CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.67
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 140 | -0.15 | 51.38 | 2 | 0 | 125 | |||||||||
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| 14 Sept | 1545.80 | 101 | 13.5 | 23.14 | 18 | -1 | 144 | |||||||||
| 17 Aug | 1559.80 | 137.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.84
Historical price for 1460 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 140, which was -0.15 lower than the previous day. The implied volatity was 51.38, the open interest changed by 0 which decreased total open position to 125
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 101, which was 13.5 higher than the previous day. The implied volatity was 23.14, the open interest changed by -1 which decreased total open position to 144
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 137.25, 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 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.40
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 3.5 | -0.35 | 34.94 | 446 | -32 | 351 |
| 14 Sept | 1545.80 | 9.85 | -5.9 | 31.27 | 530 | -57 | 522 |
| 17 Aug | 1559.80 | 24.3 | 1.05 | 31.70 | 23 | 8 | 39 |
For Central Depo Ser (I) Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.08
Historical price for 1460 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 34.94, the open interest changed by -32 which decreased total open position to 351
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 9.85, which was -5.9 lower than the previous day. The implied volatity was 31.27, the open interest changed by -57 which decreased total open position to 522
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 24.3, which was 1.05 higher than the previous day. The implied volatity was 31.70, the open interest changed by 8 which increased total open position to 39
