CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
05 Dec 2025 04:12 PM IST
| CDSL 30-DEC-2025 1620 CE | ||||||||||||||||
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Delta: 0.32
Vega: 1.45
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 1550.60 | 21.25 | 2.25 | 26.22 | 685 | 9 | 1,372 | |||||||||
| 4 Dec | 1536.30 | 18.85 | -4.5 | 27.70 | 928 | 114 | 1,362 | |||||||||
| 3 Dec | 1550.50 | 25 | -14.25 | 27.34 | 1,332 | 114 | 1,246 | |||||||||
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| 2 Dec | 1592.10 | 39.5 | -8.05 | 26.80 | 1,169 | 249 | 1,139 | |||||||||
| 1 Dec | 1604.50 | 47.2 | -6.85 | 27.66 | 1,969 | 43 | 891 | |||||||||
| 28 Nov | 1617.20 | 53.5 | -5.2 | 25.08 | 707 | 43 | 848 | |||||||||
| 27 Nov | 1624.60 | 59 | 2.25 | 24.62 | 1,915 | 121 | 805 | |||||||||
| 26 Nov | 1619.90 | 56 | 17.75 | 24.66 | 3,306 | 261 | 684 | |||||||||
| 25 Nov | 1574.10 | 38.45 | -6.9 | 26.25 | 614 | 88 | 428 | |||||||||
| 24 Nov | 1587.60 | 44.8 | -14.8 | 26.80 | 640 | 158 | 340 | |||||||||
| 21 Nov | 1610.20 | 60.1 | -17.6 | 26.94 | 212 | 94 | 180 | |||||||||
| 20 Nov | 1640.10 | 79.65 | 9.6 | 26.62 | 273 | -75 | 86 | |||||||||
| 19 Nov | 1622.80 | 70.05 | 9.8 | 27.97 | 347 | 38 | 162 | |||||||||
| 18 Nov | 1605.70 | 57.7 | -16.3 | 26.26 | 127 | 94 | 123 | |||||||||
| 17 Nov | 1631.50 | 74 | 5.2 | 25.90 | 26 | 9 | 30 | |||||||||
| 14 Nov | 1625.80 | 68.8 | -3.1 | 23.67 | 10 | 8 | 21 | |||||||||
| 13 Nov | 1626.30 | 73.5 | -2.9 | 25.98 | 14 | 8 | 12 | |||||||||
| 12 Nov | 1655.30 | 76.4 | -61.45 | 18.12 | 4 | 0 | 0 | |||||||||
| 11 Nov | 1600.90 | 137.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1589.80 | 137.85 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 7 Nov | 1578.80 | 137.85 | 0 | 0.90 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1532.90 | 137.85 | 0 | 2.92 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1539.10 | 137.85 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1593.40 | 137.85 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1587.20 | 137.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1614.70 | 137.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1616.40 | 137.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1620 expiring on 30DEC2025
Delta for 1620 CE is 0.32
Historical price for 1620 CE is as follows
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 21.25, which was 2.25 higher than the previous day. The implied volatity was 26.22, the open interest changed by 9 which increased total open position to 1372
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 18.85, which was -4.5 lower than the previous day. The implied volatity was 27.70, the open interest changed by 114 which increased total open position to 1362
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 25, which was -14.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 114 which increased total open position to 1246
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 39.5, which was -8.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 249 which increased total open position to 1139
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 47.2, which was -6.85 lower than the previous day. The implied volatity was 27.66, the open interest changed by 43 which increased total open position to 891
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 53.5, which was -5.2 lower than the previous day. The implied volatity was 25.08, the open interest changed by 43 which increased total open position to 848
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 59, which was 2.25 higher than the previous day. The implied volatity was 24.62, the open interest changed by 121 which increased total open position to 805
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 56, which was 17.75 higher than the previous day. The implied volatity was 24.66, the open interest changed by 261 which increased total open position to 684
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 38.45, which was -6.9 lower than the previous day. The implied volatity was 26.25, the open interest changed by 88 which increased total open position to 428
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 44.8, which was -14.8 lower than the previous day. The implied volatity was 26.80, the open interest changed by 158 which increased total open position to 340
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 60.1, which was -17.6 lower than the previous day. The implied volatity was 26.94, the open interest changed by 94 which increased total open position to 180
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 79.65, which was 9.6 higher than the previous day. The implied volatity was 26.62, the open interest changed by -75 which decreased total open position to 86
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 70.05, which was 9.8 higher than the previous day. The implied volatity was 27.97, the open interest changed by 38 which increased total open position to 162
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 57.7, which was -16.3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 94 which increased total open position to 123
On 17 Nov CDSL was trading at 1631.50. The strike last trading price was 74, which was 5.2 higher than the previous day. The implied volatity was 25.90, the open interest changed by 9 which increased total open position to 30
On 14 Nov CDSL was trading at 1625.80. The strike last trading price was 68.8, which was -3.1 lower than the previous day. The implied volatity was 23.67, the open interest changed by 8 which increased total open position to 21
On 13 Nov CDSL was trading at 1626.30. The strike last trading price was 73.5, which was -2.9 lower than the previous day. The implied volatity was 25.98, the open interest changed by 8 which increased total open position to 12
On 12 Nov CDSL was trading at 1655.30. The strike last trading price was 76.4, which was -61.45 lower than the previous day. The implied volatity was 18.12, 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 137.85, 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 Nov CDSL was trading at 1589.80. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 0.53, 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 137.85, 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 6 Nov CDSL was trading at 1532.90. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 2.92, 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 137.85, 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 3 Nov CDSL was trading at 1593.40. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 0.15, 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 137.85, 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 137.85, 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 137.85, 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 1620 PE | |||||||
