CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1260 CE | ||||||||||
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Delta: 0.18
Vega: 0.43
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1204.90 | 4.9 | -5.10 | 31.37 | 1,868 | 144 | 584 | |||
| 20 Nov | 1236.00 | 10 | 0.00 | 28.48 | 1,778 | -13 | 439 | |||
| 19 Nov | 1236.00 | 10 | -5.00 | 28.48 | 1,778 | -14 | 439 | |||
| 18 Nov | 1242.80 | 15 | 7.75 | 27.06 | 2,649 | -62 | 454 | |||
| 14 Nov | 1205.70 | 7.25 | -1.95 | 22.49 | 1,035 | 128 | 518 | |||
| 13 Nov | 1205.05 | 9.2 | -11.90 | 26.22 | 1,078 | 119 | 390 | |||
| 12 Nov | 1239.75 | 21.1 | -12.15 | 26.76 | 809 | 108 | 278 | |||
| 11 Nov | 1262.55 | 33.25 | -0.65 | 25.35 | 450 | -2 | 170 | |||
| 8 Nov | 1260.70 | 33.9 | -14.10 | 25.85 | 95 | 12 | 165 | |||
| 7 Nov | 1283.00 | 48 | -17.80 | 25.17 | 114 | 4 | 154 | |||
| 6 Nov | 1304.55 | 65.8 | 15.25 | 26.75 | 363 | -27 | 150 | |||
| 5 Nov | 1283.00 | 50.55 | 10.35 | 29.94 | 1,216 | 44 | 179 | |||
| 4 Nov | 1251.25 | 40.2 | -18.45 | 32.16 | 202 | 73 | 134 | |||
| 1 Nov | 1283.20 | 58.65 | 2.65 | 28.59 | 3 | 1 | 62 | |||
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| 31 Oct | 1272.75 | 56 | -2.75 | - | 127 | 39 | 61 | |||
| 30 Oct | 1274.50 | 58.75 | -12.55 | - | 31 | 14 | 23 | |||
| 29 Oct | 1292.40 | 71.3 | -329.80 | - | 27 | 10 | 10 | |||
| 28 Oct | 1280.35 | 401.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1372.20 | 401.1 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1260 expiring on 28NOV2024
Delta for 1260 CE is 0.18
Historical price for 1260 CE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 4.9, which was -5.10 lower than the previous day. The implied volatity was 31.37, the open interest changed by 144 which increased total open position to 584
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 28.48, the open interest changed by -13 which decreased total open position to 439
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 10, which was -5.00 lower than the previous day. The implied volatity was 28.48, the open interest changed by -14 which decreased total open position to 439
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 15, which was 7.75 higher than the previous day. The implied volatity was 27.06, the open interest changed by -62 which decreased total open position to 454
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 7.25, which was -1.95 lower than the previous day. The implied volatity was 22.49, the open interest changed by 128 which increased total open position to 518
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 9.2, which was -11.90 lower than the previous day. The implied volatity was 26.22, the open interest changed by 119 which increased total open position to 390
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 21.1, which was -12.15 lower than the previous day. The implied volatity was 26.76, the open interest changed by 108 which increased total open position to 278
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 33.25, which was -0.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by -2 which decreased total open position to 170
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 33.9, which was -14.10 lower than the previous day. The implied volatity was 25.85, the open interest changed by 12 which increased total open position to 165
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 48, which was -17.80 lower than the previous day. The implied volatity was 25.17, the open interest changed by 4 which increased total open position to 154
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 65.8, which was 15.25 higher than the previous day. The implied volatity was 26.75, the open interest changed by -27 which decreased total open position to 150
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 50.55, which was 10.35 higher than the previous day. The implied volatity was 29.94, the open interest changed by 44 which increased total open position to 179
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 40.2, which was -18.45 lower than the previous day. The implied volatity was 32.16, the open interest changed by 73 which increased total open position to 134
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 58.65, which was 2.65 higher than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 62
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 56, which was -2.75 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 58.75, which was -12.55 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 71.3, which was -329.80 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 401.1, 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 401.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.47
