CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.56
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 92.5 | -9.5 | 28.96 | 85 | -13 | 408 | |||||||||
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| 14 Sept | 1545.80 | 69 | 9.2 | 24.18 | 266 | -17 | 582 | |||||||||
| 17 Aug | 1559.80 | 102.5 | -3.95 | 24.37 | 4 | 1 | 31 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.88
Historical price for 1500 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 92.5, which was -9.5 lower than the previous day. The implied volatity was 28.96, the open interest changed by -13 which decreased total open position to 408
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 69, which was 9.2 higher than the previous day. The implied volatity was 24.18, the open interest changed by -17 which decreased total open position to 582
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 102.5, which was -3.95 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 31
| CDSL 30SEP2025 1500 PE | |||||||
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Delta: -0.14
Vega: 0.61
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 6.3 | -0.65 | 31.19 | 766 | -74 | 773 |
| 14 Sept | 1545.80 | 18.65 | -8.9 | 30.53 | 1,211 | 68 | 1,124 |
| 17 Aug | 1559.80 | 35.7 | 0.75 | 31.46 | 26 | 7 | 156 |
For Central Depo Ser (I) Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.14
Historical price for 1500 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 6.3, which was -0.65 lower than the previous day. The implied volatity was 31.19, the open interest changed by -74 which decreased total open position to 773
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 18.65, which was -8.9 lower than the previous day. The implied volatity was 30.53, the open interest changed by 68 which increased total open position to 1124
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 35.7, which was 0.75 higher than the previous day. The implied volatity was 31.46, the open interest changed by 7 which increased total open position to 156
