38 which increased total open position to 459


On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 43.05, which was -32.95 lower than the previous day. The implied volatity was 26.45, the open interest changed by -13 which decreased total open position to 420


On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 79.75, which was 28.85 higher than the previous day. The implied volatity was 34.08, the open interest changed by -63 which decreased total open position to 431


On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 51.15, which was 0.5 higher than the previous day. The implied volatity was 31.07, the open interest changed by -30 which decreased total open position to 494


On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 50.85, which was 18.6 higher than the previous day. The implied volatity was 30.14, the open interest changed by -20 which decreased total open position to 523


On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 31, which was -10.9 lower than the previous day. The implied volatity was 26.18, the open interest changed by 23 which increased total open position to 546


On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 41.75, which was 3.55 higher than the previous day. The implied volatity was 27.66, the open interest changed by -1 which decreased total open position to 522


On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 35.65, which was 12.7 higher than the previous day. The implied volatity was 28.45, the open interest changed by 65 which increased total open position to 523


On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 22.7, which was 2.4 higher than the previous day. The implied volatity was 27.66, the open interest changed by 17 which increased total open position to 458


On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 20.6, which was 3.95 higher than the previous day. The implied volatity was 27.82, the open interest changed by 14 which increased total open position to 442


On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 16.5, which was 0.95 higher than the previous day. The implied volatity was 26.41, the open interest changed by 51 which increased total open position to 416


On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 15.15, which was -1.7 lower than the previous day. The implied volatity was 26.32, the open interest changed by -5 which decreased total open position to 364


On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 16.65, which was -16.55 lower than the previous day. The implied volatity was 26.24, the open interest changed by -12 which decreased total open position to 367


On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 32.75, which was 1.7 higher than the previous day. The implied volatity was 28.36, the open interest changed by 39 which increased total open position to 374


On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 31.5, which was 2.9 higher than the previous day. The implied volatity was 29.15, the open interest changed by 76 which increased total open position to 333


On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 28.4, which was 7.55 higher than the previous day. The implied volatity was 30.51, the open interest changed by 91 which increased total open position to 257


On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 19.7, which was -3.3 lower than the previous day. The implied volatity was 29.70, the open interest changed by 41 which increased total open position to 166


On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 23, which was -2.9 lower than the previous day. The implied volatity was 28.36, the open interest changed by 26 which increased total open position to 125


On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 25.95, which was 6.45 higher than the previous day. The implied volatity was 27.20, the open interest changed by 17 which increased total open position to 98


On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 19.5, which was -4.6 lower than the previous day. The implied volatity was 27.26, the open interest changed by 7 which increased total open position to 80


On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 23.55, which was -1.55 lower than the previous day. The implied volatity was 28.25, the open interest changed by 27 which increased total open position to 74


On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 24.85, which was 4.2 higher than the previous day. The implied volatity was 28.43, the open interest changed by 35 which increased total open position to 49


On 12 Nov CDSL was trading at 1655.30. The strike last trading price was 20.65, which was -11.85 lower than the previous day. The implied volatity was 29.46, the open interest changed by 7 which increased total open position to 15


On 11 Nov CDSL was trading at 1600.90. The strike last trading price was 32.5, which was -7.65 lower than the previous day. The implied volatity was 28.65, the open interest changed by 1 which increased total open position to 7


On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 40.15, which was 0 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 5


On 7 Nov CDSL was trading at 1578.80. The strike last trading price was 40.15, which was -26.35 lower than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 5


On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 66.5, which was -6.2 lower than the previous day. The implied volatity was 31.47, the open interest changed by 4 which increased total open position to 4


On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 72.7, which was 0 lower than the previous day. The implied volatity was 0.96, 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 72.7, which was 0 lower than the previous day. The implied volatity was 3.44, 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 72.7, 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 72.7, 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 29 Oct CDSL was trading at 1616.40. The strike last trading price was 72.7, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0