CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
12 Dec 2025 04:13 PM IST
| CDSL 30-DEC-2025 1720 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.42
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1526.50 | 2.95 | -0.75 | 32.85 | 67 | -22 | 486 | |||||||||
| 11 Dec | 1522.70 | 3.4 | 0.8 | 33.89 | 146 | 15 | 508 | |||||||||
| 10 Dec | 1479.30 | 2.55 | -1.4 | 36.96 | 138 | -32 | 503 | |||||||||
| 9 Dec | 1517.20 | 4 | -0.45 | 33.33 | 248 | 9 | 534 | |||||||||
| 8 Dec | 1520.90 | 4.5 | -1.05 | 33.59 | 307 | -32 | 526 | |||||||||
| 5 Dec | 1550.60 | 5.9 | 0.75 | 28.49 | 119 | 16 | 555 | |||||||||
| 4 Dec | 1536.30 | 5.05 | -1.55 | 29.21 | 167 | 12 | 539 | |||||||||
| 3 Dec | 1550.50 | 6.95 | -5.35 | 28.47 | 431 | 126 | 524 | |||||||||
| 2 Dec | 1592.10 | 12.05 | -3.2 | 27.47 | 328 | -29 | 404 | |||||||||
| 1 Dec | 1604.50 | 14.9 | -3.35 | 27.46 | 524 | 9 | 434 | |||||||||
| 28 Nov | 1617.20 | 18.05 | -1.85 | 25.79 | 227 | -57 | 425 | |||||||||
| 27 Nov | 1624.60 | 20.15 | 0.8 | 25.15 | 636 | 173 | 485 | |||||||||
| 26 Nov | 1619.90 | 19.1 | 6.15 | 24.98 | 493 | 103 | 309 | |||||||||
| 25 Nov | 1574.10 | 13 | -2.95 | 27.04 | 266 | -2 | 204 | |||||||||
| 24 Nov | 1587.60 | 15.15 | -9.1 | 26.72 | 247 | 115 | 204 | |||||||||
| 21 Nov | 1610.20 | 24.4 | -11.35 | 27.49 | 61 | 7 | 90 | |||||||||
| 20 Nov | 1640.10 | 36 | -22.5 | 27.51 | 208 | 83 | 83 | |||||||||
| 19 Nov | 1622.80 | 58.5 | 0 | 4.01 | 0 | 0 | 0 | |||||||||
| 18 Nov | 1605.70 | 58.5 | 0 | 4.77 | 0 | 0 | 0 | |||||||||
| 17 Nov | 1631.50 | 58.5 | 0 | 3.34 | 0 | 0 | 0 | |||||||||
| 14 Nov | 1625.80 | 58.5 | 0 | 3.40 | 0 | 0 | 0 | |||||||||
| 23 Oct | 1600.30 | 58.5 | 0 | 3.20 | 0 | 0 | 0 | |||||||||
| 21 Oct | 1604.00 | 58.5 | 0 | 3.15 | 0 | 0 | 0 | |||||||||
| 16 Oct | 1620.30 | 58.5 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 15 Oct | 1622.00 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1606.50 | 58.5 | 0 | 2.80 | 0 | 0 | 0 | |||||||||
| 13 Oct | 1619.40 | 58.5 | 0 | 2.10 | 0 | 0 | 0 | |||||||||
| 10 Oct | 1605.30 | 58.5 | 0 | 2.53 | 0 | 0 | 0 | |||||||||
| 9 Oct | 1558.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Oct | 1539.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1562.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1524.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1720 expiring on 30DEC2025
Delta for 1720 CE is 0.06
Historical price for 1720 CE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 2.95, which was -0.75 lower than the previous day. The implied volatity was 32.85, the open interest changed by -22 which decreased total open position to 486
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 3.4, which was 0.8 higher than the previous day. The implied volatity was 33.89, the open interest changed by 15 which increased total open position to 508
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 2.55, which was -1.4 lower than the previous day. The implied volatity was 36.96, the open interest changed by -32 which decreased total open position to 503
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 33.33, the open interest changed by 9 which increased total open position to 534
On 8 Dec CDSL was trading at 1520.90. The strike last trading price was 4.5, which was -1.05 lower than the previous day. The implied volatity was 33.59, the open interest changed by -32 which decreased total open position to 526
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 5.9, which was 0.75 higher than the previous day. The implied volatity was 28.49, the open interest changed by 16 which increased total open position to 555
On 4 Dec CDSL was trading at 1536.30. The strike last trading price was 5.05, which was -1.55 lower than the previous day. The implied volatity was 29.21, the open interest changed by 12 which increased total open position to 539
On 3 Dec CDSL was trading at 1550.50. The strike last trading price was 6.95, which was -5.35 lower than the previous day. The implied volatity was 28.47, the open interest changed by 126 which increased total open position to 524
On 2 Dec CDSL was trading at 1592.10. The strike last trading price was 12.05, which was -3.2 lower than the previous day. The implied volatity was 27.47, the open interest changed by -29 which decreased total open position to 404
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 14.9, which was -3.35 lower than the previous day. The implied volatity was 27.46, the open interest changed by 9 which increased total open position to 434
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 18.05, which was -1.85 lower than the previous day. The implied volatity was 25.79, the open interest changed by -57 which decreased total open position to 425
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 20.15, which was 0.8 higher than the previous day. The implied volatity was 25.15, the open interest changed by 173 which increased total open position to 485
