CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
05 Dec 2025 02:47 PM IST
| CDSL 30-DEC-2025 1580 CE | ||||||||||||||||
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Delta: 0.39
Vega: 1.55
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 1537.00 | 27.7 | -3.15 | 25.72 | 931 | 73 | 567 | |||||||||
| 4 Dec | 1536.30 | 30.8 | -6.45 | 27.42 | 1,039 | 50 | 495 | |||||||||
| 3 Dec | 1550.50 | 39.5 | -19.35 | 27.13 | 1,103 | 221 | 447 | |||||||||
| 2 Dec | 1592.10 | 59.45 | -9.65 | 26.95 | 224 | 60 | 225 | |||||||||
| 1 Dec | 1604.50 | 68.65 | -8.65 | 27.89 | 62 | -1 | 166 | |||||||||
| 28 Nov | 1617.20 | 77.5 | -5.25 | 25.48 | 32 | 1 | 165 | |||||||||
| 27 Nov | 1624.60 | 84.5 | 4.3 | 25.79 | 77 | 1 | 165 | |||||||||
| 26 Nov | 1619.90 | 80 | 24.4 | 24.85 | 504 | -6 | 164 | |||||||||
| 25 Nov | 1574.10 | 56.8 | -7.4 | 26.39 | 294 | 123 | 169 | |||||||||
| 24 Nov | 1587.60 | 63 | -38.25 | 26.24 | 55 | 35 | 43 | |||||||||
| 21 Nov | 1610.20 | 101.25 | 6.25 | - | 0 | 2 | 0 | |||||||||
| 20 Nov | 1640.10 | 101.25 | 6.25 | 24.34 | 4 | 3 | 9 | |||||||||
| 19 Nov | 1622.80 | 95 | 8.65 | 28.93 | 23 | 5 | 8 | |||||||||
| 18 Nov | 1605.70 | 86.35 | -4 | 29.77 | 2 | 1 | 3 | |||||||||
| 17 Nov | 1631.50 | 90.35 | -2.1 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1625.80 | 90.35 | -2.1 | 22.17 | 1 | 0 | 2 | |||||||||
| 13 Nov | 1626.30 | 92.45 | -66.25 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1655.30 | 92.45 | -66.25 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1600.90 | 92.45 | -66.25 | - | 0 | 2 | 0 | |||||||||
| 10 Nov | 1589.80 | 92.45 | -66.25 | 33.08 | 2 | 0 | 0 | |||||||||
| 7 Nov | 1578.80 | 158.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1532.90 | 158.7 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1539.10 | 158.7 | 0 | 0.90 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1593.40 | 158.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1587.20 | 158.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1614.70 | 158.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 29 Oct | 1616.40 | 158.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1580 expiring on 30DEC2025
Delta for 1580 CE is 0.39
Historical price for 1580 CE is as follows
On 5 Dec CDSL was trading at 1537.00. The strike last trading price was 27.7, which was -3.15 lower than the previous day. The implied volatity was 25.72, the open interest changed by 73 which increased total open position to 567
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 30.8, which was -6.45 lower than the previous day. The implied volatity was 27.42, the open interest changed by 50 which increased total open position to 495
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 39.5, which was -19.35 lower than the previous day. The implied volatity was 27.13, the open interest changed by 221 which increased total open position to 447
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 59.45, which was -9.65 lower than the previous day. The implied volatity was 26.95, the open interest changed by 60 which increased total open position to 225
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 68.65, which was -8.65 lower than the previous day. The implied volatity was 27.89, the open interest changed by -1 which decreased total open position to 166
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 77.5, which was -5.25 lower than the previous day. The implied volatity was 25.48, the open interest changed by 1 which increased total open position to 165
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 84.5, which was 4.3 higher than the previous day. The implied volatity was 25.79, the open interest changed by 1 which increased total open position to 165
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 80, which was 24.4 higher than the previous day. The implied volatity was 24.85, the open interest changed by -6 which decreased total open position to 164
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 56.8, which was -7.4 lower than the previous day. The implied volatity was 26.39, the open interest changed by 123 which increased total open position to 169
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 63, which was -38.25 lower than the previous day. The implied volatity was 26.24, the open interest changed by 35 which increased total open position to 43
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 101.25, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 101.25, which was 6.25 higher than the previous day. The implied volatity was 24.34, the open interest changed by 3 which increased total open position to 9
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 95, which was 8.65 higher than the previous day. The implied volatity was 28.93, the open interest changed by 5 which increased total open position to 8
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 86.35, which was -4 lower than the previous day. The implied volatity was 29.77, the open interest changed by 1 which increased total open position to 3
On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 90.35, which was -2.1 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 90.35, which was -2.1 lower than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 2
On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 92.45, which was -66.25 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 92.45, which was -66.25 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 92.45, which was -66.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 10 Nov CDSL was trading at 1589.80. The strike last trading price was 92.45, which was -66.25 lower than the previous day. The implied volatity was 33.08, 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 158.7, 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 6 Nov CDSL was trading at 1532.90. The strike last trading price was 158.7, which was 0 lower than the previous day. The implied volatity was 1.22, 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 158.7, which was 0 lower than the previous day. The implied volatity was 0.90, 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 158.7, 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 31 Oct CDSL was trading at 1587.20. The strike last trading price was 158.7, 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 158.7, 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 158.7, 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
