CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
17 Aug 2025 12:58 AM IST
| CDSL 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.47
Vega: 2.23
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.47
Historical price for 1600 CE is as follows
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: -0.52
Vega: 2.23
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.52
Historical price for 1600 PE is as follows
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
