CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1340 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 | |||||||||
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| 21 Sept | 1582.00 | 220 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1545.80 | 220 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.00
Historical price for 1340 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 220, 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 220, 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.12
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 | -0.2 | 47.33 | 5 | 0 | 182 |
| 14 Sept | 1545.80 | 2.05 | -1.35 | 38.92 | 104 | -5 | 241 |
For Central Depo Ser (I) Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.02
Historical price for 1340 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 47.33, the open interest changed by 0 which decreased total open position to 182
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 2.05, which was -1.35 lower than the previous day. The implied volatity was 38.92, the open interest changed by -5 which decreased total open position to 241
