CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
03 Dec 2024 04:10 PM IST
| CHOLAFIN 26DEC2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 1.09
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1253.65 | 60.7 | -0.05 | 27.98 | 49 | 9 | 72 | |||
| 2 Dec | 1249.20 | 60.75 | 8.15 | 30.47 | 161 | 25 | 64 | |||
| 29 Nov | 1233.95 | 52.6 | -59.80 | 29.74 | 117 | 40 | 40 | |||
| 28 Nov | 1268.35 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1279.15 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1265.45 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1239.90 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1208.40 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1204.90 | 112.4 | 0.00 | 0.49 | 0 | 0 | 0 | |||
| 20 Nov | 1236.00 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1236.00 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1242.80 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 1205.70 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1205.05 | 112.4 | 0.00 | 0.01 | 0 | 0 | 0 | |||
| 12 Nov | 1239.75 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1283.00 | 112.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1251.25 | 112.4 | 112.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 1283.20 | 0 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1220 expiring on 26DEC2024
Delta for 1220 CE is 0.71
Historical price for 1220 CE is as follows
On 3 Dec CHOLAFIN was trading at 1253.65. The strike last trading price was 60.7, which was -0.05 lower than the previous day. The implied volatity was 27.98, the open interest changed by 9 which increased total open position to 72
On 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 60.75, which was 8.15 higher than the previous day. The implied volatity was 30.47, the open interest changed by 25 which increased total open position to 64
On 29 Nov CHOLAFIN was trading at 1233.95. The strike last trading price was 52.6, which was -59.80 lower than the previous day. The implied volatity was 29.74, the open interest changed by 40 which increased total open position to 40
On 28 Nov CHOLAFIN was trading at 1268.35. The strike last trading price was 112.4, 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 112.4, 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 26 Nov CHOLAFIN was trading at 1265.45. The strike last trading price was 112.4, 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 112.4, 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 112.4, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.49, 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 112.4, 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 112.4, 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 112.4, 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 112.4, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 112.4, 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 112.4, 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 112.4, which was 112.40 higher 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 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 26DEC2024 1220 PE | |||||||
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Delta: -0.31
Vega: 1.11
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1253.65 | 19.55 | -0.85 | 30.27 | 977 | 46 | 188 |
| 2 Dec | 1249.20 | 20.4 | -7.80 | 29.00 | 286 | 42 | 141 |
| 29 Nov | 1233.95 | 28.2 | 9.45 | 29.42 | 304 | 52 | 103 |
| 28 Nov | 1268.35 | 18.75 | 1.95 | 30.13 | 70 | 34 | 51 |
| 27 Nov | 1279.15 | 16.8 | -7.80 | 30.66 | 29 | -2 | 16 |
| 26 Nov | 1265.45 | 24.6 | -2.30 | 33.52 | 24 | 13 | 18 |
| 25 Nov | 1239.90 | 26.9 | -18.20 | 29.79 | 12 | 2 | 6 |
| 22 Nov | 1208.40 | 45.1 | 0.00 | 0.00 | 0 | 4 | 0 |
| 21 Nov | 1204.90 | 45.1 | -1.00 | 29.70 | 4 | 1 | 1 |
| 20 Nov | 1236.00 | 46.1 | 0.00 | 1.56 | 0 | 0 | 0 |
| 19 Nov | 1236.00 | 46.1 | 0.00 | 1.56 | 0 | 0 | 0 |
| 18 Nov | 1242.80 | 46.1 | 0.00 | 2.34 | 0 | 0 | 0 |
| 14 Nov | 1205.70 | 46.1 | 0.00 | 0.67 | 0 | 0 | 0 |
| 13 Nov | 1205.05 | 46.1 | 0.00 | 0.22 | 0 | 0 | 0 |
| 12 Nov | 1239.75 | 46.1 | 0.00 | 2.29 | 0 | 0 | 0 |
| 5 Nov | 1283.00 | 46.1 | 0.00 | 4.32 | 0 | 0 | 0 |
| 4 Nov | 1251.25 | 46.1 | 46.10 | 2.87 | 0 | 0 | 0 |
| 1 Nov | 1283.20 | 0 | 4.90 | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1220 expiring on 26DEC2024
Delta for 1220 PE is -0.31
Historical price for 1220 PE is as follows
On 3 Dec CHOLAFIN was trading at 1253.65. The strike last trading price was 19.55, which was -0.85 lower than the previous day. The implied volatity was 30.27, the open interest changed by 46 which increased total open position to 188
On 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 20.4, which was -7.80 lower than the previous day. The implied volatity was 29.00, the open interest changed by 42 which increased total open position to 141
On 29 Nov CHOLAFIN was trading at 1233.95. The strike last trading price was 28.2, which was 9.45 higher than the previous day. The implied volatity was 29.42, the open interest changed by 52 which increased total open position to 103
On 28 Nov CHOLAFIN was trading at 1268.35. The strike last trading price was 18.75, which was 1.95 higher than the previous day. The implied volatity was 30.13, the open interest changed by 34 which increased total open position to 51
On 27 Nov CHOLAFIN was trading at 1279.15. The strike last trading price was 16.8, which was -7.80 lower than the previous day. The implied volatity was 30.66, the open interest changed by -2 which decreased total open position to 16
On 26 Nov CHOLAFIN was trading at 1265.45. The strike last trading price was 24.6, which was -2.30 lower than the previous day. The implied volatity was 33.52, the open interest changed by 13 which increased total open position to 18
On 25 Nov CHOLAFIN was trading at 1239.90. The strike last trading price was 26.9, which was -18.20 lower than the previous day. The implied volatity was 29.79, the open interest changed by 2 which increased total open position to 6
On 22 Nov CHOLAFIN was trading at 1208.40. The strike last trading price was 45.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 45.1, which was -1.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by 1 which increased total open position to 1
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 46.1, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 46.1, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 46.1, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 46.1, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 46.1, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 46.1, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 46.1, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 46.1, which was 46.10 higher than the previous day. The implied volatity was 2.87, 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 0, which was lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
