CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 1.03
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1582.00 | 20.2 | -4 | 30.59 | 3,295 | -45 | 2,171 | |||||||||
| 14 Sept | 1545.80 | 13.8 | 1.75 | 26.28 | 600 | 7 | 505 | |||||||||
| 17 Aug | 1559.80 | 73.05 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.36
Historical price for 1620 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 20.2, which was -4 lower than the previous day. The implied volatity was 30.59, the open interest changed by -45 which decreased total open position to 2171
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 13.8, which was 1.75 higher than the previous day. The implied volatity was 26.28, the open interest changed by 7 which increased total open position to 505
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 1.02
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 50.85 | 2.55 | 29.15 | 373 | -16 | 347 |
| 14 Sept | 1545.80 | 81.3 | -15.5 | 31.01 | 21 | -3 | 21 |
| 17 Aug | 1559.80 | 195.8 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.64
Historical price for 1620 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 50.85, which was 2.55 higher than the previous day. The implied volatity was 29.15, the open interest changed by -16 which decreased total open position to 347
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 81.3, which was -15.5 lower than the previous day. The implied volatity was 31.01, the open interest changed by -3 which decreased total open position to 21
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 195.8, 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
