CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.44
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1582.00 | 3.7 | -0.8 | 33.28 | 817 | -142 | 496 | |||||||||
| 14 Sept | 1545.80 | 3.3 | 0.05 | 30.07 | 96 | -17 | 104 | |||||||||
| 17 Aug | 1559.80 | 207.75 | 0 | 6.39 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.09
Historical price for 1720 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 3.7, which was -0.8 lower than the previous day. The implied volatity was 33.28, the open interest changed by -142 which decreased total open position to 496
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was 30.07, the open interest changed by -17 which decreased total open position to 104
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 207.75, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.25
Theta: 0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 132.1 | 1.75 | 26.39 | 1 | 1 | 8 |
| 14 Sept | 1545.80 | 171.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1559.80 | 153.4 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is -0.96
Historical price for 1720 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 132.1, which was 1.75 higher than the previous day. The implied volatity was 26.39, the open interest changed by 1 which increased total open position to 8
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 171.35, 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
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 153.4, 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