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 19.1, which was 6.15 higher than the previous day. The implied volatity was 24.98, the open interest changed by 103 which increased total open position to 309
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 13, which was -2.95 lower than the previous day. The implied volatity was 27.04, the open interest changed by -2 which decreased total open position to 204
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 15.15, which was -9.1 lower than the previous day. The implied volatity was 26.72, the open interest changed by 115 which increased total open position to 204
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 24.4, which was -11.35 lower than the previous day. The implied volatity was 27.49, the open interest changed by 7 which increased total open position to 90
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 36, which was -22.5 lower than the previous day. The implied volatity was 27.51, the open interest changed by 83 which increased total open position to 83
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 4.01, 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 58.5, which was 0 lower than the previous day. The implied volatity was 4.77, 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 58.5, which was 0 lower than the previous day. The implied volatity was 3.34, 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 58.5, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
On 23 Oct CDSL was trading at 1600.30. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 21 Oct CDSL was trading at 1604.00. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 16 Oct CDSL was trading at 1620.30. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 15 Oct CDSL was trading at 1622.00. The strike last trading price was 58.5, 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 14 Oct CDSL was trading at 1606.50. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 13 Oct CDSL was trading at 1619.40. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
On 10 Oct CDSL was trading at 1605.30. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 9 Oct CDSL was trading at 1558.60. The strike last trading price was 0, 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 8 Oct CDSL was trading at 1539.70. The strike last trading price was 0, 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 Oct CDSL was trading at 1562.80. The strike last trading price was 0, 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 Oct CDSL was trading at 1524.90. The strike last trading price was 0, 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 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.62
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1526.50 | 194.2 | 75.55 | 40.37 | 2 | 0 | 54 |
| 11 Dec | 1522.70 | 118.6 | 2.5 | - | 0 | 0 | 54 |
| 10 Dec | 1479.30 | 118.6 | 2.5 | - | 0 | 0 | 54 |
| 9 Dec | 1517.20 | 118.6 | 2.5 | - | 0 | 0 | 0 |
| 8 Dec | 1520.90 | 118.6 | 2.5 | - | 0 | 0 | 54 |
| 5 Dec | 1550.60 | 118.6 | 2.5 | - | 0 | 0 | 0 |
| 4 Dec | 1536.30 | 118.6 | 2.5 | - | 0 | 0 | 0 |
| 3 Dec | 1550.50 | 118.6 | 2.5 | - | 0 | 0 | 0 |
| 2 Dec | 1592.10 | 118.6 | 2.5 | - | 0 | 3 | 0 |
| 1 Dec | 1604.50 | 118.6 | 2.5 | 26.71 | 4 | 2 | 53 |
| 28 Nov | 1617.20 | 116.1 | 5.25 | - | 0 | 25 | 0 |
| 27 Nov | 1624.60 | 116.1 | 5.25 | 34.67 | 56 | 24 | 50 |
| 26 Nov | 1619.90 | 110.85 | -33.15 | 29.28 | 9 | 0 | 29 |
| 25 Nov | 1574.10 | 144 | 7 | 29.41 | 4 | 3 | 28 |
| 24 Nov | 1587.60 | 137 | 21.35 | 29.77 | 10 | 7 | 24 |
| 21 Nov | 1610.20 | 115.65 | 17.3 | 27.22 | 1 | 0 | 16 |
| 20 Nov | 1640.10 | 98.35 | -9.65 | 29.50 | 27 | 14 | 15 |
| 19 Nov | 1622.80 | 108 | -185.85 | 26.81 | 1 | 0 | 0 |
| 18 Nov | 1605.70 | 293.85 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1631.50 | 293.85 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1625.80 | 293.85 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 1600.30 | 293.85 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 1604.00 | 293.85 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1620.30 | 293.85 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 1622.00 | 293.85 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1606.50 | 293.85 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1619.40 | 293.85 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1605.30 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1558.60 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 1539.70 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1562.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1524.90 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1720 expiring on 30DEC2025
Delta for 1720 PE is -0.89
