CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
27 Dec 2024 04:10 PM IST
| CHOLAFIN 30JAN2025 1200 CE | ||||||||||
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Delta: 0.56
Vega: 1.44
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1193.85 | 42 | 2.80 | 25.38 | 1,160 | 70 | 404 | |||
| 26 Dec | 1189.35 | 39.2 | -0.40 | 27.19 | 537 | 172 | 332 | |||
| 24 Dec | 1185.45 | 39.6 | 4.60 | 27.24 | 320 | 89 | 161 | |||
| 23 Dec | 1171.10 | 35 | -11.20 | 27.18 | 178 | 60 | 74 | |||
| 20 Dec | 1189.55 | 46.2 | -102.35 | 28.67 | 20 | 10 | 10 | |||
| 19 Dec | 1213.75 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1242.75 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1246.80 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1285.70 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 1304.85 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1343.05 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1348.95 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1336.30 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1275.10 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1291.45 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1292.25 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1253.65 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1249.20 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1233.95 | 148.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1279.15 | 148.55 | 148.55 | - | 0 | 0 | 0 | |||
| 26 Nov | 1265.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1239.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1208.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1204.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1236.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1236.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1242.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1205.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1205.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1239.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1262.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1260.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1283.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1304.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1283.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1251.25 | 0 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1200 expiring on 30JAN2025
Delta for 1200 CE is 0.56
Historical price for 1200 CE is as follows
On 27 Dec CHOLAFIN was trading at 1193.85. The strike last trading price was 42, which was 2.80 higher than the previous day. The implied volatity was 25.38, the open interest changed by 70 which increased total open position to 404
On 26 Dec CHOLAFIN was trading at 1189.35. The strike last trading price was 39.2, which was -0.40 lower than the previous day. The implied volatity was 27.19, the open interest changed by 172 which increased total open position to 332
On 24 Dec CHOLAFIN was trading at 1185.45. The strike last trading price was 39.6, which was 4.60 higher than the previous day. The implied volatity was 27.24, the open interest changed by 89 which increased total open position to 161
On 23 Dec CHOLAFIN was trading at 1171.10. The strike last trading price was 35, which was -11.20 lower than the previous day. The implied volatity was 27.18, the open interest changed by 60 which increased total open position to 74
On 20 Dec CHOLAFIN was trading at 1189.55. The strike last trading price was 46.2, which was -102.35 lower than the previous day. The implied volatity was 28.67, the open interest changed by 10 which increased total open position to 10
On 19 Dec CHOLAFIN was trading at 1213.75. The strike last trading price was 148.55, 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 18 Dec CHOLAFIN was trading at 1242.75. The strike last trading price was 148.55, 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 17 Dec CHOLAFIN was trading at 1246.80. The strike last trading price was 148.55, 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 16 Dec CHOLAFIN was trading at 1285.70. The strike last trading price was 148.55, 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 13 Dec CHOLAFIN was trading at 1304.85. The strike last trading price was 148.55, 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 12 Dec CHOLAFIN was trading at 1343.05. The strike last trading price was 148.55, 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 11 Dec CHOLAFIN was trading at 1348.95. The strike last trading price was 148.55, 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 10 Dec CHOLAFIN was trading at 1336.30. The strike last trading price was 148.55, 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 6 Dec CHOLAFIN was trading at 1275.10. The