CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1420 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 | 152.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1545.80 | 136.65 | 18.95 | - | 9 | 3 | 44 | |||||||||
| 17 Aug | 1559.80 | 158.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.00
Historical price for 1420 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 152.85, 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 136.65, which was 18.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 44
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 158.4, 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 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.28
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 2.3 | -0.1 | 39.76 | 59 | -13 | 368 |
| 14 Sept | 1545.80 | 5.45 | -3.65 | 33.18 | 278 | -3 | 265 |
| 17 Aug | 1559.80 | 83.2 | 0 | 7.88 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -0.05
Historical price for 1420 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 2.3, which was -0.1 lower than the previous day. The implied volatity was 39.76, the open interest changed by -13 which decreased total open position to 368
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 5.45, which was -3.65 lower than the previous day. The implied volatity was 33.18, the open interest changed by -3 which decreased total open position to 265
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 83.2, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
