CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
14 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.87
Theta: -0.88
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1205.70 | 31.5 | -0.85 | 21.54 | 1,550 | 84 | 171 | |||
| 13 Nov | 1205.05 | 32.35 | -23.65 | 25.86 | 240 | 45 | 86 | |||
| 12 Nov | 1239.75 | 56 | -27.00 | 27.51 | 7 | 2 | 41 | |||
| 11 Nov | 1262.55 | 83 | -14.00 | 35.58 | 2 | 1 | 40 | |||
| 8 Nov | 1260.70 | 97 | 8.90 | 50.43 | 1 | 0 | 40 | |||
| 7 Nov | 1283.00 | 88.1 | -27.40 | - | 10 | 8 | 39 | |||
| 6 Nov | 1304.55 | 115.5 | 18.85 | 27.73 | 83 | 14 | 31 | |||
| 5 Nov | 1283.00 | 96.65 | 20.05 | 35.04 | 49 | 11 | 16 | |||
|
|
||||||||||
| 4 Nov | 1251.25 | 76.6 | -16.40 | 33.25 | 4 | 2 | 4 | |||
| 1 Nov | 1283.20 | 93 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 1272.75 | 93 | -22.00 | - | 4 | 2 | 2 | |||
| 30 Oct | 1274.50 | 115 | 0.00 | - | 0 | -1 | 0 | |||
| 29 Oct | 1292.40 | 115 | 4.00 | - | 1 | 0 | 1 | |||
| 28 Oct | 1280.35 | 111 | -183.90 | - | 1 | 0 | 0 | |||
| 25 Oct | 1372.20 | 294.9 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1200 expiring on 28NOV2024
Delta for 1200 CE is 0.66
Historical price for 1200 CE is as follows
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 31.5, which was -0.85 lower than the previous day. The implied volatity was 21.54, the open interest changed by 84 which increased total open position to 171
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 32.35, which was -23.65 lower than the previous day. The implied volatity was 25.86, the open interest changed by 45 which increased total open position to 86
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 56, which was -27.00 lower than the previous day. The implied volatity was 27.51, the open interest changed by 2 which increased total open position to 41
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 83, which was -14.00 lower than the previous day. The implied volatity was 35.58, the open interest changed by 1 which increased total open position to 40
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 97, which was 8.90 higher than the previous day. The implied volatity was 50.43, the open interest changed by 0 which decreased total open position to 40
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 88.1, which was -27.40 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 39
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 115.5, which was 18.85 higher than the previous day. The implied volatity was 27.73, the open interest changed by 14 which increased total open position to 31
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 96.65, which was 20.05 higher than the previous day. The implied volatity was 35.04, the open interest changed by 11 which increased total open position to 16
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 76.6, which was -16.40 lower than the previous day. The implied volatity was 33.25, the open interest changed by 2 which increased total open position to 4
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 93, 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 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 93, which was -22.00 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 115, 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 115, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CHOLAFIN was trading at 1280.35. The strike last trading price was 111, which was -183.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CHOLAFIN was trading at 1372.20. The strike last trading price was 294.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.90
Theta: -0.82
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1205.70 | 18.95 | -4.00 | 29.33 | 1,055 | 32 | 327 |
| 13 Nov | 1205.05 | 22.95 | 11.75 | 29.97 | 1,132 | -19 | 294 |
| 12 Nov | 1239.75 | 11.2 | 2.70 | 27.69 | 812 | 7 | 371 |
| 11 Nov | 1262.55 | 8.5 | -1.45 | 30.44 | 405 | 85 | 364 |
| 8 Nov | 1260.70 | 9.95 | 2.65 | 28.92 | 382 | 15 | 276 |
| 7 Nov | 1283.00 | 7.3 | 0.85 | 30.02 | 623 | -12 | 263 |
| 6 Nov | 1304.55 | 6.45 | -5.10 | 32.38 | 711 | 16 | 279 |
| 5 Nov | 1283.00 | 11.55 | -7.45 | 32.42 | 1,076 | 32 | 249 |
| 4 Nov | 1251.25 | 19 | 5.20 | 33.36 | 452 | -44 | 214 |
| 1 Nov | 1283.20 | 13.8 | -1.25 | 34.63 | 84 | 5 | 259 |
| 31 Oct | 1272.75 | 15.05 | -2.10 | - | 375 | 15 | 258 |
| 30 Oct | 1274.50 | 17.15 | 5.50 | - | 366 | 74 | 244 |
| 29 Oct | 1292.40 | 11.65 | -7.90 | - | 268 | 32 | 169 |
| 28 Oct | 1280.35 | 19.55 | 8.55 | - | 414 | 129 | 136 |
| 25 Oct | 1372.20 | 11 | - | 24 | 7 | 7 | |
For Cholamandalam In & Fin Co - strike price 1200 expiring on 28NOV2024
Delta for 1200 PE is -0.38
Historical price for 1200 PE is as follows
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 18.95, which was -4.00 lower than the previous day. The implied volatity was 29.33, the open interest changed by 32 which increased total open position to 327
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 22.95, which was 11.75 higher than the previous day. The implied volatity was 29.97, the open interest changed by -19 which decreased total open position to 294
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 11.2, which was 2.70 higher than the previous day. The implied volatity was 27.69, the open interest changed by 7 which increased total open position to 371
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 8.5, which was -1.45 lower than the previous day. The implied volatity was 30.44, the open interest changed by 85 which increased total open position to 364
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 9.95, which was 2.65 higher than the previous day. The implied volatity was 28.92, the open interest changed by 15 which increased total open position to 276
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 7.3, which was 0.85 higher than the previous day. The implied volatity was 30.02, the open interest changed by -12 which decreased total open position to 263
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 6.45, which was -5.10 lower than the previous day. The implied volatity was 32.38, the open interest changed by 16 which increased total open position to 279
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 11.55, which was -7.45 lower than the previous day. The implied volatity was 32.42, the open interest changed by 32 which increased total open position to 249
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 19, which was 5.20 higher than the previous day. The implied volatity was 33.36, the open interest changed by -44 which decreased total open position to 214
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 13.8, which was -1.25 lower than the previous day. The implied volatity was 34.63, the open interest changed by 5 which increased total open position to 259
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 15.05, which was -2.10 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 17.15, which was 5.50 higher 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 11.65, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CHOLAFIN was trading at 1280.35. The strike last trading price was 19.55, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CHOLAFIN was trading at 1372.20. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
