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[--[65.84.65.76]--]
CHOLAFIN
Cholamandalam In & Fin Co

1205.7 0.65 (0.05%)

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Historical option data for CHOLAFIN

14 Nov 2024 04:10 PM IST
CHOLAFIN 28NOV2024 1220 CE
Delta: 0.51
Vega: 0.95
Theta: -0.92
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1205.70 21 -1.05 22.35 967 48 177
13 Nov 1205.05 22.05 -20.60 25.73 667 111 142
12 Nov 1239.75 42.65 -18.85 27.70 28 12 35
11 Nov 1262.55 61.5 0.00 0.00 0 0 0
8 Nov 1260.70 61.5 -16.50 28.63 1 0 23
7 Nov 1283.00 78 -6.70 26.23 16 0 26
6 Nov 1304.55 84.7 0.70 - 3 1 28
5 Nov 1283.00 84 -355.10 36.86 91 27 27
4 Nov 1251.25 439.1 0.00 - 0 0 0
1 Nov 1283.20 439.1 0.00 - 0 0 0
31 Oct 1272.75 439.1 0.00 - 0 0 0
30 Oct 1274.50 439.1 0.00 - 0 0 0
29 Oct 1292.40 439.1 0.00 - 0 0 0
28 Oct 1280.35 439.1 0.00 - 0 0 0
25 Oct 1372.20 439.1 - 0 0 0


For Cholamandalam In & Fin Co - strike price 1220 expiring on 28NOV2024

Delta for 1220 CE is 0.51

Historical price for 1220 CE is as follows

On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 21, which was -1.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by 48 which increased total open position to 177


On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 22.05, which was -20.60 lower than the previous day. The implied volatity was 25.73, the open interest changed by 111 which increased total open position to 142


On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 42.65, which was -18.85 lower than the previous day. The implied volatity was 27.70, the open interest changed by 12 which increased total open position to 35


On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 61.5, 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 61.5, which was -16.50 lower than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 23


On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 78, which was -6.70 lower than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 26


On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 84.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 28


On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 84, which was -355.10 lower than the previous day. The implied volatity was 36.86, the open interest changed by 27 which increased total open position to 27


On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 439.1, 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 439.1, 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 439.1, 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 439.1, 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 439.1, 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 28 Oct CHOLAFIN was trading at 1280.35. The strike last trading price was 439.1, 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 25 Oct CHOLAFIN was trading at 1372.20. The strike last trading price was 439.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CHOLAFIN 28NOV2024 1220 PE
Delta: -0.49
Vega: 0.95
Theta: -0.84
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1205.70 28.5 -4.00 29.80 245 26 123
13 Nov 1205.05 32.5 14.55 29.68 687 18 98
12 Nov 1239.75 17.95 5.30 28.05 307 -14 105
11 Nov 1262.55 12.65 -2.35 29.77 265 -39 119
8 Nov 1260.70 15 4.70 28.80 284 34 158
7 Nov 1283.00 10.3 1.65 28.99 408 -8 124
6 Nov 1304.55 8.65 -6.60 31.06 246 36 132
5 Nov 1283.00 15.25 -9.35 31.21 338 44 95
4 Nov 1251.25 24.6 4.35 32.38 178 9 52
1 Nov 1283.20 20.25 0.00 0.00 0 -2 0
31 Oct 1272.75 20.25 -3.45 - 15 -3 42
30 Oct 1274.50 23.7 8.10 - 29 15 49
29 Oct 1292.40 15.6 -7.40 - 34 21 22
28 Oct 1280.35 23 20.90 - 3 1 1
25 Oct 1372.20 2.1 - 0 0 0


For Cholamandalam In & Fin Co - strike price 1220 expiring on 28NOV2024

Delta for 1220 PE is -0.49

Historical price for 1220 PE is as follows

On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 28.5, which was -4.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by 26 which increased total open position to 123


On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 32.5, which was 14.55 higher than the previous day. The implied volatity was 29.68, the open interest changed by 18 which increased total open position to 98


On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 17.95, which was 5.30 higher than the previous day. The implied volatity was 28.05, the open interest changed by -14 which decreased total open position to 105


On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 12.65, which was -2.35 lower than the previous day. The implied volatity was 29.77, the open interest changed by -39 which decreased total open position to 119


On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 15, which was 4.70 higher than the previous day. The implied volatity was 28.80, the open interest changed by 34 which increased total open position to 158


On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 10.3, which was 1.65 higher than the previous day. The implied volatity was 28.99, the open interest changed by -8 which decreased total open position to 124


On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 8.65, which was -6.60 lower than the previous day. The implied volatity was 31.06, the open interest changed by 36 which increased total open position to 132


On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 15.25, which was -9.35 lower than the previous day. The implied volatity was 31.21, the open interest changed by 44 which increased total open position to 95


On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 24.6, which was 4.35 higher than the previous day. The implied volatity was 32.38, the open interest changed by 9 which increased total open position to 52


On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 20.25, which was -3.45 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 23.7, which was 8.10 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 15.6, which was -7.40 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 23, which was 20.90 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 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to