CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.09
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 148.65 | -11.2 | 25.61 | 5 | -1 | 108 | |||||||||
| 14 Sept | 1545.80 | 117.5 | 14.5 | 17.21 | 7 | 0 | 161 | |||||||||
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| 17 Aug | 1559.80 | 379.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.99
Historical price for 1440 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 148.65, which was -11.2 lower than the previous day. The implied volatity was 25.61, the open interest changed by -1 which decreased total open position to 108
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 117.5, which was 14.5 higher than the previous day. The implied volatity was 17.21, the open interest changed by 0 which decreased total open position to 161
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 379.4, 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.33
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 2.8 | -0.2 | 37.48 | 475 | -14 | 402 |
| 14 Sept | 1545.80 | 7.4 | -4.6 | 32.29 | 515 | -127 | 311 |
| 17 Aug | 1559.80 | 49.55 | 0 | 6.95 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.06
Historical price for 1440 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 37.48, the open interest changed by -14 which decreased total open position to 402
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 7.4, which was -4.6 lower than the previous day. The implied volatity was 32.29, the open interest changed by -127 which decreased total open position to 311
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 49.55, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
