CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.44
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 194.65 | -7.35 | 55.72 | 5 | -1 | 109 | |||||||||
| 14 Sept | 1545.80 | 154.15 | 18.8 | - | 10 | 2 | 121 | |||||||||
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| 17 Aug | 1559.80 | 409.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.91
Historical price for 1400 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 194.65, which was -7.35 lower than the previous day. The implied volatity was 55.72, the open interest changed by -1 which decreased total open position to 109
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 154.15, which was 18.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 121
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 409.5, 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
| CDSL 30SEP2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.23
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 1.8 | -0.1 | 41.92 | 203 | 27 | 560 |
| 14 Sept | 1545.80 | 4.25 | -2.75 | 34.62 | 952 | 12 | 777 |
| 17 Aug | 1559.80 | 12.2 | -8.95 | 31.75 | 117 | 113 | 37 |
For Central Depo Ser (I) Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.04
Historical price for 1400 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 41.92, the open interest changed by 27 which increased total open position to 560
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 4.25, which was -2.75 lower than the previous day. The implied volatity was 34.62, the open interest changed by 12 which increased total open position to 777
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 12.2, which was -8.95 lower than the previous day. The implied volatity was 31.75, the open interest changed by 113 which increased total open position to 37