strike last trading price was 148.55, 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 5 Dec CHOLAFIN was trading at 1291.45. The strike last trading price was 148.55, 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 4 Dec CHOLAFIN was trading at 1292.25. The strike last trading price was 148.55, 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 3 Dec CHOLAFIN was trading at 1253.65. The strike last trading price was 148.55, 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 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 148.55, 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 29 Nov CHOLAFIN was trading at 1233.95. The strike last trading price was 148.55, 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 27 Nov CHOLAFIN was trading at 1279.15. The strike last trading price was 148.55, which was 148.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CHOLAFIN was trading at 1265.45. The strike last trading price was 0, 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 25 Nov CHOLAFIN was trading at 1239.90. The strike last trading price was 0, 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 22 Nov CHOLAFIN was trading at 1208.40. The strike last trading price was 0, 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 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 0, 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 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 0, 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 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 0, 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 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 0, 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 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 0, 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 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 0, 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 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 0, 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 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 0, 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 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 0, 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 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 0, 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 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 0, 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 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 0, 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 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30JAN2025 1200 PE | |||||||
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Delta: -0.45
Vega: 1.45
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1193.85 | 37.8 | -1.20 | 29.27 | 544 | 162 | 501 |
| 26 Dec | 1189.35 | 39 | -5.55 | 26.10 | 264 | 110 | 338 |
| 24 Dec | 1185.45 | 44.55 | -11.75 | 28.60 | 184 | 58 | 227 |
| 23 Dec | 1171.10 | 56.3 | 9.10 | 32.50 | 132 | 48 | 169 |
| 20 Dec | 1189.55 | 47.2 | 9.65 | 30.19 | 39 | 11 | 121 |
| 19 Dec | 1213.75 | 37.55 | 6.75 | 31.12 | 79 | 26 | 110 |
| 18 Dec | 1242.75 | 30.8 | 4.95 | 32.68 | 152 | 9 | 83 |
| 17 Dec | 1246.80 | 25.85 | 9.00 | 29.77 | 43 | 15 | 74 |
| 16 Dec | 1285.70 | 16.85 | 4.25 | 30.24 | 50 | 25 | 58 |
| 13 Dec | 1304.85 | 12.6 | 1.55 | 29.29 | 14 | 9 | 32 |
| 12 Dec | 1343.05 | 11.05 | 0.05 | 32.12 | 2 | 0 | 21 |
| 11 Dec | 1348.95 | 11 | -3.00 | 32.55 | 15 | 0 | 21 |
| 10 Dec | 1336.30 | 14 | -11.00 | 34.08 | 16 | 8 | 22 |
| 6 Dec | 1275.10 | 25 | 2.40 | 32.34 | 10 | 2 | 13 |
| 5 Dec | 1291.45 | 22.6 | 5.65 | 32.61 | 3 | 1 | 10 |
| 4 Dec | 1292.25 | 16.95 | -15.60 | 29.43 | 3 | 1 | 8 |
| 3 Dec | 1253.65 | 32.55 | 2.60 | 32.57 | 3 | 2 | 7 |
| 2 Dec | 1249.20 | 29.95 | 0.00 | 0.00 | 0 | 5 | 0 |
| 29 Nov | 1233.95 | 29.95 | -24.25 | 26.74 | 5 | 1 | 1 |
| 27 Nov | 1279.15 | 54.2 | 0.00 | 5.37 | 0 | 0 | 0 |
| 26 Nov | 1265.45 | 54.2 | 0.00 | 4.67 | 0 | 0 | 0 |
| 25 Nov | 1239.90 | 54.2 | 0.00 | 3.65 | 0 | 0 | 0 |
| 22 Nov | 1208.40 | 54.2 | 0.00 | 1.82 | 0 | 0 | 0 |
| 21 Nov | 1204.90 | 54.2 | 0.00 | 1.62 | 0 | 0 | 0 |
| 20 Nov | 1236.00 | 54.2 | 0.00 | 2.57 | 0 | 0 | 0 |
| 19 Nov | 1236.00 | 54.2 | 0.00 | 2.57 | 0 | 0 | 0 |
| 18 Nov | 1242.80 | 54.2 | 0.00 | 3.58 | 0 | 0 | 0 |
| 14 Nov | 1205.70 | 54.2 | 0.00 | 2.07 | 0 | 0 | 0 |
| 13 Nov | 1205.05 | 54.2 | 54.20 | 1.75 | 0 | 0 | 0 |
| 12 Nov | 1239.75 | 0 | 0.00 | 3.41 | 0 | 0 | 0 |
| 11 Nov | 1262.55 | 0 | 0.00 | 4.28 | 0 | 0 | 0 |
| 8 Nov | 1260.70 | 0 | 0.00 | 4.29 | 0 | 0 | 0 |
| 7 Nov | 1283.00 | 0 | 0.00 | 4.89 | 0 | 0 | 0 |
| 6 Nov | 1304.55 | 0 | 0.00 | 5.59 | 0 | 0 | 0 |
| 5 Nov | 1283.00 | 0 | 0.00 | 4.99 | 0 | 0 | 0 |
| 4 Nov | 1251.25 | 0 | 3.83 | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1200 expiring on 30JAN2025