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1204.90 | 57.05 | 16.55 | 34.29 | 147 | -6 | 195 |
| 20 Nov | 1236.00 | 40.5 | 0.00 | 27.66 | 940 | -85 | 203 |
| 19 Nov | 1236.00 | 40.5 | 7.50 | 27.66 | 940 | -83 | 203 |
| 18 Nov | 1242.80 | 33 | -23.95 | 28.89 | 744 | 88 | 288 |
| 14 Nov | 1205.70 | 56.95 | -1.05 | 34.18 | 42 | -7 | 200 |
| 13 Nov | 1205.05 | 58 | 21.05 | 29.20 | 178 | -35 | 208 |
| 12 Nov | 1239.75 | 36.95 | 10.45 | 27.80 | 555 | 10 | 253 |
| 11 Nov | 1262.55 | 26.5 | -4.05 | 29.17 | 335 | -6 | 244 |
| 8 Nov | 1260.70 | 30.55 | 9.80 | 28.88 | 316 | -6 | 249 |
| 7 Nov | 1283.00 | 20.75 | 3.90 | 27.81 | 458 | 20 | 256 |
| 6 Nov | 1304.55 | 16.85 | -12.25 | 29.76 | 494 | -11 | 238 |
| 5 Nov | 1283.00 | 29.1 | -11.75 | 31.29 | 846 | -4 | 250 |
| 4 Nov | 1251.25 | 40.85 | 11.65 | 31.19 | 550 | 15 | 253 |
| 1 Nov | 1283.20 | 29.2 | -3.05 | 32.23 | 29 | -10 | 238 |
| 31 Oct | 1272.75 | 32.25 | -4.90 | - | 761 | 168 | 249 |
| 30 Oct | 1274.50 | 37.15 | 10.65 | - | 63 | 23 | 78 |
| 29 Oct | 1292.40 | 26.5 | -12.50 | - | 117 | 11 | 55 |
| 28 Oct | 1280.35 | 39 | 35.40 | - | 199 | 44 | 44 |
| 25 Oct | 1372.20 | 3.6 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1260 expiring on 28NOV2024
Delta for 1260 PE is -0.80
Historical price for 1260 PE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 57.05, which was 16.55 higher than the previous day. The implied volatity was 34.29, the open interest changed by -6 which decreased total open position to 195
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 27.66, the open interest changed by -85 which decreased total open position to 203
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 40.5, which was 7.50 higher than the previous day. The implied volatity was 27.66, the open interest changed by -83 which decreased total open position to 203
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 33, which was -23.95 lower than the previous day. The implied volatity was 28.89, the open interest changed by 88 which increased total open position to 288
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 56.95, which was -1.05 lower than the previous day. The implied volatity was 34.18, the open interest changed by -7 which decreased total open position to 200
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 58, which was 21.05 higher than the previous day. The implied volatity was 29.20, the open interest changed by -35 which decreased total open position to 208
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 36.95, which was 10.45 higher than the previous day. The implied volatity was 27.80, the open interest changed by 10 which increased total open position to 253
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 26.5, which was -4.05 lower than the previous day. The implied volatity was 29.17, the open interest changed by -6 which decreased total open position to 244
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 30.55, which was 9.80 higher than the previous day. The implied volatity was 28.88, the open interest changed by -6 which decreased total open position to 249
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 20.75, which was 3.90 higher than the previous day. The implied volatity was 27.81, the open interest changed by 20 which increased total open position to 256
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 16.85, which was -12.25 lower than the previous day. The implied volatity was 29.76, the open interest changed by -11 which decreased total open position to 238
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 29.1, which was -11.75 lower than the previous day. The implied volatity was 31.29, the open interest changed by -4 which decreased total open position to 250
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 40.85, which was 11.65 higher than the previous day. The implied volatity was 31.19, the open interest changed by 15 which increased total open position to 253
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 29.2, which was -3.05 lower than the previous day. The implied volatity was 32.23, the open interest changed by -10 which decreased total open position to 238
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 32.25, which was -4.90 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 37.15, which was 10.65 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 26.5, which was -12.50 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 39, which was 35.40 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 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
