CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.92
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 62.9 | -6.5 | 31.39 | 320 | 17 | 612 | |||||||||
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| 14 Sept | 1545.80 | 43.8 | 6.25 | 25.12 | 1,775 | -104 | 856 | |||||||||
| 17 Aug | 1559.80 | 77.95 | -6.55 | 25.05 | 7 | 4 | 16 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.72
Historical price for 1540 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 62.9, which was -6.5 lower than the previous day. The implied volatity was 31.39, the open interest changed by 17 which increased total open position to 612
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 43.8, which was 6.25 higher than the previous day. The implied volatity was 25.12, the open interest changed by -104 which decreased total open position to 856
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 77.95, which was -6.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by 4 which increased total open position to 16
| CDSL 30SEP2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.90
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 13.3 | -0.45 | 29.24 | 822 | -94 | 680 |
| 14 Sept | 1545.80 | 33.3 | -11.65 | 30.40 | 1,314 | 64 | 740 |
| 17 Aug | 1559.80 | 50.8 | 1.45 | 31.42 | 4 | -1 | 16 |
For Central Depo Ser (I) Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.27
Historical price for 1540 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 13.3, which was -0.45 lower than the previous day. The implied volatity was 29.24, the open interest changed by -94 which decreased total open position to 680
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 33.3, which was -11.65 lower than the previous day. The implied volatity was 30.40, the open interest changed by 64 which increased total open position to 740
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 50.8, which was 1.45 higher than the previous day. The implied volatity was 31.42, the open interest changed by -1 which decreased total open position to 16
