CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
28 Sep 2025 10:09 PM IST
| CDSL 28-OCT-2025 1540 CE | ||||||||||||||||
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Delta: 0.33
Vega: 1.59
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1467.70 | 23.65 | -11.85 | 25.69 | 256 | 43 | 255 | |||||||||
| 21 Sept | 1582.00 | 96 | -1.8 | 30.54 | 10 | 10 | 28 | |||||||||
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| 14 Sept | 1545.80 | 67 | 6.5 | 23.47 | 6 | -3 | 35 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1540 expiring on 28OCT2025
Delta for 1540 CE is 0.33
Historical price for 1540 CE is as follows
On 28 Sept CDSL was trading at 1467.70. The strike last trading price was 23.65, which was -11.85 lower than the previous day. The implied volatity was 25.69, the open interest changed by 43 which increased total open position to 255
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 96, which was -1.8 lower than the previous day. The implied volatity was 30.54, the open interest changed by 10 which increased total open position to 28
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 67, which was 6.5 higher than the previous day. The implied volatity was 23.47, the open interest changed by -3 which decreased total open position to 35
| CDSL 28OCT2025 1540 PE | |||||||
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Delta: -0.62
Vega: 1.66
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1467.70 | 90 | 13.85 | 33.56 | 67 | -13 | 83 |
| 21 Sept | 1582.00 | 158.3 | 0 | 3.28 | 0 | 0 | 0 |
| 14 Sept | 1545.80 | 158.3 | 0 | 1.25 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1540 expiring on 28OCT2025
Delta for 1540 PE is -0.62
Historical price for 1540 PE is as follows
On 28 Sept CDSL was trading at 1467.70. The strike last trading price was 90, which was 13.85 higher than the previous day. The implied volatity was 33.56, the open interest changed by -13 which decreased total open position to 83
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 158.3, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 158.3, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
