CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.79
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 79.35 | -5.9 | 32.47 | 21 | -4 | 272 | |||||||||
| 14 Sept | 1545.80 | 55.2 | 7.1 | 24.44 | 510 | -28 | 335 | |||||||||
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| 17 Aug | 1559.80 | 323.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.79
Historical price for 1520 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 79.35, which was -5.9 lower than the previous day. The implied volatity was 32.47, the open interest changed by -4 which decreased total open position to 272
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 55.2, which was 7.1 higher than the previous day. The implied volatity was 24.44, the open interest changed by -28 which decreased total open position to 335
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 323.25, 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 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.75
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 9.05 | -0.6 | 30.23 | 798 | 111 | 750 |
| 14 Sept | 1545.80 | 24.65 | -10.9 | 29.99 | 978 | 25 | 441 |
| 17 Aug | 1559.80 | 50 | 0 | 0.00 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.19
Historical price for 1520 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 9.05, which was -0.6 lower than the previous day. The implied volatity was 30.23, the open interest changed by 111 which increased total open position to 750
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 24.65, which was -10.9 lower than the previous day. The implied volatity was 29.99, the open interest changed by 25 which increased total open position to 441
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 50, 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
