CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.21
Theta: -0.39
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 1.45 | -0.1 | 38.96 | 643 | -165 | 557 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1545.80 | 1.7 | 0.35 | 36.23 | 86 | 17 | 564 | |||||||||
| 17 Aug | 1559.80 | 9.2 | -1.4 | 29.32 | 54 | 23 | 202 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.04
Historical price for 1800 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 38.96, the open interest changed by -165 which decreased total open position to 557
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 36.23, the open interest changed by 17 which increased total open position to 564
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 9.2, which was -1.4 lower than the previous day. The implied volatity was 29.32, the open interest changed by 23 which increased total open position to 202
| CDSL 30SEP2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 203 | -0.2 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1545.80 | 250.2 | 4.85 | 51.06 | 4 | -4 | 174 |
| 17 Aug | 1559.80 | 237.6 | 2.6 | 38.58 | 9 | 9 | 12 |
For Central Depo Ser (I) Ltd - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is 0.00
Historical price for 1800 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 203, which was -0.2 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 14 Sept CDSL was trading at 1545.80. The strike last trading price was 250.2, which was 4.85 higher than the previous day. The implied volatity was 51.06, the open interest changed by -4 which decreased total open position to 174
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 237.6, which was 2.6 higher than the previous day. The implied volatity was 38.58, the open interest changed by 9 which increased total open position to 12