| CDSL 30DEC2025 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 1.56
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 1537.00 | 62.8 | -2.95 | 27.78 | 32 | -3 | 449 |
| 4 Dec | 1536.30 | 63.6 | 5.3 | 27.43 | 177 | -1 | 452 |
| 3 Dec | 1550.50 | 55.2 | 16.85 | 28.41 | 621 | -3 | 454 |
| 2 Dec | 1592.10 | 38.25 | 4.85 | 28.04 | 567 | 59 | 457 |
| 1 Dec | 1604.50 | 33.95 | 5.85 | 27.60 | 382 | 64 | 399 |
| 28 Nov | 1617.20 | 27.5 | 1.4 | 25.94 | 127 | 31 | 336 |
| 27 Nov | 1624.60 | 25.5 | -2.55 | 25.92 | 351 | 11 | 312 |
| 26 Nov | 1619.90 | 27.9 | -23.15 | 26.01 | 850 | 43 | 303 |
| 25 Nov | 1574.10 | 49.75 | 2.85 | 28.37 | 575 | 113 | 261 |
| 24 Nov | 1587.60 | 46.8 | 3.9 | 28.76 | 77 | 26 | 148 |
| 21 Nov | 1610.20 | 42.1 | 10.5 | 30.34 | 60 | -6 | 120 |
| 20 Nov | 1640.10 | 31.1 | -4.65 | 29.91 | 132 | 71 | 126 |
| 19 Nov | 1622.80 | 35.75 | -4.3 | 28.43 | 60 | 40 | 54 |
| 18 Nov | 1605.70 | 42.05 | 10.4 | 28.21 | 17 | 10 | 13 |
| 17 Nov | 1631.50 | 31.65 | -55.35 | 27.64 | 2 | 1 | 4 |
| 14 Nov | 1625.80 | 87 | -2.35 | - | 0 | 0 | 0 |
| 13 Nov | 1626.30 | 87 | -2.35 | - | 0 | 0 | 0 |
| 12 Nov | 1655.30 | 87 | -2.35 | - | 0 | 0 | 0 |
| 11 Nov | 1600.90 | 87 | -2.35 | - | 0 | 0 | 0 |
| 10 Nov | 1589.80 | 87 | -2.35 | - | 0 | 0 | 0 |
| 7 Nov | 1578.80 | 87 | -2.35 | - | 0 | 3 | 0 |
| 6 Nov | 1532.90 | 87 | -2.35 | 31.22 | 3 | 1 | 1 |
| 4 Nov | 1539.10 | 89.35 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1593.40 | 89.35 | 0 | 1.65 | 0 | 0 | 0 |
| 31 Oct | 1587.20 | 89.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1614.70 | 89.35 | 0 | 2.63 | 0 | 0 | 0 |
| 29 Oct | 1616.40 | 89.35 | 0 | 2.71 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1580 expiring on 30DEC2025
Delta for 1580 PE is -0.60
Historical price for 1580 PE is as follows
On 5 Dec CDSL was trading at 1537.00. The strike last trading price was 62.8, which was -2.95 lower than the previous day. The implied volatity was 27.78, the open interest changed by -3 which decreased total open position to 449
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 63.6, which was 5.3 higher than the previous day. The implied volatity was 27.43, the open interest changed by -1 which decreased total open position to 452
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 55.2, which was 16.85 higher than the previous day. The implied volatity was 28.41, the open interest changed by -3 which decreased total open position to 454
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 38.25, which was 4.85 higher than the previous day. The implied volatity was 28.04, the open interest changed by 59 which increased total open position to 457
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 33.95, which was 5.85 higher than the previous day. The implied volatity was 27.60, the open interest changed by 64 which increased total open position to 399
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 27.5, which was 1.4 higher than the previous day. The implied volatity was 25.94, the open interest changed by 31 which increased total open position to 336
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 25.5, which was -2.55 lower than the previous day. The implied volatity was 25.92, the open interest changed by 11 which increased total open position to 312
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 27.9, which was -23.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by 43 which increased total open position to 303
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 49.75, which was 2.85 higher than the previous day. The implied volatity was 28.37, the open interest changed by 113 which increased total open position to 261
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 46.8, which was 3.9 higher than the previous day. The implied volatity was 28.76, the open interest changed by 26 which increased total open position to 148
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 42.1, which was 10.5 higher than the previous day. The implied volatity was 30.34, the open interest changed by -6 which decreased total open position to 120
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 31.1, which was -4.65 lower than the previous day. The implied volatity was 29.91, the open interest changed by 71 which increased total open position to 126
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 35.75, which was -4.3 lower than the previous day. The implied volatity was 28.43, the open interest changed by 40 which increased total open position to 54
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 42.05, which was 10.4 higher than the previous day. The implied volatity was 28.21, the open interest changed by 10 which increased total open position to 13
On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 31.65, which was -55.35 lower than the previous day. The implied volatity was 27.64, the open interest changed by 1 which increased total open position to 4
On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 87, which was -2.35 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 87, which was -2.35 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 87, which was -2.35 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 87, which was -2.35 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 87, which was -2.35 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 87, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 6 Nov CDSL was trading at 1532.90. The strike last trading price was 87, which was -2.35 lower than the previous day. The implied volatity was 31.22, the open interest changed by 1 which increased total open position to 1
On 4 Nov CDSL was trading at 1539.10. The strike last trading price was 89.35, 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 89.35, which was 0 lower than the previous day. The implied volatity was 1.65, 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 89.35, 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 89.35, which was 0 lower than the previous day. The implied volatity was 2.63, 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 89.35, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0































































































































































































































