CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.79
Theta: -1.20
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 9.8 | -2.7 | 30.76 | 1,356 | -38 | 1,069 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1545.80 | 7.4 | 0.65 | 27.37 | 164 | 36 | 83 | |||||||||
| 17 Aug | 1559.80 | 61.55 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.21
Historical price for 1660 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 9.8, which was -2.7 lower than the previous day. The implied volatity was 30.76, the open interest changed by -38 which decreased total open position to 1069
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 7.4, which was 0.65 higher than the previous day. The implied volatity was 27.37, the open interest changed by 36 which increased total open position to 83
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 61.55, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.73
Theta: -0.55
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 79.55 | 3.55 | 27.81 | 45 | -2 | 231 |
| 14 Sept | 1545.80 | 114.45 | -2.2 | 33.15 | 19 | 4 | 15 |
| 17 Aug | 1559.80 | 223.9 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.82
Historical price for 1660 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 79.55, which was 3.55 higher than the previous day. The implied volatity was 27.81, the open interest changed by -2 which decreased total open position to 231
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 114.45, which was -2.2 lower than the previous day. The implied volatity was 33.15, the open interest changed by 4 which increased total open position to 15
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 223.9, 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
