CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 28OCT2025 1600 CE | ||||||||||||||||
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Delta: 0.52
Vega: 2.06
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 58.5 | -2.65 | 28.35 | 362 | 40 | 641 | |||||||||
| 14 Sept | 1545.80 | 40.05 | 3.5 | 24.24 | 101 | 14 | 197 | |||||||||
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| 17 Aug | 1559.80 | 0 | 0 | 0.39 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1600 expiring on 28OCT2025
Delta for 1600 CE is 0.52
Historical price for 1600 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 58.5, which was -2.65 lower than the previous day. The implied volatity was 28.35, the open interest changed by 40 which increased total open position to 641
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 40.05, which was 3.5 higher than the previous day. The implied volatity was 24.24, the open interest changed by 14 which increased total open position to 197
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
| CDSL 28OCT2025 1600 PE | |||||||
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Delta: -0.48
Vega: 2.06
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 62.5 | 1.8 | 30.29 | 92 | 42 | 424 |
| 14 Sept | 1545.80 | 88 | -11.5 | 32.52 | 20 | 4 | 226 |
| 17 Aug | 1559.80 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1600 expiring on 28OCT2025
Delta for 1600 PE is -0.48
Historical price for 1600 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 62.5, which was 1.8 higher than the previous day. The implied volatity was 30.29, the open interest changed by 42 which increased total open position to 424
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 88, which was -11.5 lower than the previous day. The implied volatity was 32.52, the open interest changed by 4 which increased total open position to 226
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 0, 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
