CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
12 Dec 2025 04:13 PM IST
| CDSL 30-DEC-2025 1540 CE | ||||||||||||||||
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Delta: 0.47
Vega: 1.35
Theta: -1.17
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 1.35
Theta: -0.75
Gamma: 0.00
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| 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































































































































































































































