CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.55
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 5.1 | -1.2 | 32.55 | 2,398 | -81 | 1,732 | |||||||||
| 14 Sept | 1545.80 | 4.55 | 0.45 | 29.62 | 1,318 | 485 | 1,571 | |||||||||
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| 17 Aug | 1559.80 | 21 | -0.95 | 27.20 | 48 | 41 | 38 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.12
Historical price for 1700 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 5.1, which was -1.2 lower than the previous day. The implied volatity was 32.55, the open interest changed by -81 which decreased total open position to 1732
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 4.55, which was 0.45 higher than the previous day. The implied volatity was 29.62, the open interest changed by 485 which increased total open position to 1571
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 21, which was -0.95 lower than the previous day. The implied volatity was 27.20, the open interest changed by 41 which increased total open position to 38
| CDSL 30SEP2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.50
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 116 | 7.2 | 30.66 | 31 | -19 | 148 |
| 14 Sept | 1545.80 | 153.55 | -22.45 | 39.52 | 32 | -6 | 261 |
| 17 Aug | 1559.80 | 150 | 0 | 0.00 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is -0.90
Historical price for 1700 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 116, which was 7.2 higher than the previous day. The implied volatity was 30.66, the open interest changed by -19 which decreased total open position to 148
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 153.55, which was -22.45 lower than the previous day. The implied volatity was 39.52, the open interest changed by -6 which decreased total open position to 261
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 150, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
