CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
28 Sep 2025 10:09 PM IST
| CDSL 28-OCT-2025 1840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.28
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1467.70 | 1.7 | -1 | 36.87 | 60 | 6 | 168 | |||||||||
| 21 Sept | 1582.00 | 7.4 | -0.1 | 31.92 | 77 | 24 | 110 | |||||||||
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| 14 Sept | 1545.80 | 5.6 | 1.15 | 30.34 | 12 | 8 | 38 | |||||||||
| 17 Aug | 1559.80 | 46.35 | 0 | 0.00 | 0 | 0 | 1 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1840 expiring on 28OCT2025
Delta for 1840 CE is 0.03
Historical price for 1840 CE is as follows
On 28 Sept CDSL was trading at 1467.70. The strike last trading price was 1.7, which was -1 lower than the previous day. The implied volatity was 36.87, the open interest changed by 6 which increased total open position to 168
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 7.4, which was -0.1 lower than the previous day. The implied volatity was 31.92, the open interest changed by 24 which increased total open position to 110
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 5.6, which was 1.15 higher than the previous day. The implied volatity was 30.34, the open interest changed by 8 which increased total open position to 38
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 46.35, 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 1
| CDSL 28OCT2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1467.70 | 264 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1582.00 | 235.5 | -142.9 | - | 3 | 3 | 2 |
| 14 Sept | 1545.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1559.80 | 0 | 0 | - | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1840 expiring on 28OCT2025
Delta for 1840 PE is 0.00
Historical price for 1840 PE is as follows
On 28 Sept CDSL was trading at 1467.70. The strike last trading price was 264, 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 21 Sept CDSL was trading at 1582.00. The strike last trading price was 235.5, which was -142.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 2
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 0, 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 0, 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
