CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1680 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.66
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 6.9 | -1.9 | 31.16 | 748 | -25 | 840 | |||||||||
| 14 Sept | 1545.80 | 5.65 | 0.55 | 28.32 | 493 | 62 | 535 | |||||||||
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| 17 Aug | 1559.80 | 228 | 0 | 4.71 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.16
Historical price for 1680 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 6.9, which was -1.9 lower than the previous day. The implied volatity was 31.16, the open interest changed by -25 which decreased total open position to 840
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 28.32, the open interest changed by 62 which increased total open position to 535
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 228, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1680 PE | |||||||
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Delta: -0.85
Vega: 0.63
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 97 | 4.15 | 29.85 | 3 | 1 | 18 |
| 14 Sept | 1545.80 | 135 | -14.7 | 37.50 | 6 | -2 | 28 |
| 17 Aug | 1559.80 | 152.85 | -0.05 | 0.00 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -0.85
Historical price for 1680 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 97, which was 4.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 1 which increased total open position to 18
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 135, which was -14.7 lower than the previous day. The implied volatity was 37.50, the open interest changed by -2 which decreased total open position to 28
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 152.85, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
