CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
14 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1160 CE | ||||||||||
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Delta: 0.93
Vega: 0.31
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1205.70 | 60.6 | -1.40 | 17.37 | 42 | 15 | 18 | |||
| 13 Nov | 1205.05 | 62 | -39.40 | 28.96 | 3 | 1 | 3 | |||
| 12 Nov | 1239.75 | 101.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1262.55 | 101.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 1260.70 | 101.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1283.00 | 101.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1304.55 | 101.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 1283.00 | 101.4 | -227.25 | - | 2 | 0 | 0 | |||
| 4 Nov | 1251.25 | 328.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1283.20 | 328.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1272.75 | 328.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1274.50 | 328.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1292.40 | 328.65 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is 0.93
Historical price for 1160 CE is as follows
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 60.6, which was -1.40 lower than the previous day. The implied volatity was 17.37, the open interest changed by 15 which increased total open position to 18
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 62, which was -39.40 lower than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 3
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 101.4, which was 0.00 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 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 101.4, which was 0.00 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 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 101.4, which was 0.00 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 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 101.4, which was 0.00 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 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 101.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 101.4, which was -227.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 328.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 328.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 328.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CHOLAFIN was trading at 1274.50. The strike last trading price was 328.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CHOLAFIN was trading at 1292.40. The strike last trading price was 328.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.64
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1205.70 | 7.55 | -2.65 | 29.89 | 624 | 39 | 342 |
| 13 Nov | 1205.05 | 10.2 | 5.45 | 30.83 | 1,102 | 138 | 303 |
| 12 Nov | 1239.75 | 4.75 | 0.90 | 29.76 | 391 | 30 | 168 |
| 11 Nov | 1262.55 | 3.85 | -0.85 | 32.52 | 81 | 12 | 138 |
| 8 Nov | 1260.70 | 4.7 | 1.20 | 30.89 | 75 | 10 | 125 |
| 7 Nov | 1283.00 | 3.5 | -0.15 | 31.97 | 264 | 18 | 115 |
| 6 Nov | 1304.55 | 3.65 | -2.40 | 35.21 | 213 | 1 | 96 |
| 5 Nov | 1283.00 | 6.05 | -4.15 | 34.08 | 727 | 37 | 94 |
| 4 Nov | 1251.25 | 10.2 | 2.70 | 34.36 | 183 | 41 | 56 |
| 1 Nov | 1283.20 | 7.5 | -2.70 | 35.60 | 3 | -1 | 15 |
| 31 Oct | 1272.75 | 10.2 | -2.00 | - | 40 | 16 | 16 |
| 30 Oct | 1274.50 | 12.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1292.40 | 12.2 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -0.19
Historical price for 1160 PE is as follows
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 7.55, which was -2.65 lower than the previous day. The implied volatity was 29.89, the open interest changed by 39 which increased total open position to 342
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 10.2, which was 5.45 higher than the previous day. The implied volatity was 30.83, the open interest changed by 138 which increased total open position to 303
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 4.75, which was 0.90 higher than the previous day. The implied volatity was 29.76, the open interest changed by 30 which increased total open position to 168
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 3.85, which was -0.85 lower than the previous day. The implied volatity was 32.52, the open interest changed by 12 which increased total open position to 138
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 4.7, which was 1.20 higher than the previous day. The implied volatity was 30.89, the open interest changed by 10 which increased total open position to 125
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 31.97, the open interest changed by 18 which increased total open position to 115
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 3.65, which was -2.40 lower than the previous day. The implied volatity was 35.21, the open interest changed by 1 which increased total open position to 96
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 6.05, which was -4.15 lower than the previous day. The implied volatity was 34.08, the open interest changed by 37 which increased total open position to 94
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 10.2, which was 2.70 higher than the previous day. The implied volatity was 34.36, the open interest changed by 41 which increased total open position to 56
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 7.5, which was -2.70 lower than the previous day. The implied volatity was 35.60, the open interest changed by -1 which decreased total open position to 15
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 10.2, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CHOLAFIN was trading at 1274.50. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CHOLAFIN was trading at 1292.40. The strike last trading price was 12.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