Delta for 1200 PE is -0.45
Historical price for 1200 PE is as follows
On 27 Dec CHOLAFIN was trading at 1193.85. The strike last trading price was 37.8, which was -1.20 lower than the previous day. The implied volatity was 29.27, the open interest changed by 162 which increased total open position to 501
On 26 Dec CHOLAFIN was trading at 1189.35. The strike last trading price was 39, which was -5.55 lower than the previous day. The implied volatity was 26.10, the open interest changed by 110 which increased total open position to 338
On 24 Dec CHOLAFIN was trading at 1185.45. The strike last trading price was 44.55, which was -11.75 lower than the previous day. The implied volatity was 28.60, the open interest changed by 58 which increased total open position to 227
On 23 Dec CHOLAFIN was trading at 1171.10. The strike last trading price was 56.3, which was 9.10 higher than the previous day. The implied volatity was 32.50, the open interest changed by 48 which increased total open position to 169
On 20 Dec CHOLAFIN was trading at 1189.55. The strike last trading price was 47.2, which was 9.65 higher than the previous day. The implied volatity was 30.19, the open interest changed by 11 which increased total open position to 121
On 19 Dec CHOLAFIN was trading at 1213.75. The strike last trading price was 37.55, which was 6.75 higher than the previous day. The implied volatity was 31.12, the open interest changed by 26 which increased total open position to 110
On 18 Dec CHOLAFIN was trading at 1242.75. The strike last trading price was 30.8, which was 4.95 higher than the previous day. The implied volatity was 32.68, the open interest changed by 9 which increased total open position to 83
On 17 Dec CHOLAFIN was trading at 1246.80. The strike last trading price was 25.85, which was 9.00 higher than the previous day. The implied volatity was 29.77, the open interest changed by 15 which increased total open position to 74
On 16 Dec CHOLAFIN was trading at 1285.70. The strike last trading price was 16.85, which was 4.25 higher than the previous day. The implied volatity was 30.24, the open interest changed by 25 which increased total open position to 58
On 13 Dec CHOLAFIN was trading at 1304.85. The strike last trading price was 12.6, which was 1.55 higher than the previous day. The implied volatity was 29.29, the open interest changed by 9 which increased total open position to 32
On 12 Dec CHOLAFIN was trading at 1343.05. The strike last trading price was 11.05, which was 0.05 higher than the previous day. The implied volatity was 32.12, the open interest changed by 0 which decreased total open position to 21
On 11 Dec CHOLAFIN was trading at 1348.95. The strike last trading price was 11, which was -3.00 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 21
On 10 Dec CHOLAFIN was trading at 1336.30. The strike last trading price was 14, which was -11.00 lower than the previous day. The implied volatity was 34.08, the open interest changed by 8 which increased total open position to 22
On 6 Dec CHOLAFIN was trading at 1275.10. The strike last trading price was 25, which was 2.40 higher than the previous day. The implied volatity was 32.34, the open interest changed by 2 which increased total open position to 13
On 5 Dec CHOLAFIN was trading at 1291.45. The strike last trading price was 22.6, which was 5.65 higher than the previous day. The implied volatity was 32.61, the open interest changed by 1 which increased total open position to 10
On 4 Dec CHOLAFIN was trading at 1292.25. The strike last trading price was 16.95, which was -15.60 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 8
On 3 Dec CHOLAFIN was trading at 1253.65. The strike last trading price was 32.55, which was 2.60 higher than the previous day. The implied volatity was 32.57, the open interest changed by 2 which increased total open position to 7
On 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 29.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 29 Nov CHOLAFIN was trading at 1233.95. The strike last trading price was 29.95, which was -24.25 lower than the previous day. The implied volatity was 26.74, the open interest changed by 1 which increased total open position to 1
On 27 Nov CHOLAFIN was trading at 1279.15. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CHOLAFIN was trading at 1265.45. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CHOLAFIN was trading at 1239.90. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CHOLAFIN was trading at 1208.40. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 54.2, which was 54.20 higher than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.89, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 0, which was lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
