CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.09
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 27.95 | -4.65 | 30.20 | 8,404 | 249 | 3,864 | |||||||||
| 14 Sept | 1545.80 | 18.5 | 2.1 | 25.64 | 2,693 | 26 | 2,194 | |||||||||
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| 17 Aug | 1559.80 | 49.9 | -2.9 | 26.12 | 124 | 8 | 350 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.46
Historical price for 1600 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 27.95, which was -4.65 lower than the previous day. The implied volatity was 30.20, the open interest changed by 249 which increased total open position to 3864
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 18.5, which was 2.1 higher than the previous day. The implied volatity was 25.64, the open interest changed by 26 which increased total open position to 2194
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 49.9, which was -2.9 lower than the previous day. The implied volatity was 26.12, the open interest changed by 8 which increased total open position to 350
| CDSL 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.09
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 38.4 | 1.55 | 29.53 | 1,691 | 14 | 1,521 |
| 14 Sept | 1545.80 | 68.3 | -14.8 | 31.67 | 99 | -17 | 894 |
| 17 Aug | 1559.80 | 80.75 | -1.25 | 31.65 | 11 | 7 | 290 |
For Central Depo Ser (I) Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.54
Historical price for 1600 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 38.4, which was 1.55 higher than the previous day. The implied volatity was 29.53, the open interest changed by 14 which increased total open position to 1521
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 68.3, which was -14.8 lower than the previous day. The implied volatity was 31.67, the open interest changed by -17 which decreased total open position to 894
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 80.75, which was -1.25 lower than the previous day. The implied volatity was 31.65, the open interest changed by 7 which increased total open position to 290