Historical price for 1720 PE is as follows
On 12 Dec CDSL was trading at 1526.50. The strike last trading price was 194.2, which was 75.55 higher than the previous day. The implied volatity was 40.37, the open interest changed by 0 which decreased total open position to 54
On 11 Dec CDSL was trading at 1522.70. The strike last trading price was 118.6, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 10 Dec CDSL was trading at 1479.30. The strike last trading price was 118.6, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 9 Dec CDSL was trading at 1517.20. The strike last trading price was 118.6, which was 2.5 higher than the previous day. The implied volatity was -, 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 118.6, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 5 Dec CDSL was trading at 1550.60. The strike last trading price was 118.6, which was 2.5 higher 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 118.6, which was 2.5 higher 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 118.6, which was 2.5 higher 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 118.6, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 1 Dec CDSL was trading at 1604.50. The strike last trading price was 118.6, which was 2.5 higher than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 53
On 28 Nov CDSL was trading at 1617.20. The strike last trading price was 116.1, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 27 Nov CDSL was trading at 1624.60. The strike last trading price was 116.1, which was 5.25 higher than the previous day. The implied volatity was 34.67, the open interest changed by 24 which increased total open position to 50
On 26 Nov CDSL was trading at 1619.90. The strike last trading price was 110.85, which was -33.15 lower than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 29
On 25 Nov CDSL was trading at 1574.10. The strike last trading price was 144, which was 7 higher than the previous day. The implied volatity was 29.41, the open interest changed by 3 which increased total open position to 28
On 24 Nov CDSL was trading at 1587.60. The strike last trading price was 137, which was 21.35 higher than the previous day. The implied volatity was 29.77, the open interest changed by 7 which increased total open position to 24
On 21 Nov CDSL was trading at 1610.20. The strike last trading price was 115.65, which was 17.3 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 16
On 20 Nov CDSL was trading at 1640.10. The strike last trading price was 98.35, which was -9.65 lower than the previous day. The implied volatity was 29.50, the open interest changed by 14 which increased total open position to 15
On 19 Nov CDSL was trading at 1622.80. The strike last trading price was 108, which was -185.85 lower than the previous day. The implied volatity was 26.81, 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 293.85, 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 17 Nov CDSL was trading at 1631.50. The strike last trading price was 293.85, 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 14 Nov CDSL was trading at 1625.80. The strike last trading price was 293.85, 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 23 Oct CDSL was trading at 1600.30. The strike last trading price was 293.85, 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 21 Oct CDSL was trading at 1604.00. The strike last trading price was 293.85, 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 16 Oct CDSL was trading at 1620.30. The strike last trading price was 293.85, 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 15 Oct CDSL was trading at 1622.00. The strike last trading price was 293.85, 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 14 Oct CDSL was trading at 1606.50. The strike last trading price was 293.85, 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 13 Oct CDSL was trading at 1619.40. The strike last trading price was 293.85, 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 Oct CDSL was trading at 1605.30. The strike last trading price was 0, 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 9 Oct CDSL was trading at 1558.60. The strike last trading price was 0, 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 8 Oct CDSL was trading at 1539.70. The strike last trading price was 0, 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 Oct CDSL was trading at 1562.80. The strike last trading price was 0, 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 Oct CDSL was trading at 1524.90. The strike last trading price was 0, 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































































































































































































































