CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.53
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1582.00 | 114 | -6.85 | 34.96 | 12 | 1 | 175 | |||||||||
| 14 Sept | 1545.80 | 83.15 | 11.15 | 22.32 | 31 | 0 | 223 | |||||||||
| 17 Aug | 1559.80 | 350.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.88
Historical price for 1480 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 114, which was -6.85 lower than the previous day. The implied volatity was 34.96, the open interest changed by 1 which increased total open position to 175
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 83.15, which was 11.15 higher than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 223
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 350.7, 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 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.50
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 4.65 | -0.4 | 33.22 | 963 | -13 | 290 |
| 14 Sept | 1545.80 | 13.55 | -7.65 | 30.75 | 478 | -41 | 393 |
| 17 Aug | 1559.80 | 29.4 | 0.4 | 31.47 | 3 | 2 | 43 |
For Central Depo Ser (I) Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.10
Historical price for 1480 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 4.65, which was -0.4 lower than the previous day. The implied volatity was 33.22, the open interest changed by -13 which decreased total open position to 290
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 13.55, which was -7.65 lower than the previous day. The implied volatity was 30.75, the open interest changed by -41 which decreased total open position to 393
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 29.4, which was 0.4 higher than the previous day. The implied volatity was 31.47, the open interest changed by 2 which increased total open position to 43