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Delta: -0.67
Vega: 1.47
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 1550.60 | 78 | -13.45 | 27.46 | 21 | -11 | 312 |
| 4 Dec | 1536.30 | 91.35 | 2.9 | 27.70 | 28 | -6 | 319 |
| 3 Dec | 1550.50 | 88.45 | 28.7 | 33.80 | 144 | -24 | 326 |
| 2 Dec | 1592.10 | 57.5 | 5.95 | 27.59 | 189 | 24 | 350 |
| 1 Dec | 1604.50 | 52.3 | 7.6 | 27.45 | 919 | -83 | 324 |
| 28 Nov | 1617.20 | 44.7 | 2.6 | 26.31 | 332 | 15 | 407 |
| 27 Nov | 1624.60 | 40.85 | -3.3 | 25.83 | 638 | -1 | 394 |
| 26 Nov | 1619.90 | 43.7 | -30.05 | 25.69 | 967 | 219 | 406 |
| 25 Nov | 1574.10 | 71.55 | 3.85 | 28.52 | 159 | 20 | 189 |
| 24 Nov | 1587.60 | 68.5 | 7.3 | 29.43 | 196 | 59 | 169 |
| 21 Nov | 1610.20 | 60.6 | 13.15 | 30.63 | 162 | 82 | 110 |
| 20 Nov | 1640.10 | 47 | -61.05 | 30.50 | 51 | 25 | 25 |
| 19 Nov | 1622.80 | 108.05 | 0 | 0.99 | 0 | 0 | 0 |
| 18 Nov | 1605.70 | 108.05 | 0 | 0.14 | 0 | 0 | 0 |
| 17 Nov | 1631.50 | 108.05 | 0 | 1.59 | 0 | 0 | 0 |
| 14 Nov | 1625.80 | 108.05 | 0 | 1.36 | 0 | 0 | 0 |
| 13 Nov | 1626.30 | 108.05 | 0 | 1.27 | 0 | 0 | 0 |
| 12 Nov | 1655.30 | 108.05 | 0 | 2.65 | 0 | 0 | 0 |
| 11 Nov | 1600.90 | 108.05 | 0 | 0.10 | 0 | 0 | 0 |
| 10 Nov | 1589.80 | 108.05 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1578.80 | 108.05 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1532.90 | 108.05 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1539.10 | 108.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1593.40 | 108.05 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1587.20 | 108.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1614.70 | 108.05 | 0 | 0.87 | 0 | 0 | 0 |
| 29 Oct | 1616.40 | 108.05 | 0 | 1.01 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1620 expiring on 30DEC2025
Delta for 1620 PE is -0.67
Historical price for 1620 PE is as follows
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 78, which was -13.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by -11 which decreased total open position to 312
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 91.35, which was 2.9 higher than the previous day. The implied volatity was 27.70, the open interest changed by -6 which decreased total open position to 319
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 88.45, which was 28.7 higher than the previous day. The implied volatity was 33.80, the open interest changed by -24 which decreased total open position to 326
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 57.5, which was 5.95 higher than the previous day. The implied volatity was 27.59, the open interest changed by 24 which increased total open position to 350
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 52.3, which was 7.6 higher than the previous day. The implied volatity was 27.45, the open interest changed by -83 which decreased total open position to 324
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 44.7, which was 2.6 higher than the previous day. The implied volatity was 26.31, the open interest changed by 15 which increased total open position to 407
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 40.85, which was -3.3 lower than the previous day. The implied volatity was 25.83, the open interest changed by -1 which decreased total open position to 394
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 43.7, which was -30.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by 219 which increased total open position to 406
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 71.55, which was 3.85 higher than the previous day. The implied volatity was 28.52, the open interest changed by 20 which increased total open position to 189
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 68.5, which was 7.3 higher than the previous day. The implied volatity was 29.43, the open interest changed by 59 which increased total open position to 169
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 60.6, which was 13.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by 82 which increased total open position to 110
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 47, which was -61.05 lower than the previous day. The implied volatity was 30.50, the open interest changed by 25 which increased total open position to 25
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 108.05, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 18 Nov CDSL was trading at 1605.70. The strike last trading price was 108.05, which was 0 lower than the previous day. The implied volatity was 0.14, 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 108.05, which was 0 lower than the previous day. The implied volatity was 1.59, 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 108.05, which was 0 lower than the previous day. The implied volatity was 1.36, 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 108.05, which was 0 lower than the previous day. The implied volatity was 1.27, 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 108.05, which was 0 lower than the previous day. The implied volatity was 2.65, 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 108.05, which was 0 lower than the previous day. The implied volatity was 0.10, 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 108.05, 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 7 Nov CDSL was trading at 1578.80. The strike last trading price was 108.05, 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 6 Nov CDSL was trading at 1532.90. The strike last trading price was 108.05, 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 4 Nov CDSL was trading at 1539.10. The strike last trading price was 108.05, 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 3 Nov CDSL was trading at 1593.40. The strike last trading price was 108.05, 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 31 Oct CDSL was trading at 1587.20. The strike last trading price was 108.05, 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 30 Oct CDSL was trading at 1614.70. The strike last trading price was 108.05, which was 0 lower than the previous day. The implied volatity was 0.87, 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 108.05, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0































































































































































































































