CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.93
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 14.3 | -3.1 | 30.41 | 1,850 | -46 | 1,037 | |||||||||
| 14 Sept | 1545.80 | 10.1 | 1.15 | 26.78 | 553 | -81 | 908 | |||||||||
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| 17 Aug | 1559.80 | 249.6 | 0 | 2.92 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.28
Historical price for 1640 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 14.3, which was -3.1 lower than the previous day. The implied volatity was 30.41, the open interest changed by -46 which decreased total open position to 1037
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 10.1, which was 1.15 higher than the previous day. The implied volatity was 26.78, the open interest changed by -81 which decreased total open position to 908
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 249.6, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.93
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 65 | 3.8 | 30.01 | 77 | 7 | 128 |
| 14 Sept | 1545.80 | 98.05 | -16.45 | 32.59 | 16 | -4 | 46 |
| 17 Aug | 1559.80 | 107.8 | -15.6 | 32.81 | 3 | 3 | 8 |
For Central Depo Ser (I) Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.72
Historical price for 1640 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 65, which was 3.8 higher than the previous day. The implied volatity was 30.01, the open interest changed by 7 which increased total open position to 128
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 98.05, which was -16.45 lower than the previous day. The implied volatity was 32.59, the open interest changed by -4 which decreased total open position to 46
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 107.8, which was -15.6 lower than the previous day. The implied volatity was 32.81, the open interest changed by 3 which increased total open position to 8
