CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
14 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.89
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1205.70 | 12.7 | -1.75 | 22.31 | 1,258 | 88 | 262 | |||
| 13 Nov | 1205.05 | 14.45 | -15.75 | 25.86 | 941 | 84 | 175 | |||
| 12 Nov | 1239.75 | 30.2 | -14.35 | 26.68 | 233 | 21 | 91 | |||
| 11 Nov | 1262.55 | 44.55 | -5.70 | 24.51 | 25 | 0 | 70 | |||
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| 8 Nov | 1260.70 | 50.25 | -13.45 | 30.29 | 2 | -1 | 69 | |||
| 7 Nov | 1283.00 | 63.7 | -18.40 | 27.19 | 21 | -1 | 71 | |||
| 6 Nov | 1304.55 | 82.1 | 19.00 | 28.11 | 89 | -17 | 76 | |||
| 5 Nov | 1283.00 | 63.1 | 12.90 | 30.10 | 654 | 68 | 94 | |||
| 4 Nov | 1251.25 | 50.2 | -22.30 | 31.98 | 34 | 19 | 24 | |||
| 1 Nov | 1283.20 | 72.5 | 2.90 | 29.23 | 3 | 1 | 4 | |||
| 31 Oct | 1272.75 | 69.6 | -193.15 | - | 8 | 4 | 4 | |||
| 30 Oct | 1274.50 | 262.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1292.40 | 262.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1280.35 | 262.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1372.20 | 262.75 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is 0.36
Historical price for 1240 CE is as follows
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 12.7, which was -1.75 lower than the previous day. The implied volatity was 22.31, the open interest changed by 88 which increased total open position to 262
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 14.45, which was -15.75 lower than the previous day. The implied volatity was 25.86, the open interest changed by 84 which increased total open position to 175
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 30.2, which was -14.35 lower than the previous day. The implied volatity was 26.68, the open interest changed by 21 which increased total open position to 91
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 44.55, which was -5.70 lower than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 70
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 50.25, which was -13.45 lower than the previous day. The implied volatity was 30.29, the open interest changed by -1 which decreased total open position to 69
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 63.7, which was -18.40 lower than the previous day. The implied volatity was 27.19, the open interest changed by -1 which decreased total open position to 71
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 82.1, which was 19.00 higher than the previous day. The implied volatity was 28.11, the open interest changed by -17 which decreased total open position to 76
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 63.1, which was 12.90 higher than the previous day. The implied volatity was 30.10, the open interest changed by 68 which increased total open position to 94
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 50.2, which was -22.30 lower than the previous day. The implied volatity was 31.98, the open interest changed by 19 which increased total open position to 24
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 72.5, which was 2.90 higher than the previous day. The implied volatity was 29.23, the open interest changed by 1 which increased total open position to 4
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 69.6, which was -193.15 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 262.75, 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 262.75, 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 262.75, 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 262.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.92
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1205.70 | 40.2 | -4.70 | 30.19 | 292 | -43 | 396 |
| 13 Nov | 1205.05 | 44.9 | 18.40 | 30.15 | 561 | 3 | 439 |
| 12 Nov | 1239.75 | 26.5 | 8.15 | 28.06 | 766 | 133 | 438 |
| 11 Nov | 1262.55 | 18.35 | -3.65 | 29.15 | 149 | -7 | 305 |
| 8 Nov | 1260.70 | 22 | 6.95 | 28.96 | 194 | -19 | 312 |
| 7 Nov | 1283.00 | 15.05 | 3.30 | 28.64 | 425 | -22 | 331 |
| 6 Nov | 1304.55 | 11.75 | -9.55 | 29.93 | 462 | 56 | 352 |
| 5 Nov | 1283.00 | 21.3 | -10.50 | 31.15 | 1,253 | -51 | 294 |
| 4 Nov | 1251.25 | 31.8 | 8.30 | 31.64 | 512 | 51 | 344 |
| 1 Nov | 1283.20 | 23.5 | -2.10 | 33.45 | 57 | 5 | 292 |
| 31 Oct | 1272.75 | 25.6 | -3.80 | - | 342 | 28 | 287 |
| 30 Oct | 1274.50 | 29.4 | 8.65 | - | 162 | 92 | 260 |
| 29 Oct | 1292.40 | 20.75 | -10.85 | - | 232 | 151 | 167 |
| 28 Oct | 1280.35 | 31.6 | 6.75 | - | 22 | 16 | 16 |
| 25 Oct | 1372.20 | 24.85 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -0.60
Historical price for 1240 PE is as follows
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 40.2, which was -4.70 lower than the previous day. The implied volatity was 30.19, the open interest changed by -43 which decreased total open position to 396
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 44.9, which was 18.40 higher than the previous day. The implied volatity was 30.15, the open interest changed by 3 which increased total open position to 439
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 26.5, which was 8.15 higher than the previous day. The implied volatity was 28.06, the open interest changed by 133 which increased total open position to 438
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 18.35, which was -3.65 lower than the previous day. The implied volatity was 29.15, the open interest changed by -7 which decreased total open position to 305
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 22, which was 6.95 higher than the previous day. The implied volatity was 28.96, the open interest changed by -19 which decreased total open position to 312
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 15.05, which was 3.30 higher than the previous day. The implied volatity was 28.64, the open interest changed by -22 which decreased total open position to 331
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 11.75, which was -9.55 lower than the previous day. The implied volatity was 29.93, the open interest changed by 56 which increased total open position to 352
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 21.3, which was -10.50 lower than the previous day. The implied volatity was 31.15, the open interest changed by -51 which decreased total open position to 294
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 31.8, which was 8.30 higher than the previous day. The implied volatity was 31.64, the open interest changed by 51 which increased total open position to 344
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 23.5, which was -2.10 lower than the previous day. The implied volatity was 33.45, the open interest changed by 5 which increased total open position to 292
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 25.6, which was -3.80 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 29.4, which was 8.65 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 20.75, which was -10.85 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 31.6, which was 6.75 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 24.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
