CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
14 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.95
Theta: -0.92
Gamma: 0.01
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| 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 | |||
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| 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
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| 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
