CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 195.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1545.80 | 195.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.00
Historical price for 1320 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 195.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 195.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.11
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 0.85 | -0.05 | 51.08 | 1 | 0 | 131 |
| 14 Sept | 1545.80 | 1.8 | -0.85 | 40.35 | 7 | 0 | 165 |
For Central Depo Ser (I) Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.02
Historical price for 1320 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 51.08, the open interest changed by 0 which decreased total open position to 131
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 40.35, the open interest changed by 0 which decreased total open position to 165
