CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 1.01
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 47.1 | -8.15 | 28.19 | 720 | -28 | 688 | |||||||||
| 14 Sept | 1545.80 | 33 | 4.1 | 24.85 | 2,130 | -22 | 1,199 | |||||||||
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| 17 Aug | 1559.80 | 297.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.65
Historical price for 1560 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 47.1, which was -8.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by -28 which decreased total open position to 688
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 33, which was 4.1 higher than the previous day. The implied volatity was 24.85, the open interest changed by -22 which decreased total open position to 1199
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 297.2, 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 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 1.02
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 18.85 | -0.85 | 28.63 | 1,049 | 38 | 708 |
| 14 Sept | 1545.80 | 42 | -14.05 | 29.71 | 914 | -261 | 435 |
| 17 Aug | 1559.80 | 59 | 3.1 | 31.09 | 4 | 3 | 10 |
For Central Depo Ser (I) Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.35
Historical price for 1560 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 18.85, which was -0.85 lower than the previous day. The implied volatity was 28.63, the open interest changed by 38 which increased total open position to 708
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 42, which was -14.05 lower than the previous day. The implied volatity was 29.71, the open interest changed by -261 which decreased total open position to 435
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 59, which was 3.1 higher than the previous day. The implied volatity was 31.09, the open interest changed by 3 which increased total open position to 10
