CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.56
Theta: -1.50
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1204.90 | 38.5 | -30.65 | 31.68 | 2 | 0 | 15 | |||
| 20 Nov | 1236.00 | 69.15 | 0.00 | 53.37 | 45 | -1 | 15 | |||
| 19 Nov | 1236.00 | 69.15 | -1.35 | 53.37 | 45 | -1 | 15 | |||
| 18 Nov | 1242.80 | 70.5 | 26.40 | 35.54 | 22 | -3 | 15 | |||
| 14 Nov | 1205.70 | 44.1 | -0.90 | 19.17 | 115 | 9 | 18 | |||
| 13 Nov | 1205.05 | 45 | -25.70 | 25.88 | 8 | 3 | 7 | |||
| 12 Nov | 1239.75 | 70.7 | -48.95 | 26.37 | 6 | 1 | 3 | |||
| 11 Nov | 1262.55 | 119.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1260.70 | 119.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1283.00 | 119.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 1304.55 | 119.65 | 0.90 | - | 1 | 0 | 3 | |||
| 5 Nov | 1283.00 | 118.75 | 23.25 | 42.60 | 4 | 3 | 4 | |||
|
|
||||||||||
| 4 Nov | 1251.25 | 95.5 | -382.20 | 37.83 | 1 | 0 | 0 | |||
| 1 Nov | 1283.20 | 477.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1272.75 | 477.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1274.50 | 477.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1292.40 | 477.7 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1180 expiring on 28NOV2024
Delta for 1180 CE is 0.72
Historical price for 1180 CE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 38.5, which was -30.65 lower than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 15
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 53.37, the open interest changed by -1 which decreased total open position to 15
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 69.15, which was -1.35 lower than the previous day. The implied volatity was 53.37, the open interest changed by -1 which decreased total open position to 15
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 70.5, which was 26.40 higher than the previous day. The implied volatity was 35.54, the open interest changed by -3 which decreased total open position to 15
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 44.1, which was -0.90 lower than the previous day. The implied volatity was 19.17, the open interest changed by 9 which increased total open position to 18
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 45, which was -25.70 lower than the previous day. The implied volatity was 25.88, the open interest changed by 3 which increased total open position to 7
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 70.7, which was -48.95 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1 which increased total open position to 3
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 119.65, 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 119.65, 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 119.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 119.65, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 118.75, which was 23.25 higher than the previous day. The implied volatity was 42.60, the open interest changed by 3 which increased total open position to 4
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 95.5, which was -382.20 lower than the previous day. The implied volatity was 37.83, 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 477.7, 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 477.7, 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 477.7, 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 477.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.57
Theta: -1.27
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1204.90 | 10.5 | 3.40 | 33.46 | 1,175 | -5 | 165 |
| 20 Nov | 1236.00 | 7.1 | 0.00 | 31.90 | 737 | 8 | 171 |
| 19 Nov | 1236.00 | 7.1 | 1.55 | 31.90 | 737 | 9 | 171 |
| 18 Nov | 1242.80 | 5.55 | -6.45 | 32.20 | 734 | 39 | 162 |
| 14 Nov | 1205.70 | 12 | -3.05 | 29.24 | 981 | -53 | 116 |
| 13 Nov | 1205.05 | 15.05 | 7.35 | 29.74 | 603 | 12 | 169 |
| 12 Nov | 1239.75 | 7.7 | 1.80 | 29.20 | 423 | 59 | 168 |
| 11 Nov | 1262.55 | 5.9 | -0.50 | 31.71 | 95 | 5 | 110 |
| 8 Nov | 1260.70 | 6.4 | 0.75 | 29.18 | 212 | 20 | 105 |
| 7 Nov | 1283.00 | 5.65 | 0.85 | 31.97 | 258 | -2 | 86 |
| 6 Nov | 1304.55 | 4.8 | -3.15 | 33.70 | 267 | 5 | 84 |
| 5 Nov | 1283.00 | 7.95 | -5.50 | 32.61 | 489 | 43 | 81 |
| 4 Nov | 1251.25 | 13.45 | 4.50 | 33.21 | 126 | 15 | 38 |
| 1 Nov | 1283.20 | 8.95 | -3.90 | 33.49 | 1 | 0 | 24 |
| 31 Oct | 1272.75 | 12.85 | 11.70 | - | 39 | 24 | 24 |
| 30 Oct | 1274.50 | 1.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1292.40 | 1.15 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1180 expiring on 28NOV2024
Delta for 1180 PE is -0.29
Historical price for 1180 PE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 10.5, which was 3.40 higher than the previous day. The implied volatity was 33.46, the open interest changed by -5 which decreased total open position to 165
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 31.90, the open interest changed by 8 which increased total open position to 171
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 7.1, which was 1.55 higher than the previous day. The implied volatity was 31.90, the open interest changed by 9 which increased total open position to 171
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 5.55, which was -6.45 lower than the previous day. The implied volatity was 32.20, the open interest changed by 39 which increased total open position to 162
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 12, which was -3.05 lower than the previous day. The implied volatity was 29.24, the open interest changed by -53 which decreased total open position to 116
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 15.05, which was 7.35 higher than the previous day. The implied volatity was 29.74, the open interest changed by 12 which increased total open position to 169
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 7.7, which was 1.80 higher than the previous day. The implied volatity was 29.20, the open interest changed by 59 which increased total open position to 168
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 5.9, which was -0.50 lower than the previous day. The implied volatity was 31.71, the open interest changed by 5 which increased total open position to 110
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 6.4, which was 0.75 higher than the previous day. The implied volatity was 29.18, the open interest changed by 20 which increased total open position to 105
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 5.65, which was 0.85 higher than the previous day. The implied volatity was 31.97, the open interest changed by -2 which decreased total open position to 86
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 4.8, which was -3.15 lower than the previous day. The implied volatity was 33.70, the open interest changed by 5 which increased total open position to 84
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 7.95, which was -5.50 lower than the previous day. The implied volatity was 32.61, the open interest changed by 43 which increased total open position to 81
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 13.45, which was 4.50 higher than the previous day. The implied volatity was 33.21, the open interest changed by 15 which increased total open position to 38
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 8.95, which was -3.90 lower than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 24
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 12.85, which was 11.70 higher 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 1.15, 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 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
